rating methodology

Rating agency Moody’s Investors Service has published an updated version of its rating methodology for catastrophe bonds, clarifying the firms approach to monitoring in-force cat bonds and mortality bonds, while making editorial changes to the methodologies text for clarity.

Fitch Ratings has published an updated version of its insurance-linked securities (ILS) rating criteria and methodology, with a number of changes to how it handles assessing ILS and catastrophe bonds but none have affected any existing ratings.

The hedge fund backed reinsurance mode which seeks to leverage premium inflows as investment capital in hedge fund strategies in an attempt to outperform on the asset-side, is not treated as a new business model by rating agency A.M. Best.

Rating agency Moody’s Investor Services has published a new version of its methodology and criteria for rating catastrophe bond transactions. The document, published yesterday, consolidates  into a single document and replaces several older publications which defined Moody’s approach to rating cat bonds.

Fitch Ratings has completed a periodic review and published an updated version of its criteria report for rating insurance-linked securities (ILS) including catastrophe bonds. The criteria report was last updated a year ago and Fitch have brought it up to date in terms of data, reflecting any changes to legal structures and/or insurance risks within […]

Back in December we covered ratings agency A.M. Best’s request for comments on updated draft versions of their criteria reports which apply to catastrophe bonds and sidecar reinsurance vehicles. The comment period ended last week and now A.M. Best have published the final updated versions of the criteria reports.

Ratings agency A.M. Best have published four updated draft criteria reports which relate to the insurance-linked securities market. They have updated and published draft criteria reports for their rating methodology for natural catastrophe bonds and sidecars. A.M. Best are requesting comments from market participants or other interested parties, so now is the time to have […]