Swiss Re Insurance-Linked Fund Management

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Catastrophe bond ratings on watch due to new RMS hurricane model

18th April 2011

Ratings agency Standard & Poor’s has placed the ratings of 16 tranches of catastrophe bond deals on CreditWatch negative due to recent changes in the risk model which was used to assess these cat bonds risks at the time of their issue. All the affected transactions utilise the Risk Management Solutions (RMS) RiskLink U.S. hurricane […]

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