Arbor I Ltd. (Series 6)
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Arbor I Ltd. (Series 6) – At a glance:
- Issuer: Arbor I Ltd. (Series 6)
- Cedent / sponsor: Swiss Re
- Placement / structuring agent/s: Swiss Re Capital Markets acted as sole bookrunner
- Risk modelling / calculation agents etc: ?
- Risks / perils covered: U.S. hurricane, European windstorm, California earthquake, Japan earthquake
- Size: $31.8m
- Trigger type: Parametric index
- Ratings: S&P: 'B'
- Date of issue: Sep 2004
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