index

Yesterday we wrote about the launch of the ISO Casualty IndexTM by the Insurance Services Office. This could be an important piece of the evolution of the catastrophe bond and insurance-linked securities markets that helps the markets broaden their scope to include casualty lines of insurance business.

The Insurance Services Office (ISO), a member of the Verisk group of companies and the provider of the PCS Catastrophe Loss Index which is used in many catastrophe bond deals, has today launched a new index product aiming to target the casualty insurance market. ISO Casualty IndexTM is a new service which will provide loss […]

The Swiss Re Cat Bond Performance Indices have continued to fall as the market reacts as it comes to terms with the 11th March earthquake and tsunami disaster. Investors are waiting to see how many of the catastrophe bond deals which are exposed to earthquakes in Japan will be triggered and experience a loss. These […]

Risk Management Solutions (RMS) have issued a preliminary index value from their Paradex Japan earthquake index for the 11th March Tohoku earthquake. The Paradex index is used in two of the catastrophe bond transactions with exposure to the Japanese earthquake, Montana Re and Atlas VI Capital.

Normally we refer once a month to the Swiss Re Cat Bond Performance Indices and that is enough as their movement is rarely sudden. The events in Japan however were highly unusual and after exceptional events such as the tragic earthquake and tsunami disaster the catastrophe bond indices are a good sign of how the […]

The Swiss Re Cat Bond Performance Indices dipped sharply at pricing late on Friday. It’s assumed that the dip is due to downward pressure caused by nervousness after the Japanese earthquake event which occurred earlier that day. Here’s our latest monthly look at the indices showing the downward movement.

We’ve been bringing you regular monthly updates on the Swiss Re Cat Bond Performance Indices for over a year now (our latest here) and have been following the return to health of the cat bond market as evidenced by the rising indices. Now Swiss Re have published a report which echoes that sentiment and provides […]

It’s been a month since we last looked at the Swiss Re catastrophe bond indices to see what they signal as to the health of the market. The downward trend in pricing which was experienced through all of December has halted and a small rebound in pricing has been seen through January.

It’s time for our the first monthly update of 2011 on the health of the Swiss Re catastrophe bond indices. The last few weeks of 2010 were extremely busy in the cat bond market, with a number of deals completing (full details can be found in our catastrophe bond Deal Directory).

The Organisation for Economic Co-operation and Development (OECD) is to begin a research project looking into longevity risk in January. One of the aims of the research (according to Global Pensions) is to look into the possibility of establishing government issued life expectancy indices.