Moody’s and Lloyd’s have launched a new joint analysis program across casualty and financial lines, designed to explore how market data can provide new insights into portfolio performance, risk concentration, and market dynamics.
The collaboration merges Lloyd’s extensive market data with Moody’s analytical model and dataset infrastructure, expanding on a longstanding relationship focused on refining risk assessment across major commercial classes.
Drawing on historical datasets, the program is to deliver insights across three workstreams, which are expected to deepen understanding of performance, exposure, and cycle monitoring.
The initial phase evaluates whether selected data attributes are associated with performance across classes including General Liability, Medical Malpractice, Directors & Officers (D&O), Professional Indemnity and Trade Credit.
A second workstream explores exposure management and scenario development, including how stress tests might support a clearer view of portfolio concentrations and potential losses.
The third phase explores market cycles and indicator potential for early underwriting insights. It analyses macroeconomic and insurance cycle links to build an evidence base rather than a predictive model.
The collaboration is being delivered through a structured 16-week program, with a select few Lloyd’s market representatives contributing throughout.
All findings will be jointly reviewed before any conclusions are drawn, and depending on the findings, possible white papers will be considered.
By combining Moody’s data and analytical capabilities with Lloyd’s market perspective, the program aims to generate new insights into casualty and financial lines risk. A
How these findings are ultimately applied will depend on analysis of the outcomes and subsequent review by Lloyd’s and participating market stakeholders.
Joe Melly, Managing Director – Moody’s Casualty and Financial Lines, said: “We’re excited to build on our relationship with Lloyd’s and bring Moody’s data, analytics and modelling capabilities to bear on some of the market’s most important underwriting questions.
“By working closely with Lloyd’s Heads of Class, we can analyse class performance and exposure trends at market scale — helping identify the signals that matter, test where risks may be accumulating, and support better-informed decisions across the market.”
