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It’s been two weeks since we last looked at the Swiss Re Cat Bond Performance Indices, to see how their performance reflected the mood and state of the catastrophe bond and insurance-linked securities market. Both of the indices have continued to trend roughly as they have done since late March, after the earthquake in Japan […]

The catastrophe bond and insurance-linked securities market is coming to terms with the Japanese earthquake and tsunami disaster which struck the northeast of the country a month ago. The market reaction, reflected in recent changes in cat bond pricing, was to be expected when an event is assumed to have caused losses. Now, one month […]

The Swiss Re Cat Bond Performance Indices have continued to decline for the fourth consecutive week since the market began to take in the devastating effects of the 11th March earthquake and tsunami in Japan. The impact on catastrophe bonds is starting to become clearer as information emerges from ratings agencies and issuers which suggests […]

The Swiss Re Cat Bond Performance Indices have continued to fall as the market reacts as it comes to terms with the 11th March earthquake and tsunami disaster. Investors are waiting to see how many of the catastrophe bond deals which are exposed to earthquakes in Japan will be triggered and experience a loss. These […]

We’ve been bringing you regular monthly updates on the Swiss Re Cat Bond Performance Indices for over a year now (our latest here) and have been following the return to health of the cat bond market as evidenced by the rising indices. Now Swiss Re have published a report which echoes that sentiment and provides […]

Another month has passed since our last post looking at the health of the insurance-linked securities and catastrophe bond indices which are published by Swiss Re. These indices give us a good indication of the health of cat bond prices and returns and also investor activity and appetite.

It’s time for another look at the health of the insurance-linked security and catastrophe bond indices. Again we bring you data from the Swiss Re pair of indices which give us a good indicator for how the market is fairing and also of investor appetite.