Swiss Re Insurance-Linked Fund Management

Original Risk: A Society for Change Agents

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Catastrophe bond ratings on watch due to new RMS hurricane model

18th April 2011

Ratings agency Standard & Poor’s has placed the ratings of 16 tranches of catastrophe bond deals on CreditWatch negative due to recent changes in the risk model which was used to assess these cat bonds risks at the time of their issue. All the affected transactions utilise the Risk Management Solutions (RMS) RiskLink U.S. hurricane […]

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Chartis completes $425m Lodestone Re Ltd. catastrophe bond

22nd May 2010

Chartis has announced the completion of its first catastrophe bond issue, Lodestone Re Ltd. The deal completed significantly bigger than it’s initial $250m size and has resulted in Chartis obtaining $425m of  fully collteralized cover against losses from U.S. hurricanes and earthquakes until May 2013.

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