RVI who needs it? Bolt Steward Ltd. May 2015. Bolt Steward Ltd.



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RVI who needs it? May 2015 is authorised and regulated in the UK by the Financial Conduct Authority for the conduct of general insurance business.

Question Hands-up everyone who got up this morning and thought let s go and buy some insurance? Chart 2

Basically three motivations for buying insurance: You are told to: It is prudent to: It improves life: Car Insurance PI Insurance Hull & Liability House insurance Health insurance Life insurance Chart 3

RVI Insurance Resides in motivation three.you buy it if: It makes a deal cheaper, or It makes a deal off balance sheet, or It makes a bank lend when they otherwise wouldn t, or It removes the need for recourse to you, or It attracts sleep-easy Equity, or It allows for a shorter or longer financing, or etc. But I will never sell you RVI Chart 4

GE90 Chart 5

Why do I like engines as assets for RVI? Q Good value retention Q High proportion of wasting components, always renewing. Q Relatively predictable market environment Q Part-out as back-stop Q Bite-size chunks of risk Q Competent asset managers Q.. Chart 6

Popular myths 1 RVI insurance doesn t pay out not true Mitsui Sumitomo, QBE, Munich Re, Centre Re, Swiss Re, RSA, Ace, XL, AIG, Allianz, Brit, Generali Would not have left the market if they didn t suffer losses. Chart 7

Popular myths 2 RVI claims process is too complicated not true The policy form is detailed and requires a good lawyer to make certain that it fits correctly with the key documents to the deal. Chart 8

Popular myths 3 RVI insurance is expensive not true Sure, it s not cheap, but that s why we simply tell you the likely cost and let you determine the value added: If you buy it then it clearly isn t too expensive If you don t buy it then it doesn t matter what price it is. Chart 9

Residual value in a typical finance profile Value There is a zone where RVI works Equity 80% Loan RV Zone Age 60% 1

Did the buyer of this plane need RVI? Of course not.but he did use it! Chart 11

RVI information requirements Q An initial assessment of an RVI opportunity will need: Information on the parties to the transaction An overview of the finance structure proposed A specification of the asset(s) proposed for RVI An independent appraisal and value forecast for the asset(s) Details of operational contracts, utilisation and RCs Jurisdiction proposed Deal timeline (ideal) Q To provide a non-binding indication the addition of: Confirmation of Ironshore as an acceptable cover provider Detailed deal cash flows and confirmation of participations Formalisation of the appraisal and a market report data back-test Review of draft material documents, such as lease, remarketing agreements, operational agreements, service providers A review of the lease terms, RCs, compensation provisions, etc. Agreement to pay third party legal expenses Chart 12

Deal alignment of interest Q Greater alignment of interest on deals today Q Larger equity first loss participations Q Junior loan, second loss participations Q OEM junior loan/loss participations Q Vertical risk tranches Q Bank coinsurance (occasionally) Q Stronger RCs than in the past Q RC deviation compensation Q RC actions, such as: Plant packed and ready for shipping Mine rails lifted and packed for shipping Location of asset in an agreed overseas location All items fresh from overhaul/maintenance shop visit Q Others 13

RVI Pricing Curve Premium Rate Equity Risks Risk Transfer Zone Accounting covers 10% 20% 30% 40% 50% 60% 70% 80% 90% 100% 110% 120% Percent of Soft Value Insured

Return Conditions (RCs) Q RCs govern the required state of the asset to be returned at the end of a lease or period of finance Q RCs represent a key component of the value assessment, hence they are critical in the RVI as well Q RCs will define: Acceptable utilisation Time since last overhaul Time remaining on life limited parts Correct documentation of overhaul and repair Minimum levels for key components Allowable deviation and Calculation of compensation for agreeable deviation from the expected levels Q Half Life is typically the minimum Q Full Life is often available today 15

Aircraft Values an example US$ (million) 1Q Figures, Inflation 0% 60 50 40 Securitized 30 Attachment 20 Part-out 10 0 2014 2016 2018 2020 2022 2024 2026 2028 2030 Half Life (Soft) Lease Adjusted (Soft) Source: Avitas

The Role of the Technical Advisor (s) Q RVI Underwriters are insurance experts, not asset experts Q Every RVI deal has a Technical Adviser to advise the RVI provider on: Asset appraisals, including: Base & Soft and/or Distressed Value Forecasts Market commentary and outlook Asset competitive assessment Views on Remarketing Scrap or Part-out values Back-test (Historical) value data Advice on Lease language and responsibilities Return Conditions reasonableness & benchmark to valuation Deviation compensation calculations, etc. Q Very important role on first deal to a new client Q Key sign-off milestone in deal closing Chart 17

RVI milestones & process Arranging cover Enquiry Data NBI Docs Wording BI Inception Claims process Notification Desk of claim valuation Remarketing commences Typically 2-3 months Joint Remarketing (if necessary) Election to take or pay difference Inspection Return conditions met Sale & Payment Typically 12 months

Accessed cheaper overall finance with RVI Chart 19

BSL role for Ironshore Q During 2011 BSL responded to falling RVI capacity. Q We persuaded Ironshore to enter the RVI market. Q Ironshore closed their first RVI deals with BSL. Q Ironshore has (exclusively) contracted out the RVI process to BSL, including: Advice & Design of RVI products & Underwriting Guidelines, Deal Origination, Analysis & Triage, Negotiation with Insured s/brokers & Commercial Terms, Assistance with Actuarial & Risk Assessment, Management of 3 rd Party Advisers, Documentation & Closing, On-going deal Administration & Management. Q Ironshore retain full Underwriting Authority and now have some dedicated internal resource to augment BSL efforts. Q A simple 3-stage approval process is in place. Q BSL remains a full broker with capacity to place cover in the optimum market for the client. 20

Phillip Bolt expertise Q 9 years running: Bolt Advisory Ltd. consultancy business FCA regulated broker Q 7 years in the City of London Executive Director, Willis Limited Managing Director, Marsh & McLennan Securities & Global Head - Transportation, MMC Enterprise Risk Q 22 years in the Aerospace sector BAE Systems Airbus JVs involving Boeing, Japan, Russia, Europe, Brazil,.. Q Securities & Investment Institute (SII) exams passed: Part 1 & 4 Securities, Derivatives, Regulation FCA Approved person Q Formal Education: Business Studies & Economics Engineering 21

I like most in-production engines.. Chart 22

Thank you Thank you for taking time out to receive this presentation. Any questions? Phillip Bolt T: +44 (0) 208 941 5317 M: +44 (0) 797 330 8658 E: boltp1@aol.com or phil@boltadvisory.com Skype: philb1706 23