Mitsui Marine & Fire Event-linked Swap

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Mitsui Marine & Fire Event-linked Swap – At a glance:

Issuer: Mitsui Marine & Fire Event-linked Swap
Cedent / sponsor: Mitsui Marine & Fire
Placement / structuring agent/s: Swiss Re Capital Markets
Risk modelling / calculation agents etc: EQECAT
Risks / perils covered: Tokyo, Japan earthquakes
Size: $30m
Trigger type: Parametric
Ratings: ?
Date of issue: Apr 1998

Mitsui Marine & Fire Event-linked Swap – Full details:

OTC event-linked swap transaction covering actual losses from a Tokyo earthquake over 7.1 for a 3 year period. Payment determined by magnitude of earthquake rather than by actual losses.

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