10 Apr 2007 The transaction is fronted by Swiss Re, which also acted as arranger and lead manager. The new cat bond transfers flood and earthquake risks flood in Great Britain using a second-generation parametric index trigger, the Source: Swiss Re Economic Research & Consulting and Cat Perils. Renewed cat bond launched through the World Bank's MultiCat facility and third cat bond for Index-based flood insurance product designed for those with lower incomes . 27 Aug 2012 This has been an extraordinary year for cat bonds, with the largest single cat bond the $750 million Everglades Re Florida hurricane risk cat bond, and a near much more like their traditional reinsurance than index trigger cat bonds, they Swiss Re has placed a series of mortality risk bonds with an 4 Oct 2006 CAT-MEX Ltd. The transaction was structured by Swiss Re AG and Deutsche with an index CAT bond, using the compound doubly stochastic
The Swiss Re Total Return Cat Bond Index. (“SRGLTRR”), which tracks the aggregate performance of all cat bonds, has performed favorably compared to many
Swiss Re’s CatNet® web tool helps you write international and local business where a swift risk assessment is challenging. Use natural hazard information outside your core markets, get consistent, high-quality data for the whole world, get a second opinion on risk for any peril worldwide, use the functionality for multi-location analysis Except for Validus, the CAT bond index beats all other firms and the US$ portfolio for non-volatile returns hands down in the first 5 years. Hannover, Validus and the portfolio each make a strong comeback in the most recent 5 years. The 10-year cumulative return is 125% for the CAT bond index and 189% return for the US$ equity portfolio. The Swiss Re Global Cat Bond Total Return Index posted an annualized return of 5.77% for the first half of 2016, up 1.56% on the annualized return recorded in H1 2015, and reflecting more stable Not currently. Over the years I’ve spoken with a number of investment firms that have considered a cat bond ETF, but nobody has delivered anything yet. There are other Indices that could also be used, ranging from the ILS Advisors Index that track
4 Oct 2006 CAT-MEX Ltd. The transaction was structured by Swiss Re AG and Deutsche with an index CAT bond, using the compound doubly stochastic
In addition to unveiling our catastrophe bond indices, this 2010 edition offers: Also early in 2010, Swiss Re sponsored a new series of its Successor offerings. Aon Securities' Annual Review of the Catastrophe Bond Market . . . . . . . 4 Index . Annual. Aggregate. IBRD. Kaiser Permanente Acorn Re Ltd . 2018-1 Class A Swiss. Reinsurance. Company Ltd . Matterhorn. Re Ltd . Series. 2019-1. 31 May 2019 1.1 Correlation matrix between ILS: Swiss Re CAT Bond Index, Equities: MSCI World. Total Return Index , Bonds: Citigroup World Government 13 Dec 2019 Swiss Re has returned to the cat bond market for the second time this year with another Matterhorn Re transaction, this time targeting $175mn, 11 Sep 2018 In fact, the bonds have gained 4.3 percent this year as measured by the Swiss Re Cat Bond Total Return Index. They're up a remarkable 20
The Swiss Re Global Cat Bond Total Return Index experienced positive monthly returns until October, followed by a run of three negative months to the close of 2018. Overall, the index finished the year with positive performance.
Since inception of the Swiss Re Cat Bond indices in January 2002. Return of the Swiss Re BB-Rated Cat Bond Total Return Index to 30 September 2011 was 7.32 10 Apr 2007 The transaction is fronted by Swiss Re, which also acted as arranger and lead manager. The new cat bond transfers flood and earthquake risks flood in Great Britain using a second-generation parametric index trigger, the Source: Swiss Re Economic Research & Consulting and Cat Perils. Renewed cat bond launched through the World Bank's MultiCat facility and third cat bond for Index-based flood insurance product designed for those with lower incomes . 27 Aug 2012 This has been an extraordinary year for cat bonds, with the largest single cat bond the $750 million Everglades Re Florida hurricane risk cat bond, and a near much more like their traditional reinsurance than index trigger cat bonds, they Swiss Re has placed a series of mortality risk bonds with an 4 Oct 2006 CAT-MEX Ltd. The transaction was structured by Swiss Re AG and Deutsche with an index CAT bond, using the compound doubly stochastic 29 May 2019 Swiss Re Capital Markets has successfully closed a $100m Principal At-Risk Variable Rate Notes transaction on behalf of Security First 13 Jan 2020 Swiss Re Capital Markets Corp. closed a $225 million catastrophe bond to cover mortgage default risk caused by earthquakes in California,
The Swiss Re Global Cat Bond Total Return Index posted an annualised return of 5.77% for the first-half of 2016, up 1.56% on the annualised return recorded in H1 2015, and reflecting more stable
10 Jun 2019 Reinsurance giant Swiss Re has returned to the catastrophe bond covering losses up to an index exhaustion point at $25 billion, we're told. 17 Apr 2017 An industry stalwart, John Kavanagh of Willis Re, commented that “with results on many diversifying non-catastrophe classes now marginal, there Figure 1: Cat bonds remain well within their recent range… 14. The Swiss Re Global Catastrophe Bond Index Yield. 12. 10. 8. 6. 4. 27 Dec 2018 Global markets for “alternative capital” underwriting natural catastrophe and other insurance risks are flashing warning signals similar to the US 6 Mar 2020 The index is a currency weighted basket of cat bonds at market prices tracked by Swiss Re Capital Markets. Underlying data is based on The following differences between cat bonds and (re)insurance coverage See e.g. Swiss Re (1996), Kielholz/Durrer (1997). 6. See also demand for (re) insurance and index-linked catastrophe risk coverage as independent risk.