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How secondary cat bond pricing reacted to approaching hurricane Irene

As hurricane Irene approached the U.S. eastern seaboard catastrophe bonds changed hands rapidly showing liquidity in the marketplace. we wrote about this before here just after the event, but an interesting graph from Guy Carpenters recent Q3 ILS market report really shows the fluctuation in secondary market cat bond prices read the full article →

Cat bond price returns drop further on news of second Mariah Re default

It’s time for another of our fortnightly looks at the Swiss Re Cat Bond Performance Indices to see how they have performed and what their movement can tell us about the mood and sentiment within the insurance-linked securities market. Last time we looked at the indices it was evident that read the full article →

PCS increases insured industry loss estimate for hurricane Irene

Property Claims Services (PCS), the agency who provide estimates of insured industry losses for catastrophe events in the U.S., have increased their estimate for hurricane Irene from $3.65 billion to $4.3 billion. This still puts insured losses from hurricane Irene right in the range of the original estimates made after read the full article →

Catastrophe bond indices still in a state of flux

It's time for another fortnightly look at the Swiss Re Cat Bond Performance Indices to see how they have performed and what their movement can tell us about the mood and sentiment within the insurance-linked securities market or reinforce from our other recent articles. Last time we looked at the read the full article →

Both catastrophe bond indices decline in last fortnight

Another fortnight has passed since we last looked at the Swiss Re Cat Bond Performance Indices to assess how they have performed and reflect the mood and sentiment within the insurance-linked securities market. Last time we looked it seemed that the indices were recovering from the news that the Mariah read the full article →

Catastrophe bond indices recover from Mariah Re inspired dip

It's been two weeks since we last looked at the Swiss Re Cat Bond Performance Indices to assess how they have performed and reflect the mood and sentiment within the insurance-linked securities market. Last time we looked, the price return index had dipped slightly due to the news about the read the full article →

Verisk Catastrophe Index publishes insured loss estimates for Hurricane Irene

Risk information and analysis firm Verisk Analytics have announced some insured loss estimate figures resulting from hurricane Irene taken from a preliminary estimate of insured damages by county made using their Verisk Catastrophe Index product. They don't disclose a total estimate for the event but do give some insight as to read the full article →

Slight dip in cat bond index as fate of Mariah Re becomes clearer

Two weeks have passed since our last look at the Swiss Re Cat Bond Performance Indices to assess how their performance had improved, or otherwise. Both of the indices climbed strongly during the week ending the 30th September but in the last week ending the 7th October the climb faltered read the full article →

Catastrophe bond indices climb strongly, total returns reach all time high

Another fortnight has passed since we last looked at the Swiss Re Cat Bond Performance Indices to assess how their performance had improved, or otherwise. The indices have both climbed strongly in the last two weeks and completely recovered all losses experienced as hurricane Irene approached. The price returns index read the full article →

RMS publishes final U.S. Paradex estimate for hurricane Irene

Risk Management Solutions (RMS) have finalised their modelling work to estimate final index values from their Paradex tool for hurricane Irene which hit the U.S. eastern coastline recently. The final Paradex index value is $2.82 billion which is 85% attributed to residential losses.The value is based on the RMS Paradex read the full article →