Swiss Re Insurance-Linked Fund Management

Original Risk: A Society for Change Agents

basis risk


PERILS industry loss index used for over $2.79 billion of risk transfer

12th September 2011

PERILS AG, the independent Zurich-based company providing industry-wide European catastrophe insurance data and loss indices, continues to gain traction as the preferred source of European windstorm loss data and index tools. They announced today that their PERILS industry loss index has been involved in just over $2.79 billion worth of risk transfer transactions since the […]

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A.M. Best seeks greater disclosure of cat bond basis risk

15th February 2011

Ratings agency A.M. Best has long been a proponent of ensuring that the basis risk of non-indemnity catastrophe bond transactions is transparent and fully disclosed in order to calculate the amount of reinsurance credit that can be claimed by a cat bonds sponsor. Now in a report on their outlook for the U.S. P&C insurance […]

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