Mitsui Marine & Fire Event-linked Swap – Full details:
OTC event-linked swap transaction covering actual losses from a Tokyo earthquake over 7.1 for a 3 year period. Payment determined by magnitude of earthquake rather than by actual losses.
Mitsui Marine & Fire Event-linked Swap
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Mitsui Marine & Fire Event-linked Swap – At a glance:
- Issuer: Mitsui Marine & Fire Event-linked Swap
- Cedent / sponsor: Mitsui Marine & Fire
- Placement / structuring agent/s: Swiss Re Capital Markets
- Risk modelling / calculation agents etc: EQECAT
- Risks / perils covered: Tokyo, Japan earthquakes
- Size: $30m
- Trigger type: Parametric
- Ratings: ?
- Date of issue: Apr 1998
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