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Catastrophe bond price return index slows rise in October

The inexorable rise of the Swiss Re Global Cat Bond Performance Price Return index, which tracks the price return for all outstanding USD denominated cat bonds and has been rising consistently since late July, has slowed as we move through October.The index, showing price returns of outstanding cat bonds, has read the full article →

2013 cat bond & catastrophe reinsurance investment returns on track

The outstanding catastrophe bond market returned over 1.5% in September, following on from an even healthier 1.7% return in August, demonstrating that despite declines in pricing, catastrophe bond returns remain a very attractive proposition for institutional investors.These figures are from the Swiss Re Global Cat Bond Performance Total Return Index, read the full article →

Decline in ILS and cat bond rates accelerated in Q3: Lane Financial

The speed of decline in insurance-linked security and catastrophe bond rates accelerated during the third quarter of 2013, according to the latest market report from ILS consultancy Lane Financial LLC. ILS rates, as measure by Lane Financial, dropped approximately 16% during Q3 2013.The measurement of the rate trajectory of the read the full article →

Cat bond price return index at highest point since Tohoku quake

After more than two and a half years the Swiss Re Global Cat Bond Performance Price Return index, which tracks the price return for all outstanding USD denominated cat bonds, has made it back to its highest level since the index plummeted after the Tohoku, Japan earthquake and tsunami.The index read the full article →

Spread tightening lifts secondary catastrophe bond indices

Spread tightening on catastrophe bonds exposed to U.S. wind risk has lifted the secondary cat bond market indices in recent weeks. Now deep in the middle of the Atlantic hurricane season, typical seasonality has returned to secondary cat bond prices and values have increased on hurricane exposed bonds.Throughout 2013 we've read the full article →

Seasonality and supply continue to depress catastrophe bond indices

Both the price return and total return of the outstanding catastrophe bond market have been depressed in recent weeks by the onset of seasonality and a glut of supply in the secondary catastrophe bond market. The indices we track tell the story of a gradual slide in both metrics as read the full article →

ILS and cat bond rates fell more slowly in Q2 2013: Lane Financial

The speed of decline in insurance-linked security and catastrophe bond rates slowed somewhat during the second quarter of 2013, according to the latest quarterly market report from ILS, cat bond and reinsurance consultancy Lane Financial LLC. ILS rates, as measure by Lane Financial, dropped approximately 3.6% during Q2 2013.The measurement read the full article →

Catastrophe bond price returns continue slow slide

The price return of the secondary catastrophe bond market continues to slide slowly down from its recent peak now that supply and demand for outstanding catastrophe bond notes appears to have levelled off somewhat. A combination of returning seasonality and a levelling off of supply and demand dynamics has seen read the full article →

Catastrophe bond price returns begin to look more seasonal

Price returns in the secondary catastrophe bond market have taken another dip in the last fortnight as the pricing pressure we discussed two weeks ago here continues to exert itself on the pricing of outstanding cat bond marks. As we approach the U.S. hurricane season we're beginning to see cat read the full article →

Secondary catastrophe bond price returns dip in recent weeks

The secondary catastrophe bond market has begun to see some pressure exerted on certain outstanding cat bond price returns in the last couple of weeks as an element of seasonality returned to the market and the strong primary issuance also took some focus off secondary prices. Cat bond price returns read the full article →