returns

For the first time in a number of months both of the Swiss Re Cat Bond Performance Indices have declined in the last week. It’s rare for both the price return index and total return index to drop in a single week, in fact the last time we saw that was at the end of […]

Recent months have seen investors in catastrophe bonds and insurance-linked securities make their best returns of the year as secondary market prices have soared thanks to strong demand and a benign hurricane season. It’s time for our fortnightly look at the Swiss Re Cat Bond Performance Indices (our last article here) to see what they […]

Lane Financial LLC, a consulting firm and broker-dealer focused on the insurance-linked security, catastrophe bond and associated sectors or reinsurance, published their latest quarterly ILS market report yesterday. As always, the report contains a deep statistical view of the outstanding ILS and cat bond market using their own proprietary Lane Financial Insurance Return Index which […]

We like to bring you interesting data points about the catastrophe bond and insurance-linked security market here on Artemis. Today we have a really interesting chart showing the correlation of ILS returns with the S&P500 from the latest quarterly ILS market report published yesterday by Lane Financial LLC, a consulting firm and broker-dealer focused on […]

Two weeks ago, when we last looked at the Swiss Re Cat Bond Performance Indices (our last article here) to see what they can tell us about movements in pricing and returns of outstanding catastrophe bonds and the general sentiment of the cat bond and insurance-linked securities marketplace, we saw that the index was approaching […]

It’s time for another of our regular fortnightly looks at the Swiss Re Cat Bond Performance Indices (our last article here) to see what they can tell us about movements in pricing and returns of outstanding catastrophe bonds and the general sentiment of the cat bond and insurance-linked securities marketplace. When we last looked it […]

Despite the severe catastrophe loss burden from 2011, which saw a number of catastrophe bonds impacted by events in Japan and the tornadoes in the U.S., the insurance-linked securities (ILS) market continued to provide investors with competitive returns when compared to other similarly rated securities. These events caused a relatively steep dip in returns immediately […]

After a week dominated by hurricane Isaac’s potential impact on the reinsurance and catastrophe bond market, it’s timely that today we look at the secondary cat bond market indices to see if they give away any market nerves. It’s time for our regular look at the Swiss Re Cat Bond Performance Indices (our last article […]

The last two weeks has seen a strong jump in the value of the outstanding catastrophe bond price return index as seasonal effects of the hurricane season have yet to seriously impact price returns. It’s time for our regular look at the Swiss Re Cat Bond Performance Indices (our last article here) to see what […]

In the last two weeks the catastrophe bond price return and total return indices have made steady gains as their return to a more seasonal pattern continues. It’s time for another look at the Swiss Re Cat Bond Performance Indices (our last article here) to see what they can tell us about movements in pricing […]