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ILS trigger indemnity shift continues, non-indemnity still important: Willis Re

The shift towards indemnity triggers in the insurance-linked securities (ILS) market has accelerated in 2018, but alternatives such as industry loss index triggers and parametric triggers remain important as well, with the potential to have meaningful impact, according to Willis Re's ILS team.In reporting a record third-quarter for ILS and read the full article →

Are investors compensated for uncertainty in indemnity cat bonds?

An interesting question was raised at the recent 2014 Bermuda in Boston conference held by investment bank Macquarie, whether ILS investors are being compensated sufficiently for uncertainty in some indemnity catastrophe bonds and ILS transactions.Insurance-linked securities (ILS) investors typically hope to be compensated for any level of uncertainty or for read the full article →

PCS identifies five considerations for indemnity cat bond investors

Property Claims Services (PCS), a division of Verisk and the leading source of data on insured property losses from catastrophes in the U.S., has published an interesting report on indemnity catastrophe bonds today. The report highlights, what PCS considers, five key issues that investors in indemnity cat bonds need to read the full article →

Over 50% of catastrophe bond volume issued in 2012 used indemnity triggers

The year 2012 saw the highest level of indemnity trigger based catastrophe bond issuance on record, with more than 50% of all cat bond volume issued exposed to the indemnity losses of the sponsoring insurer or reinsurer, according to data from Swiss Re's latest insurance-linked securities market report. The report read the full article →