price return

It’s two weeks since our last look at the Swiss Re Cat Bond Performance Indices, so it’s time to see how their performance reflected the mood and state of the catastrophe bond and insurance-linked securities market over the last fortnight. Both of the indexes have risen since our last look at them and the total […]

Since our last look a fortnight ago at the Swiss Re Cat Bond Performance Indices, to see how their performance reflected the mood and state of the catastrophe bond and insurance-linked securities market, both indices are now showing positive upwards growth. The price return index has reversed a four week decline and has recovered some […]

It’s been two weeks since we last looked at the Swiss Re Cat Bond Performance Indices, to see how their performance reflected the mood and state of the catastrophe bond and insurance-linked securities market. Both of the indices have continued to trend roughly as they have done since late March, after the earthquake in Japan […]

The catastrophe bond and insurance-linked securities market is coming to terms with the Japanese earthquake and tsunami disaster which struck the northeast of the country a month ago. The market reaction, reflected in recent changes in cat bond pricing, was to be expected when an event is assumed to have caused losses. Now, one month […]

The Swiss Re Cat Bond Performance Indices have continued to decline for the fourth consecutive week since the market began to take in the devastating effects of the 11th March earthquake and tsunami in Japan. The impact on catastrophe bonds is starting to become clearer as information emerges from ratings agencies and issuers which suggests […]

The Swiss Re Cat Bond Performance Indices have continued to fall as the market reacts as it comes to terms with the 11th March earthquake and tsunami disaster. Investors are waiting to see how many of the catastrophe bond deals which are exposed to earthquakes in Japan will be triggered and experience a loss. These […]

It’s time for another look at the health of the insurance-linked security and catastrophe bond indices. Again we bring you data from the Swiss Re pair of indices which give us a good indicator for how the market is fairing and also of investor appetite.