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The (A)XXX market saw $7bn of deals in 2010. Credit Agricole CIB executives Jorge Fries and Michel Allez look at what keeps the market beating.
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Capital continued to flow into the convergence sector in 2010, as a benign natural catastrophe loss environment and evidence of non-correlation with the broader financial markets caught the attention of both institutional and retail investors.
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Insurance-linked derivatives remain marginal but effective hedging tools
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On the surface, there was nothing to suggest that 2010 changed anything for the life ILS market, which was brought to a skidding halt by the financial crisis.
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2010 wasn't the stereotypical "game of two halves" for the ILS market - it was all about two lightning-paced quarters that racked up sales figures, putting the market in a solid position to challenge the peaks of 2006/07 in the year ahead.
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2011 cat bond maturities: At $3.7bn, it's not a trickle, but the flood of maturing bonds ebbs in 2011.
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It is all too easy to herald the return of the soft market to the ILS sector.Trading Risk has taken the so-called indicators of soft market conditions and compared 2010 to 2007, the last time when there was evidence of abundant capital, cheap rates, broad collateral management solutions, multi-peril bonds, long-term deals and a warm embrace of indemnity triggers.
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Modelling firm RMS is known for its natural catastrophe models. Here Peter Nakada, managing director at RMS RiskMarkets, explains why the firm ventured into the domain of traditional actuarial techniques...
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The sector had its teeth gritted and eyes set on the horizon for the long haul as Trading Risk took the pulse of the convergence market at its annual New York event.
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Traditional market rates are heading downward as the key 1.1 renewal season approaches. Willis Capital Markets & Advisory managing director Bill Dubinsky explores the potential upside for the convergence market.
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The $25bn-$30bn of capital that makes up the Trading Risk universe plays a far more significant role in the property and casualty (P&C) sector than its proportion of the industry's overall capital would suggest.
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The first of four European windstorm bonds anticipated in Q4 2010 - Groupama's Green Valley - priced below guidance, sparking more debate on investors' pricing thresholds for ILS.
