Lehman collapse pushed ILS correlation over 60%: report
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Lehman collapse pushed ILS correlation over 60%: report

28 April 2009
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Insurance linked securities (ILS) demonstrated a more than 60 percent long-term correlation to the S&P500 index in the aftermath of the Lehman Brothers collapse last year, despite the sector purporting low or no correlation to the wider financial markets.

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Analysis Catastrophe bonds ILS Stocks Hurricane
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