Swiss Re Insurance-Linked Fund Management

Original Risk: A Society for Change Agents

Green Valley Ltd.

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Green Valley Ltd. – At a glance:

  • Issuer: Green Valley Ltd.
  • Cedent / sponsor: Groupama
  • Placement / structuring agent/s: Swiss Re acted as lead manager
  • Risk modelling / calculation agents etc: RMS
  • Risks / perils covered: European windstorm
  • Size: $295m
  • Trigger type: Parametric index
  • Ratings: Moodys: 'BB+'
  • Date of issue: Dec 2007
  • news coverage: Articles discussing Green Valley Ltd. from
  • Other coverage: Link to external coverage

Green Valley Ltd. – Full details:

This €200m (US$295m) deal is part of a three-year reinsurance agreement between the two companies that was arranged by Swiss Re Capital Markets.

The French windstorm issuance is part of a securitization program of up to 800 million euros, which provides a fully collateralized, multiperil and multiyear platform for Groupama risks. According to Swiss Re, this will enable it to support Groupama’s risk management strategy and to satisfy future cover needs.

In case of a windstorm in France, the program would pay a claim triggered by a parametric index based on wind speeds at various locations

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