prices

The risk of an above average U.S. hurricane season and the abundance of investor capital waiting to be put to work are two competing forces which are currently acting on secondary market prices of catastrophe bonds according to investment manager Clariden Leu in their latest monthly managers report.

Plenum Investments, an investment manager with a focus on alternatives such as insurance-linked securities and catastrophe bonds, saw some small recoveries in catastrophe bonds exposed to Japanese earthquake risks in their portfolio during April according to their latest report on their cat bond fund performance.

Twelve Capital, an investment manager with a specialism in insurance-linked securities investments have today published the first issue of a new periodical publication which gives their perspectives on issues pertinent to their investment clients. The publication will also be of interest to anyone involved in the insurance-linked securities and catastrophe bond sectors.

Standard & Poor’s have published an article looking at price declines of traditional reinsurance versus price declines of insurance-linked securities and catastrophe bonds. It’s a really interesting piece of analysis and shows many of the differences between and issues with the two competing markets.

It’s time for our monthly look at how the Swiss Re published catastrophe bond price and total return indices are fairing. You can find our commentary from last month here for comparison.

Has anyone else noticed the increasing interest in catastrophe bonds and insurance linked securities in the media lately? The large amount of articles in such titles as the Financial Times and American Chronicle, the amount of noise being generated about life insurance securitization, it’s all becoming reminiscent of the coverage the market received a few […]

Bloomberg is carrying a great story on catastrophe bond pricing today (available here). The article discusses the recent rise in cat bond price returns and some reasons for that rise. The Swiss Re Cat Bond Price Return Index, an indicator of the returns investors receive on cat bond investments, has risen over the past six […]

The Swiss Re Cat Bond Total Return Index continues it’s climb as the catastrophe bond market continues to look more and more healthy. We reported in last months index update that it had reached an all time high, that high has been surpassed this month. With investor appetite rising for cat bonds, as evidenced by […]