AGICM (Audley Gilroy Insurance Capital Management Limited) is regulated in Guernsey by the GFSC to manage the company's main vehicle AGIOF L.P.

AGICM and AGIOF L.P. were formed to become one the largest acquirers and specialist operators of companies and portfolios that contain non-life insurance policies that are in “run-off”.

The company's core values are to act professionally, discreetly and with integrity.

In 2008 the Scottish Lion Insurance Company was purchased by vehicles controlled by AGICM.  
 
In 2009 AGICM led the formation of Grafton Group Holdings Limited and vehicles controlled by AGICM are the largest shareholders.

During April 2010 AGICM successfully sold Scottish Lion Insurance Company to Berkshire Hathaway’s National Indemnity Company (NICO).

In 2011, Caspar Gilroy led the formation of the Managing General Agent, Risk Transfer Underwriting based in Stamford, CT, USA.