index

It’s been two weeks since we last looked at the Swiss Re Cat Bond Performance Indices, to see how their performance reflected the mood and state of the catastrophe bond and insurance-linked securities market. Both of the indices have continued to trend roughly as they have done since late March, after the earthquake in Japan […]

A fortnight ago when we last looked at the Swiss Re Cat Bond Performance Indices, to see how their performance reflected the mood and state of the catastrophe bond and insurance-linked securities market, we were surprised to see that both indices had remained stable despite a number of ratings actions on cat bonds. There’s been […]

Three catastrophe bond transactions received a rating action in the last week as the disastrous first half of the year continues to reveal the impact it has had on outstanding cat bonds and the cat bond market. Two Japan earthquake exposed transactions were both downgraded, closely followed by a U.S. tornado exposed cat bond being […]

It’s been two weeks since we last looked at the Swiss Re Cat Bond Performance Indices to see how their performance reflected the mood and state of the catastrophe bond and insurance-linked securities market. They are now beginning to mirror the way the indices behaved last year at the beginning of the hurricane season and […]

For the first time since the Japanese earthquake on the 11th March, which sent the Swiss Re Cat Bond Performance Indices into a dive, both indices have gained at the latest close on Friday. It’s two week since we last reported on the state of the Swiss Re cat bond indices and it’s beginning to […]

Verisk Analytics, the parent company of AIR Worldwide and the Property Claims Services (PCS) brands, has expanded its Verisk Catastrophe Index to include U.S. earthquake risks. When the index was launched in July last year it only covered U.S. hurricane risks but Verisk planned to broaden its coverage to include other perils such as tropical […]

It’s time for another look at the Swiss Re Cat Bond Performance Indices to see how they have performed over the past two weeks. The market continues to digest the effects of the earthquake in Japan and we are now into the month prior to the start of the Atlantic hurricane season which always has […]

It’s been two weeks since we last looked at the Swiss Re Cat Bond Performance Indices to see how they are performing as the market continues to adjust to the post Japan quake market situation. We still don’t know the final toll for catastrophe bonds which were exposed to the 11th March earthquake and tsunami, […]

The catastrophe bond and insurance-linked securities market is coming to terms with the Japanese earthquake and tsunami disaster which struck the northeast of the country a month ago. The market reaction, reflected in recent changes in cat bond pricing, was to be expected when an event is assumed to have caused losses. Now, one month […]

The Swiss Re Cat Bond Performance Indices have continued to decline for the fourth consecutive week since the market began to take in the devastating effects of the 11th March earthquake and tsunami in Japan. The impact on catastrophe bonds is starting to become clearer as information emerges from ratings agencies and issuers which suggests […]