Cat bond pricing suggests Chubb’s East Lane Re IV is safe from Sandy loss
18th December 2012One of the outstanding catastrophe bonds which has been considered most at risk of losses from hurricane, or superstorm, Sandy is U.S. insurer Chubb’s East Lane Re IV Ltd., particularly the Class B tranche of notes which have the lower trigger attachment point.East Lane Re IV has seen one of the largest mark-to-market price impacts […]
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