mortality risk


Swiss Re’s Vita Capital V mortality-linked catastrophe bond upsizes significantly

As we wrote recently, Swiss Re are marketing the sixth issuance in their series of Vita mortality-linked catastrophe bond (or insurance-linked security) deals. The transaction, Vita Capital V Ltd. , which has been marketing for two weeks began as a $100m deal split into two tranches of mortality-linked notes according read the full article →

Vita Capital V Ltd. marketing, new mortality-linked catastrophe bond from Swiss Re

Reinsurer Swiss Re has begun marketing their latest insurance-linked security transaction and this time it's a deal that the wider ILS investment market should appreciate as it's a diversifying opportunity and a life transaction. Swiss Re are bringing their latest Vita Capital mortality-linked catastrophe bond to market, their fifth such read the full article →

Leadenhall jumps to over $500m assets under management

Leadenhall Capital Partners LLP, the London-based insurance-linked asset and fund manager, has announced that it is starting 2012 with assets under management of over $500m. The firm manages two Irish domiciled funds which invest in non-life insurance-linked securities and risks such as natural catastrophes have over the course of 2011 read the full article →

Scottish Re records loss due to unwind of Orkney I life insurance securitization

Scottish Re, a Bermuda domiciled life reinsurer currently going through a run-off process, has announced their second quarter 2011 financial results and recorded a loss due to the unwinding of a life insurance securitization transaction. The Orkney 1 life insurance securitization transaction has been unwinding since Scottish Re were placed read the full article →

RMS perform risk modelling and analysis for Vita Capital IV transaction

Risk Management Solutions (RMS) have issued a press release regarding their involvement in the recently completed Vita Capital IV Ltd. mortality risk catastrophe bond issued on behalf of Swiss Re. It contains a little more detail on the risk modelling tools used to get the transaction to market which we read the full article →

Swiss Re on the completion of their $180m Vita Capital IV mortality catastrophe bond

Swiss Re have now published a press release on the completion of their latest catastrophe bond transaction so we felt it worth publishing some of their comments on the transaction. The latest Vital Capital IV Ltd. issuance closed earlier this week, as we wrote here, and secured them $180m of read the full article →

Swiss Re’s latest Vita Capital IV mortality-linked catastrophe bond upsizes to $180m

Swiss Re have successfully closed the latest in their Vita series of mortality catastrophe bond deals and the two tranches have received their official ratings today. The transaction, which has been issued by their Vita Capital IV Ltd. Cayman Islands domiciled SPV, began marketing in mid-July seeking to secure $100m read the full article →

New Vita Capital IV Ltd. mortality-linked catastrophe bond marketed by Swiss Re

The catastrophe bond and insurance-linked security investment community will be delighted that they have some new opportunities to put their funds to work in transactions offering diversification opportunities today. First, Munich Re began marketing their Queen Street III Capital European windstorm catastrophe bond today and now Swiss Re are returning read the full article →

Vita Capital IV Ltd. Series III mortality notes downgraded on tsunami risk exposure

Swiss Re's Vita Capital IV Ltd. mortality risk insurance-linked securities have had their rating downgraded by Standard & Poor's due to the perceived heightened exposure that tsunami's present to the transaction. Vita Capital IV Ltd’s Series III is an insurance-linked securitization which is exposed to increases in mortality in read the full article →

Scottish Re completes unwind of Orkney I life insurance securitization

Scottish Re, the Bermuda based run-off life reinsurer, has announced the completion of the unwind of their 2005 Orkney I life insurance securitization transaction. The announcement also signifies the completion of the transfer of the block of business to Hannover Life Reassurance Company of America.The Orkney 1 life insurance securitization read the full article →