Captive reinsurance can be a practical and disciplined lever in trade finance and receivables financing—when it is designed to complement credit insurance capacity and improve risk allocation and capital efficiency.
This sits at a specialist intersection: banking × credit insurance × reinsurance structuring × capital management.
Trade finance, factoring, and receivables financing rely heavily on credit insurance to unlock limits and manage portfolio concentration. The constraint typically arises where insurer capacity stops—often for reasons unrelated to underlying loss experience.
A captive does not eliminate risk and does not replace the market. It allows the bank to selectively absorb defined, bounded slices of risk—so insurers continue to provide scale while constrained segments are addressed deliberately.
Value is created at the boundary between underwriting reality, reinsurance mechanics, and governance discipline.
We support banks in designing captive and reinsurance structures specifically connected to trade finance and receivables portfolios. Our role is to translate strategy into a structure that stands up to risk, finance, and governance scrutiny.
For most banks, the first step is not “build a captive.” It is confirming where a captive changes the economics and what conditions must be met for it to work.
Where a captive already exists, we start by clarifying its current role—and why it is or is not achieving the bank’s objectives.
We can recommend the right first step and define a clean scope aligned to your portfolio, governance, and capital constraints.