Carillon Ltd.

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Carillon Ltd. - At a glance:

  • Issuer / SPV: Carillon Ltd.
  • Cedent / Sponsor: Munich Re
  • Placement / structuring agent/s: Morgan Stanley acted as placement agent
  • Risk modelling / calculation agents etc: AIR Worldwide
  • Risks / Perils covered: U.S. hurricane
  • Size: $84.5m
  • Trigger type: Industry loss index
  • Ratings: S&P: Class A-1 - 'B+', Class A-2 - 'B+', Class B - 'B'
  • Date of issue: Jun 2006
  • news coverage: Articles discussing Carillon Ltd. from

Carillon Ltd. - Full details

Munich Re’s first Carillon Ltd. catastrophe bond transaction providing them with cover against severe U.S. hurricanes.

Carillon Ltd. is a Cayman Islands domiciled SPV and the facility is set up as a shelf programme to allow for future issuances.

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