Swiss Re Insurance-Linked Fund Management

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RMS models first longevity risk bond, Kortis Capital Ltd.

5th January 2011

Risk Management Solutions (RMS) has released details about its part as risk modeller for the recent Kortis Capital Ltd. transaction, the first longevity catastrophe bond, issued by Swiss Re. The deal closed recently and enabled Swiss Re to transfer $50m of its longevity risks to the capital markets through insurance-linked securities.

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Kortis Capital Ltd. to issue longevity catastrophe bond for Swiss Re

1st December 2010

Kortis Capital Ltd., a Cayman Islands domiciled SPV, is to issue a series of longevity-linked insurance-linked securities (or catastrophe bonds) on behalf of cedent Swiss Re. This is the first cat bond type structure used to transfer longevity risks to the capital markets (we believe). Previously Swiss Re have been involved in cat bond transactions […]

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