pricing

Lane Financial LLC (LFC) have published a report looking at market performance for the third quarter of the indices of insurance-linked securities they monitor. Lane Financial specialise in assessing the pricing and returns of ILS and catastrophe bonds.

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 catch up on how cataastrophe bond price and total returns are doing on the Swiss Re published indices. Here’s our commentary from last month for comparison.

Reinsurance rates have been seen to be mostly stable at the recent mid-year renewals with plenty of capacity available. Reinsurers were hoping for big increases in price and insurers had been fearing the worst all year, but the resulting rises are lower than predicted. Property catastrophe reinsurance rates were up about 5%-10% year-on-year depending on […]

It’s time for our monthly update of the pricing on the Swiss Re Cat Bond Total Return Index. Last month we highlighted that it was nearing record highs as yields were driven up by the impending hurricane season and also (we hear) scarcity of deals to invest in. A month later and the index has […]