Treaty cycle Q2 MMXXVI · Open
Quarterly disclosure · Treaty & facultative
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For reinsurers · Treaty & facultative capacity

Capacity for a new peril.

Castra Risk is open to treaty and facultative participation across the four lines. Our cat methodology treats correlated autonomy failure as a single peril and models concentration accordingly. We disclose loss data, the concentration ladder, and the cat methodology to treaty counterparties quarterly. The submission package for facultative is identical to the broker package, abridged where the underlying placement has already been reviewed.

This page sets out the live capacity table, the indicative book concentration, the facultative-versus-treaty choice, and the treaty-underwriter desk. A facultative inquiry returns indication inside three business days. A treaty memo is delivered on signing a confidentiality undertaking.

§ I · Capacity

What we write, and how it stacks.

Indicative envelope MMXXVI
Tab. 01Capacity by line.Per-risk & aggregate
LinePer-risk limitSingle-event aggregateAnnual GWP targetCession share
Autonomous Systemsto $25M$120M$45M35-50%
AI Agent E&Oto $15M$90M$55M30-45%
Model Performance Warrantyto $10M$50M$22M40-55%
Regulatory Defenseto $20M$70M$28M35-50%
Tower (all four)to $50M$240M$150M35-50%
Source: Castra capacity plan, MMXXVI. Per-risk envelope subject to bind-by-bind underwriting authority. Aggregate is the planned single-event ceiling under the working cat model.
§ II · Concentration

Sector × geography, against a ceiling.

Indicative MMXXVI Q2
Fig. 01Concentration of an indicative book by sector and geography.Ceiling 8.0% / cell
Sector × GeographyAmericasEMEAAPACOtherTotal
Industrial & Robotics7.25.43.81.818.2
Financial Services6.54.03.21.114.8
Healthcare & Life Sciences5.64.22.10.612.5
Logistics & Mobility4.93.42.70.511.5
Defense & Dual-Use5.93.11.60.411.0
Public Sector4.33.01.50.39.1
Enterprise SaaS3.72.62.00.68.9
Legal & Compliance4.63.41.50.510.0
Total42.729.118.45.8100.0
Light — low concentration Dark — approaching cell ceiling Max cell 7.2% · Max sector 18.2%
Source: Castra portfolio review, Q2 MMXXVI. Indicative percent of indicative aggregate, not actuarial. All cells are subject to the 8.0% single-cell ceiling enforced at bind under the Castra concentration policy. Geographies are domicile of insured; reinsurer counterparties receive the gross-of-cession view.
Interior of a vaulted reading room: ribbed gothic arches in stone, ranked above shelved volumes, the long silence of an institutional archive.
Plate I Treaty register. Vaulted archive, ranked volumes. After a photograph by Yaşar Başkurt. Pexels.
§ III · Mode of participation

Facultative or treaty.

Indicative terms
Facultative participation

Risk-by-risk, against a single placement.

Facultative participation is open across all four lines. We share the underlying broker submission, the action-audit sample, the eval set identifier, and the bind-ready terms. A facultative cession answers within three business days. Documentation is on the LMA 5396 or a Castra fac slip; counterparty's preferred form on request.

This is the right mode for a reinsurer evaluating a specific risk — a counter-UAS placement, a clinical decision agent, a structured-output warranty — or testing pricing against its own model before treaty participation.

Mechanics
  • CyclePer-placement, ad hoc
  • Indication SLA3 business days
  • Cession share20-90%
  • Brokerage2.5-5.0%
  • ReportingAt cession + at notice
  • FormLMA 5396 or Castra slip
  • SettlementMonthly
Treaty participation

Pro-rata or excess, against a programme.

Castra runs a single annual treaty cycle commencing 1 April. Pro-rata and excess of loss are both available. Treaty counterparties receive the full disclosure pack quarterly: loss runs, concentration analytics, the cat methodology and its inputs, large-loss bordereaux, and the underwriting authority limits delegated to each producing broker.

This is the right mode for a reinsurer building book-share against the line or absorbing volatility across an annual portfolio. Profit-share, sliding-scale, and aggregate-stop are all available structures. Quote on request.

Mechanics
  • Cycle1 April annual
  • DisclosureQuarterly pack
  • Cession share5-40% per layer
  • StructuresQS · Surplus · XL
  • BrokerageAs negotiated
  • ReportingMonthly bordereau + quarterly
  • SettlementQuarterly
§ IV · Treaty desk

A single desk, for the cession.

Acknowledgement within one business day

Treaty & facultative desk

Capacity · Treaty memo · Bordereau
PhoneTo be assigned
AddressNew York · NY (treaty book) · London (correspondence)
Hours0700 – 1900 ET · Mon-Fri
SlaTreaty memo on NDA · Fac indication 3 bus. days
Imperium per disciplinam.
Through discipline, command.

Open the disclosure. Or open a fac slip.