perils

It’s interesting to take a closer look at the mix of perils that make up the catastrophe bond market and to compare the way that mix changes over time. In recent years the dominance of the cat bond market by U.S. hurricane risks has been a defining feature and that likely won’t change as the […]

Reinsurer Swiss Re published some interesting data insights into the catastrophe bond and insurance-linked security market in their recent ILS market update, which we covered in more detail here. One of the interesting graphs in the report shows the mix of perils that were issued in ILS or cat bond transactions during 2011.

PERILS AG, the independent Zurich-based company providing industry-wide European catastrophe insurance data, has announced that more than $1 billion worth of risk transactions have been placed using their industry loss index. A total of $1.05 billion of risk has now been placed, and with cat bonds still in the pipeline that could rise by year […]

Here’s a copy of the latest press release from PERILS AG detailing the successful first half of 2010 they have experienced and with some details of the latest transaction (a private placement between Allianz Risk Transfer and Munich Re) to utilise their industry loss index. PERILS seems to be gaining traction and becoming accepted by […]

Here’s a useful link that we believe you’ll enjoy. Guy Carpenter have published a very interesting chart on their GCCapitalIdeas blog which breaks down all the catastrophe bonds issued since 1997 by type of peril. It’s a great way to visualise how the market has changed over time as you can see which types of […]

PERILS, the independent company based in Zurich which was set up to aggregate and report on European catastrophe insurance data, has announced the launch of an industry loss index for European windstorm events.