Swiss Re Insurance-Linked Fund Management

PCS - Emerging Risks, New Opportunities

Fusion 2007 Ltd.

The Artemis Catastrophe Bond and Insurance-linked Securities Deal Directory aims to provide a one-stop resource for information on every cat bond and ILS transaction we hold information on. The content of this Deal Directory is provided as is and there will be some omissions. Help us to keep these cat bond and ILS transaction summaries up to date by contacting us if you see an error or omission that you can correct.

Share

Fusion 2007 Ltd. – At a glance:

  • Issuer: Fusion 2007 Ltd.
  • Cedent / sponsor: Swiss Re
  • Placement / structuring agent/s: ?
  • Risk modelling / calculation agents etc: ?
  • Risks / perils covered: Japan typhoon, Mexico earthquake
  • Size: $140m
  • Trigger type: Parametric index
  • Ratings: Class A - 'B', Class B - 'B', Class C - 'BB+'
  • Date of issue: Jun 2007

Fusion 2007 Ltd. – Full details:

The variable-rate catastrophe bond notes issued by Fusion Ltd., partly sponsored by Kyoei Fire&Marine Insurance Co. (KFMI).

Through this transaction, Swiss Reinsurance Co., as the counterparty, has bought fully collateralized retrocession protection against high severity losses incurred from typhoons in Japan in connection with a reinsurance contract it entered into with KFMI, and against high severity losses incurred from earthquakes in Mexico for a reinsurance contract with FONDEN the Mexican catastrophe fund.

Artemis Live - ILS and reinsurance video interviews and podcastView all of our Artemis Live video interviews and subscribe to our podcast.

All of our Artemis Live insurance-linked securities (ILS), catastrophe bonds and reinsurance video content and video interviews can be accessed online.

Our Artemis Live podcast can be subscribed to using the typical podcast services providers, including Apple, Google, Spotify and more.

Print Friendly, PDF & Email

« Go back to the Catastrophe Bond Deal Directory

Help us keep this valuable catastrophe bond information resource up to date. If you have information on a catastrophe bond or insurance-linked security (ILS) transaction that we have not covered, or can see something that we should change, please contact us to let us know.