Swiss Re Insurance-Linked Fund Management

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News & Analysis Results

RMS provides model review for multi-peril securitization Valais Re

News 4th June 2008

Risk Management Solutions has just issued a press release announcing that they performed a review of the risk analysis processes used for the recent Valais Re deal from Flagstone Reinsurance Ltd. Flagstone’s underwriting and risk modeling processes use a wide set of the RMS models, accompanied by an extremely high proportion of detailed data to […]

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Flagstone Re formally announce Valais Re cat bond deal

News 2nd June 2008

Flagstone Re have just released a press release on their recent Valais Re transaction, a copy of the release is below: HAMILTON, Bermuda, Jun 02, 2008 — Flagstone Reinsurance Holdings Limited (NYSE:FSR) announced today that it has purchased three year fully collateralized retrocessional coverage on an indemnity basis from Valais Re Ltd. (“Valais Re”), a […]

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Catastrophe bond maturities continue apace in June

News 10th June 2011

The rate of catastrophe bond maturities has picked up with five transactions maturing in the last few days and another two due to mature before the end of the month. With close to $2.4 billion of cat bonds due to mature by the end of this quarter there is plenty of excess capital which is […]

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Moody’s expects minimal losses on Japan exposed catastrophe bonds

News 28th March 2011

Moody’s Investor Services has some updated commentary regarding the four catastrophe bonds that are exposed to Japanese earthquakes which they have ratings for. The commentary in their ABS, ABCP & Covered Bond Quick Check report published today, suggests that the four cat bonds they rate could escape with zero or minimal losses.

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Moody’s answers questions on Japan quake

News 25th March 2011

Economic loss estimates for the Japanese earthquake and tsunami have been put as high as $308 billion, but only a portion will result in insured losses for the international insurance and reinsurance industry. In a new Q&A document Moody’s say they expect the bulk of losses to flow to the Japanese government, Japanese insurers (including […]

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Japan earthquake updates (16th March)

News 16th March 2011

For our latest updates read our article from the 17th March. We’re going to continue updating you on the situation in Japan after last Friday’s devastating earthquake and tsunami on this page today. We expect updates to be less frequent today. You can find some of the important updates from late yesterday at the bottom […]

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Japan earthquake updates (15th March)

News 15th March 2011

For our latest updates read our article from the 16th March. We’re continuing our updates on the situation in Japan after last Friday’s devastating earthquake and tsunami. We’ll keep this page updated with items we feel of interest to our readers. Links to our other articles related to this disasters can be found below.

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Japan earthquake updates (14th March)

News 14th March 2011

For our latest updates read our article from the 15th March. As we did over the weekend, we’ll be updating this post throughout the day to bring you some of the latest updates on the situation in Japan after Friday’s terrible earthquake and tsunami. You can also find links to our previous coverage on this […]

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Updated: Catastrophe bonds exposed to the Japan earthquake

News 13th March 2011

We’ve performed some analysis on the catastrophe bond transactions which have exposure to Japanese earthquake risks to try to give our readers a better impression of the likelihood of any of them suffering a loss after Friday’s massive earthquake and tsunami. It’s proved difficult, as some of the cat bond transactions have minimal information available […]

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Catastrophe bonds exposed to the Japan earthquake

News 11th March 2011

Update: Further information on these cat bond transactions can be found here. There are a number of outstanding catastrophe bond transactions (totalling around $1.5 billion) which look like they are exposed to Friday’s earthquake in Japan as far as we can tell from our Deal Directory information. Whether any of these will be triggered is […]

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