Risk Management Solutions

Share

RMS models $1.2 billion of 2013 catastrophe bonds

Risk Management Solutions (RMS), a leading provide of catastrophe risk modelling and analysis products and services, has announced today that it has provided the risk analysis for $1.2 billion of catastrophe bond issuance in 2013 so far. This includes two recently closed transactions which both increased in size significantly and read the full article →

RMS launches Miu Pricing service to ease catastrophe bond investment decisions

Investors love tools that make their lives easier and which help them to make wiser investment decisions. After all, what investors are aiming to do is grow the capital they deploy into an asset class, so portfolio management tools are a welcome solution that allow for better clarity and transparency read the full article →

S&P downgrades five more catastrophe bonds on hurricane model update

Standard & Poor’s (S&P) has now finished resolving the ratings issues surrounding 16 catastrophe bond tranches which use the Risk Management Solutions (RMS) U.S. hurricane model. The RMS model was updated earlier this year causing the probability of attachment for some cat bonds to increase, thus resulting in an assessment read the full article →

A.M. Best downgrades Montana Re Ltd. 2009 catastrophe bond due to new RMS model

Ratings agency A.M. Best have followed suit and downgraded the two tranches of the 2009 Montana Re Ltd. catastrophe bond transaction due to the significant increases in attachment probabilities brought on by the new and updated version of the Risk Management Solutions U.S. hurricane risk model.Yesterday, Standard & Poor's who read the full article →

S&P begins to resolve status of model change impacted catastrophe bonds, downgrades six

Standard & Poor's (S&P) has begun to resolve the issues surrounding ratings of 16 catastrophe bond tranches which use the Risk Management Solutions (RMS) U.S. hurricane model. RMS released a new risk model earlier this year which S&P felt had sufficiently changed the risk profile of the transactions to warrant read the full article →

S&P to resolve ratings on RMS model exposed catastrophe bonds shortly

Sixteen tranches of outstanding catastrophe bond transactions were placed on CreditWatch negative on the 18th April as a result of the updated hurricane risk model launched by Risk Management Solutions (RMS). Ratings agency Standard & Poor's placed the notes on watch while it assessed the impact to the cat bonds read the full article →

RMS U.S. hurricane model approved for use in Florida

Risk Management Solutions (RMS) has announced that its new U.S. hurricane model, which has been the subject of much debate recently, has been approved by the Florida Commission on Hurricane Loss Projection Methodology (FCHLPM) for use in residential rate filings with the Florida Office of Insurance Regulation.The debate around the read the full article →

RMS releases upgrade to Miu insurance-linked securities management platform

Risk Management Solutions (RMS) have released an upgrade to their Miu insurance-linked securities management platform. Version 2.6 of Miu, a platform that allows investors to analyse and manage portfolios of catastrophe bonds, sidecars, industry loss warranties and reinsurance contracts, includes some new features which provide better insight into underlying risk read the full article →

RMS release set of benchmark catastrophe bonds to help compare models

Risk Management Solutions have released a set of model benchmark catastrophe bonds which have been designed to compare how risk models from different vendors (or different models versions from the same vendor) perform. The benchmark cat bonds will provide a standardised structure against which to compare the analysis that risk read the full article →

A.M. Best places Montana Re catastrophe bond under review due to new RMS hurricane model

A.M. Best have joined Standard & Poor's and put the ratings of catastrophe bonds which utilise the Risk Management Solutions (RMS) U.S. hurricane model under review due to the changes in the latest version of the risk model. The model which was used to assess the cat bonds at the read the full article →