Swiss Re Insurance-Linked Fund Management

Xactanalysis Insights and PCS

mortality swap

Share

Signum Finance mortality linked CDS finally downgraded by Fitch

21st December 2011

Ratings agency Fitch Ratings have finally downgraded the ratings or Signum Finance Cayman Ltd. Series 2010-09, a life securitization type transaction which provides Goldman Sachs with a mortality hedge for a defined block of life insurance. The Signum Finance deal has been threatened for a while and Fitch placed the ratings on watch negative back […]

Read the full article

Signum Finance mortality linked CDS back on Rating Watch Negative

20th October 2011

The Signum Finance Cayman Ltd. Series 2010-09 transaction which provides Goldman Sachs with a mortality hedge for a defined block of life insurance has been put back on a Rating Watch Negative status by Fitch Ratings. We first wrote about this interesting insurance-linked securitization almost a year ago and then updated you on its status […]

Read the full article