Marsh SAT Overview
Marsh SAT is Marsh's global client portal that gives clients access to their organization's insurance and risk information, along with a broad range of risk and insurance market intelligence, research tools and interactive utilities.
Marsh SAT Features
This global portal enables Marsh and its clients to share information, collaborate, and transact business online through a comprehensive set of features:
- Marsh's Intellectual Capital: MarshConnect offers access to a library of Marsh's proprietary risk and insurance market intelligence, including market analysis and benchmarking reports, in-depth whitepapers on risk-related issues, and digitized replays of expert panel discussions highlighting critical risk issues.
- Research Tools: MarshConnect gives clients access to AM Best, S&P, Moody's, and Fitch ratings as well as Marsh's financial analysis for selected insurers. Clients can also research insurance markets and regulations for more than 160 countries through a third-party service available directly through the MarshConnect interface.
- Marsh's Team Contact Information: MarshConnect keeps important contact names and information handy. Clients can quickly find phone numbers, e-mail addresses, and information about each team member's role and responsibilities.
- Insurance Portfolio Data: Clients gain convenient, Web-based access to their insurance program information, including on-demand policy information with details about co-insurers, named insureds, limits and deductibles. Surety bond details and billing data are also available.
- Certificate Requests: MarshConnect enables clients to request certificates online.
- Client Documents: The client portal acts as a reference library, providing easy, convenient access to client-specific documents and artifacts, including scanned policies, submission documents, binders and manuals.
- Surety Data: MSurety allows our clients complete bond management of their portfolio. Features include bond and billing summaries, history of transactions, and audit log.