Study on effect of sub-prime crisis on liability portfolios

Willis Re has released new research analysing the risk to the underwriting portfolios of professional liability re/insurance underwriters stemming from the sub-prime crisis and subsequent global credit crunch. Willis Re’s Professional Liability Practice Group has developed what it describes as an analytical approach, based on financial markets data, which identifies what may be early warning signals for potential securities class-action lawsuits. The approach has been incorporated into Willis Re’s proprietary D&O modelling tool, eSCAPE.