price return

A strong flow of new catastrophe bond deals coming to market during March continued the trend for an active primary insurance-linked securities market (ILS) and continued to have an impact on secondary market ILS prices, according to Swiss based investment manager and private bank Clariden Leu in their latest fund performance report. It puts this […]

We’ve written a lot lately about the gradual decline in secondary catastrophe bond prices and the downward pressure on the catastrophe bond price return index, our most recent article on this here. We’ve focused on the higher than normal primary cat bond market issuance volume as the main cause for reduced interest in secondary cat […]

It’s two weeks since we last looked at the Swiss Re Cat Bond Performance Indices to see what they can tell us about the movements in pricing and returns of outstanding catastrophe bonds and the general sentiment of the cat bond and insurance-linked securities marketplace. Last time we looked the price return index had achieved […]

The downward trend in the catastrophe bond price return index has been a feature of the market since late October 2011. Price returns of outstanding catastrophe bonds have been declining steadily ever since and in 2012 the downward decline has accelerated somewhat with some steeper drops. It’s been forecast that the price return index would […]

Regular readers of Artemis and those actively involved in the catastrophe bond and insurance-linked securities market will be fully aware that secondary market cat bond prices have been sliding in recent months. We’ve written many articles in recent months which references this downward pressure on cat bond price returns which has been a feature of […]

The secondary market for outstanding insurance-linked securities and catastrophe bonds showed a dramatic tightening of prices in February, according to Swiss based investment manager and private bank Clariden Leu in their latest fund performance report. This is notable for this market, say Clariden Leu, given that it is generally quite stable except for when responding […]

Our regular readers will be aware that we follow the movement of the Swiss Re Cat Bond Performance Indices to see what they can tell us about the movements in pricing of outstanding catastrophe bonds and the general sentiment of the cat bond and insurance-linked securities marketplace. Since the 4th quarter of 2011 the price […]

It’s two weeks since we last looked at the Swiss Re Cat Bond Performance Indices to see how they had been performing and what that could tell us about the state of the catastrophe bond and insurance-linked securities market. At the time we discussed the reasons for the continuing slide in the price return of […]

Primary issuance in the catastrophe bond market has been strong at the end of 2011 and into 2012. Seven new catastrophe bond and insurance-linked security transactions have been brought to market since the start of the year and if issuance keeps going at this pace we could see a very healthy volume of deals in […]

It’s time for another look at the Swiss Re Cat Bond Performance Indices which help to illustrate the performance of outstanding catastrophe bond returns. The indices track the performance of most of the outstanding cat bonds in the market so are a good indicator of the health of the market and investor sentiment in the […]