Swiss Re Insurance-Linked Fund Management

Original Risk: A Society for Change Agents

total return swap


Spectre of Lehman Brothers still haunts reinsurance industry

28th January 2011

Ever since the collapse of Lehman Brothers the tangled web of connections made through re/insurance linked deals with the firm have gradually unravelled to expose the massive influence and impact the companies failure had. A number of catastrophe bonds were impacted by Lehman’s collapse but the impact to reinsurers has spread beyond the cat bond […]

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Catastrophe bonds and their evolution to address credit risk

17th September 2009

2009 has been the year that catastrophe bonds evolved to avoid the credit risk issues of the past caused by reliance on a total return swap counterparty for collateral. After the credit crisis proved that all financial instruments have some degree of correlation to the wider financial markets transactions completed this year have all taken […]

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