Press Release|Insurance

KBRA Affirms Ratings for Brotherhood Mutual and Changes Outlook to Negative

1 Aug 2024   |   New York

Contacts

KBRA affirms the A- insurance financial strength rating (IFSR) for Brotherhood Mutual Insurance Company (BMIC) and the BBB long term credit rating (LTCR) for the Surplus Notes. The outlook for all ratings has been changed to Negative from Stable.

The change in outlook to Negative from Stable for BMIC reflects declines in risk adjusted capitalization, deterioration in underwriting leverage measures, and adverse operating results. Although KBRA recognizes the potential for improvement in operating performance from the company’s more granular risk management practices, the benefits of these actions need to materialize in improved financial metrics in the near term to avoid further negative rating action.

The rating reflects BMIC’s focused market strategy, geographic diversification with limited exposure concentrations, high customer retention rates, and improved reserving practices. While the company has a track record of consistent growth in surplus over the long-term, there were declines in 2022 and 2023, followed by an increase in 1Q2024. Brotherhood Mutual’s management team is highly experienced. KBRA believes BMIC has fundamentally sound underwriting and financial analytics with advanced technology for risk selection that it continues to evolve.

Balancing these strengths is Brotherhood Mutual’s above average investment risk, as characterized by a high level of equities to surplus, although the company is in the process of reducing its equity exposure and the ratio has improved. In recent years, the company has seen its underwriting leverage and reserve leverage deteriorate, and its risk-adjusted capitalization has steadily declined over the past six years, somewhat offset by its surplus note issuance in March 2022. Surplus notes accounted for approximately 31% of YE2023 surplus. Pressure on underwriting leverage is somewhat offset by premium increases related to rising TIV and rate increases, while policy count remains flat. In addition, increased frequency from losses due to weather events and fire in recent years have negatively impacted net earnings and reversed the historical trend of favorable combined ratios. KBRA views negatively the company’s increased retention in its property catastrophe reinsurance cover. KBRA notes that while BMIC no longer purchases an aggregate catastrophe treaty, management believes that its concentration management and new quota share reinsurance helps mitigate its exposure to multiple catastrophes. However, KBRA also recognizes BMIC’s continued enhanced reserving practices by which it books reserves closer to the high end of the actuary’s range.

Factors that could positively impact the rating include sustained growth in earnings, favorable risk adjusted capital and balance sheet leverage trends, reserve adequacy over an extended period, and improved financial flexibility and liquidity. Factors that could negatively impact the rating include further reduction in risk adjusted capitalization and material deterioration in balance sheet leverage unrelated to rate increases, continued sustained unfavorable earnings trends, inability to obtain sufficiently robust reinsurance protection on an economic basis, additional material adverse reserve development, and loss of key members of the management team.

To access rating and relevant documents, click here.

Click here to view the report.

Methodologies

Disclosures

Further information on key credit considerations, sensitivity analyses that consider what factors can affect these credit ratings and how they could lead to an upgrade or a downgrade, and ESG factors (where they are a key driver behind the change to the credit rating or rating outlook) can be found in the full rating report referenced above.

A description of all substantially material sources that were used to prepare the credit rating and information on the methodology(ies) (inclusive of any material models and sensitivity analyses of the relevant key rating assumptions, as applicable) used in determining the credit rating is available in the Information Disclosure Form(s) located here.

Information on the meaning of each rating category can be located here.

Further disclosures relating to this rating action are available in the Information Disclosure Form(s) referenced above. Additional information regarding KBRA policies, methodologies, rating scales and disclosures are available at www.kbra.com.

About KBRA

Kroll Bond Rating Agency, LLC (KBRA) is a full-service credit rating agency registered with the U.S. Securities and Exchange Commission as an NRSRO. Kroll Bond Rating Agency Europe Limited is registered as a CRA with the European Securities and Markets Authority. Kroll Bond Rating Agency UK Limited is registered as a CRA with the UK Financial Conduct Authority. In addition, KBRA is designated as a designated rating organization by the Ontario Securities Commission for issuers of asset-backed securities to file a short form prospectus or shelf prospectus. KBRA is also recognized by the National Association of Insurance Commissioners as a Credit Rating Provider.

Doc ID: 1005185

CONNECT WITH KBRA
805 Third Avenue
29th Floor
New York, NY 10022
+1 (212) 702-0707
Contact Us

© 2010-2024 Kroll Bond Rating Agency, LLC. All Rights Reserved. Kroll Bond Rating Agency, LLC is not affiliated with Kroll Inc., Kroll Associates Inc., KrollOnTrack Inc., or their affiliated businesses.