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Assured Guaranty AGO Annuity Reinsurance — Weighted-average original discount rate

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Other financials

Income statement

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Revenue$195.0M-30.6%
Net income$39.0M-62.1%
EPS (diluted)$0.88-57.7%

Balance sheet

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Cash & equivalents$310.0M+3.0%
Total debt$1.7B+0.3%
Total equity$5.6B-1.3%
Total assets$12.6B+4.5%

Cash flow

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Operating cash flow$40.0M-48.7%

Valuation

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Market cap$3.34B-14.5%
Enterprise value$4.74B-10.8%
P/E9.5×+1.2×
P/S3.6×-0.2×

Profitability

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Net margin37.3%-7.2pp

Returns & leverage

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Return on equity6.3%-2.1pp
Debt / equity0.3×0.0×

Where this comes from

Reported directly by Assured Guaranty in its filing.

Tagged under the XBRL concept ago:LiabilityForFuturePolicyBenefitOriginalWeightedAverageDiscountRate.

The source filing: Assured Guaranty’s 10-Q, filed August 7, 2026.

Filed
Aug 7, 2026, 8:34 AM EDT
Fiscal quarter
Q2 FY2026
Calendar quarter
Q2 2026
Accession
0001273813-26-000077
Line itemSix MonthsSix Months
Ending balance at original discount rate461
Effect of changes in discount rate assumptions(11)
Balance, end of period$$450
Weighted-average liability duration (in years) (1)10.0
Weighted-average original discount rate5.9
Weighted-average current discount rate6.1
Expected future benefit payments, undiscounted$$987
Expected future benefit payments, discounted$$450

ITEM 1. FINANCIAL STATEMENTS

FAQ

What is Assured Guaranty's annuity reinsurance — weighted-average original discount rate?
Assured Guaranty (AGO) reported annuity reinsurance — weighted-average original discount rate of 5.9% in Q2 2026.
What does annuity reinsurance — weighted-average original discount rate mean?
This metric provides the weighted-average discount rate applied to annuity reinsurance contracts at the time of their inception. It serves as a benchmark for understanding the interest rate environment and the underlying cost of capital for the insurance portfolio.

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