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Expected loss distribution in the outstanding catastrophe bond market?

Just how risky the outstanding catastrophe bond market is at any one point in time depends on many factors. Different catastrophe bond transactions have different risk factors and some are clearly a riskier investment opportunity than others. There are a number of metrics that help investors identify how risky, or read the full article →

Comparing risk premium and expected loss of U.S wind and non-U.S. wind catastrophe bonds

In this article we refer to some more data graphs found in the recent insurance-linked securities and catastrophe bond market report published by Willis Capital Markets & Advisory (WCMA). We first covered the report in this article here and then followed up with a piece posted earlier on the markets read the full article →

Risk profile of the catastrophe bond market rising as investors get comfortable

Over time investors in the insurance-linked securities and catastrophe bond market have become more comfortable with investing in deals with a greater risk profile, says Willis Capital Markets & Advisory in their latest quarterly ILS market report. The latest report, which you can read about and download via the Willis read the full article →

Average expected loss characteristics of catastrophe bonds on the rise?

Guy Carpenter have published their report looking back at Q1 catastrophe bond issuance, reviewing the market and looking ahead to the rest of the year. The report takes an interesting look at some of the trends emerging after the busiest Q1 of cat bond issuance ever. Of course no Q1 read the full article →