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Muenchener Rueckversicherungs-Gesellschaft AG Earnings Release 2011

Feb 2, 2012

6208_ip_2012-02-02_ba33bf04-d073-4d8c-9be2-9c2927c5a895.pdf

Earnings Release

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PRELIMINARY KEY FIGURES 2011 AND RENEWALS

Telephone conference with analysts and investors

2 February 2012

Jörg Schneider Torsten Jeworrek

Preliminary key figures 2011 2
Renewals in property-casualty reinsurance 8
Summary 14
Backup 16
Overview – Financial highlights 2011
natural catastrophe losses
Munich Re (Group)
Resilient result given sovereign debt crisis and high
Net profit Shareholders' equity Investment result
€0.63bn in Q4 (FY: €0.71bn) €23.3bn (+4.9% in Q4) RoI of ~3.4%1
Impact from large nat cat Strong capital position allows Stable regular income given
losses and volatile capital us to maintain an attractive low yield environment –
markets mitigated by sound dividend of €6.25 per share disposal gains compensating
underlying performance – (subject to approval of for impairments (Greek
positive tax contribution Supervisory Board and AGM) government bonds)
Reinsurance Primary insurance Munich Health
Combined ratio Consolidated ERGO result Combined ratio
101.8% in Q4 (FY: 113.6%) €0.09bn in Q4 (FY: €0.35bn) 100.4% in Q4 (FY: 99.4%)

Substantial premium growth to €6.1bn in 2011 Net result distorted by adverse currency effects Impacted by several nonrecurring items Achieving a consolidated result at prior year's level

1Q1–4 2011. Adjusted for impact on insurance risk transfer to the capital markets: RoI ~3.3%.

P–C: Nat cat loss ratio 22.7%

Costliest year ever in terms of natural catastrophe losses

in Q4 (FY: 28.8%)

Key financial figures – Clearly positive annual result achieved Preliminary key figures 2011

€bn Q1–4 2011 Q1–4 2010 Q4 2011 Q4 2010
Gross premiums written 49.6 45.5 12.4 11.5
Reinsurance1 26.5 23.6 6.5 6.0
Primary insurance1 17.6 17.5 4.4 4.3
Munich Health1 6.1 5.1 1.6 1.3
Investment result 6.8 8.6 1.9 1.4
Operating result 1.2 4.0 0.8 0.6
Taxes on income –0.55 0.69 –0.14 –0.17
Consolidated result 0.71 2.43 0.63 0.48
Reinsurance1 0.77 2.10 0.67 0.44
Primary insurance1 0.76 0.66 0.34 0.22
Munich Health1 0.05 0.06 0.01 0.01
Combined ratio reinsurance (%) 113.6 100.5 101.8 96.0
Combined ratio primary insurance (%) 97.8 96.8 100.9 100.4
Combined ratio Munich Health (%) 99.4 99.7 100.4 100.0
Dividend per share (€) 6.252 6.25
€bn 31.12.2011 30.9.2011 30.6.2011 31.12.2010
Shareholders' equity 23.3 22.2 20.3 23.0
Total investments 201.7 199.7 193.7 193.1

1 Segmental figures, before elimination of intra-Group transactions across segments. 2 Subject to approval of Supervisory Board and AGM.

Emphasis on highly rated securities – Further reduction of weaker sovereign bonds Munich Re (Group) – Investments – Fixed-income portfolio

Fixed-income portfolio1 Government bonds per country2
Loans to policyholders/
Mortgage loans
3% (3%)
% Without
P/H4
participation
With P/H4
participation
Total
31.12.2011
Total
31.12.2010
Structured products Germany 9.4 25.6 35.0 30.7
Government/
3% (4%)
Semi-government2
USA 16.9 0.0 16.9 15.8
Corporates
48% (47%)
10% (9%)
Canada 7.1 0.2 7.3 7.1
UK 5.6 0.3 5.9 6.3
Banks
8% (9%)
France 2.7 2.2 4.9 5.4
TOTAL3
Thereof 40%
€178bn
cash positions
Austria 0.6 2.6 3.2 3.4
Italy 0.6 1.9 2.5 7.4
Spain 0.3 1.6 1.9 2.7
Ireland 0.2 1.4 1.6 2.4
Greece 0.0 0.4 0.4 1.4
Portugal 0.0 0.4 0.4 0.8
Pfandbriefe/ Other 13.1 6.9 20.0 16.6
Covered bonds
28% (28%)
Total 56.5 43.5 100.0 100.0

Preliminary key figures 2011 and renewals 7 Incl. loans, parts of other securities, other investments and cash positions. Fair values as at 31.12.2011 (31.12.2010). 2 Thereof 7% inflation-linked bonds. 3Additional inflation-linked exposure in swaps 2% and bank and corporate exposure in credit default swaps 2% of fixed-income portfolio. 4 P/H = policyholder. Economic view – not fully comparable with

IFRS figures.

Agenda
Preliminary key figures 2011
Renewals in property-casualty reinsurance
Summary
Backup
Preliminary key figures 2011 and renewals
8

Renewals in property-casualty reinsurance – Market environment First evidence of improved prospects – Differentiated picture per segment and market Largely stable capital base despite high nat cat losses Capital base still artificially inflated as a consequence of persisting low interest-rate environment – with negligible influence on price development so far Significant increases in individual segments and/or markets with recent major loss experience … … while softening of prices in other segments seems to have come to a halt in primary insurance and reinsurance Market environment Overall abundant capacity provided … … however, for high excess covers and late placements some capacity constraints Ongoing competitive environment, but generally, disciplined behaviour of reinsurers Competitors Supply Current economic environment limits clients' growth opportunities Tight reinsurance budgets cause clients to retain more business to offset price increases Introduction of RMS11 has hardly changed demand, despite higher modelled exposure Clients Demand

Preliminary key figures 2011 and renewals 10

Portfolio quality improved in competitive environment Munich Re portfolio – Premium change in major business lines

Property Casualty Specialty lines
Business line Proportional XL Proportional XL Marine Credit Aviation
Premium split1 32% 11% 31% 6% 11% 5% 3%
Price
change
1.6% 9.6% 0.0% 4.7% 0.8%
–3.9% –0.7%
Volume
change
2.0% 14.3%
–1.5% –12.8% –4.3% –2.2% –7.6%
PRICE
VOLUME
 Nat cat business with regionally different price
 Deliberate top-line reduction in the case of
changes – USA (+10%) and Australia (+35% up to
inadequate price levels or in unattractive segments,

150%) while Europe remains flat, as RMS11 has not yet been applied in the market

Renewals in property-casualty reinsurance – Munich Re portfolio

  • Strong contribution by casualty XL due to active portfolio management decisions
  • especially storm Europe, motor XL casualty and marine
  • Extension of profitable client relationships (e.g. motor prop. casualty) and selective new business

1 Relative premium share in relation to total renewable business in January.

Renewals in property-casualty reinsurance
Concrete initiatives –
Successful active portfolio
management
Decrease Examples
Strict termination of
unprofitable business
European property ~€160m Mainly Germany, France, UK
and Spain
and reduction of
portfolios
Marine ~€90m Traditional business
European casualty (without
strategic partnerships)
~€60m Mainly Germany, UK third
party liability and Netherlands
Motor XL ~€30m United Kingdom
Selective growth Examples
Strategic growth Strategic business
expansion
~€350m Strong price increases in
recovering markets
(e.g. proportional UK motor)
Growth with tailor
made structured
solutions
Quota share deals ~€90m Mainly in Asia and agro
business
Agenda
Preliminary key figures 2011
Renewals in property-casualty reinsurance
Summary
Backup
Preliminary key figures 2011 and renewals
14

Summary

Munich Re – Crisis-proven and geared to sustainable value creation

Key takeaways

Resilient earnings in a challenging environment with high claims activity as well as low capital market yields and sovereign debt crisis

Pleasing development in the January renewals based on strict bottom-line orientation in tandem with profitable strategic and opportunistic growth – improving pricing prospects for coming renewals during 2012

Solid capitalisation and resilient operating performance of diversified business model enable Munich Re to maintain an attractive dividend level of €6.25 per share1

Outlook 20122 : Net result expected to be at the level achieved prior the year 2011 – Significantly improving technical result

1 Subject to approval of Supervisory Board and AGM. 2 Assuming normal claims activity and stable capital markets.

Agenda
Preliminary key figures 2011
Renewals in property-casualty reinsurance
Summary
Backup
Preliminary key figures 2011 and renewals
16
Strong organic growth Backup: Preliminary key figures 2011 – Premium development
€bn
Gross premiums
written Q1–4 2010
45.5
Foreign-exchange
effects
–0.6
Divestment/
Investment
0.3
Organic change 4.4
Gross premiums
written Q1–4 2011
49.6
Breakdown by
segment
(consolidated, €bn)
Reinsurance
Property-casualty
16.5 (33%)
(▲8%)
Reinsurance
Life: 9.5 (19%)
(▲ 22%)
Munich Health
6.0 (12%)
(▲ 20%)
Primary insurance
Property-casualty
5.6 (11%)
(▲ 2%)
Primary insurance
Life: 6.3 (13%)
(▲ –3%)
Primary insurance
Health: 5.7 (12%)
(▲ 4%)
Backup: Shareholder information
Financial calendar
FINANCIAL CALENDAR
13 March 2012 Balance sheet press conference for 2011 financial statements
14 March 2012 Analysts' conference, London
29 March 2012 Morgan Stanley "2012 European Financials Conference", London
26 April 2012 Annual General Meeting, Munich
8 May 2012 Interim report as at 31 March 2012
15 May 2012 Deutsche Bank "German, Swiss & Austrian Conference", Frankfurt
21 May 2012 Deutsche Bank "2012 Global Financial Services Investor Conference", New York
22–23 May 2012 Credit Suisse "West Coast Conference", San Francisco
23 May 2012 Autonomous "Rendez-Vous 2012", London
13 June 2012 Goldman Sachs "Annual Financials Conference", Brussels
7 August 2012 Interim report as at 30 June 2012
7 November 2012 Interim report as at 30 September 2012

For information, please contact Backup: Shareholder information

INVESTOR RELATIONS TEAM
Christian Becker-Hussong Ralf Kleinschroth Thorsten Dzuba
Head of Investor & Rating Agency Relations
Tel.: +49 (89) 3891-3910
E-mail: [email protected]
Tel.: +49 (89) 3891-4559
E-mail: [email protected]
Tel.: +49 (89) 3891-8030
E-mail: [email protected]
Christine Franziszi Britta Hamberger Andreas Silberhorn
Tel.: +49 (89) 3891-3875
E-mail: [email protected]
Tel.: +49 (89) 3891-3504
E-mail: [email protected]
Tel.: +49 (89) 3891-3366
E-mail: [email protected]
Dr. Alexander Becker Andreas Hoffmann Ingrid Grunwald
Head of External Communication ERGO
Tel.: +49 (211) 4937-1510
E-mail: [email protected]
Tel.: +49 (211) 4937-1573
E-mail: [email protected]
Tel.: +49 (89) 3891-3517
E-mail: [email protected]

Münchener Rückversicherungs-Gesellschaft | Investor & Rating Agency Relations | Königinstraße 107 | 80802 München, Germany Fax: +49 (89) 3891-9888 | E-mail: [email protected] | Internet: www.munichre.com