Press Release|Insurance

KBRA Downgrades and Withdraws Rating for Sublimity Insurance Company

17 Sep 2024   |   New York

Contacts

KBRA downgrades the insurance financial strength rating (IFSR) for Sublimity Insurance Company (SIC) from BBB to BB+. The outlook has been changed from Stable to Negative. The downgrade reflects the continued deterioration in underwriting results in the first six months of 2024, which drove a net loss of $3.6 million and a $3.7 million, or 26% reduction in surplus. The decrease in surplus has led to a deterioration in underwriting leverage metrics. The change in outlook from Stable to Negative reflects KBRA’s concerns about the potential for future underwriting losses and further deterioration in surplus and how that may impact SIC’s ability to meet its policyholder obligations. KBRA acknowledges that the company is exploring reinsurance options including a loss portfolio transfer or quota share transaction to eliminate claims loss risk to SIC, but a transaction has yet to be consummated. Subsequently KBRA withdraws the IFSR at the the request of the company.

Key Credit Considerations

The rating reflects SIC's consistent net investment gains and synergies from its shared services operating model. Offsetting these strengths are the company's unfavorable underwriting performance, geographic risk concentration, catastrophe exposure, and uncertainty with respect to future reinsurance coverage as Sublimity winds down operations.

To access rating and relevant documents, click here.

Methodologies

Disclosures

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: 1005906

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