Swiss Re Insurance-Linked Fund Management

Original Risk: A Society for Change Agents

Mitsui Marine & Fire Event-linked Swap

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.


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.

Register today for ILS NYC 2023, our next insurance-linked securities (ILS) market conference. Held in New York City, February 10th, 2023.

Artemis ILS NYC 2023 - Insurance-linked securities conference in New York City

Get a ticket soon to ensure you can attend. Secure your place at the event here!

Print Friendly, PDF & Email

« Go back to the Catastrophe Bond Deal Directory

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