November 2009/1

The growth of risk transfer to the capital markets is being hindered by the “hand-made” approach of the convergence market and there should be a move towards standardised clauses and cont

Amlin-backed dedicated ILS investor Leadenhall Capital Partners has launched two $50mn Irish-based funds – believed to be the first Irish-based non-life ILS assets. The Value fund will invest i

Goldman Sachs is working on three cat bond transactions to be launched in the fourth quarter this year, taking ILS total issuance closer to $3-4bn predictions for the full year.  At the Trading Risk

Industry Loss Warranty (ILW) volumes in Q4 have been boosted by livecat trading during October’s Typhoon Melor and the purchase of Europe-exposed and US quake peril contracts. To date, final qu

In a continuation of the pricing debate dogging the ILS market, market sage Morton Lane reiterated that cat bond prices are “not inappropriate” compared to traditional reinsurance rates.

Broker dealer Lane Financial reported the highest returning quarter in the history of the ILS market in Q3 2009, with its all cat bond index of 119 ILS transactions yielding 5.54 percent for the peri

The convergence market’s uneasy relationship with US liability perils should be rethought as the prospect of a new era of tort expansion will create opportunities for the sector. This was one o