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There are 17,800 results that match your search.17,800 results
  • Soft P&C market fuelled by risk model revisions
    The continued softening of property and casualty (P&C) (re)insurance rates has been pushed by updated earthquake and wind risk models, which have reduced loss estimates by up to 30 percent, according
    04 November 2009
  • AEGON and JPMorgan complete $900mn life securitisation
    Dutch life insurer AEGON completed a $900mn embedded value securitisation with investment bank JPMorgan, creating regulatory capital relief for its US operations. JPMorgan securitised $650mn of the i
    04 November 2009
  • AXIS burnt by life settlement investment
    Bermuda-domiciled (re)insurer AXIS Capital bemoaned longevity risk modelling as “unpredictable” and “inherently uncertain”, as it reported a $138mn fair value loss on a 2006 l
    04 November 2009
  • Transparency debate exposed at Trading Risk briefing
    The near 200 investors, advisers and sponsors gathered in New York for Trading Risk’s annual executive briefing heard Swiss Re Capital Markets managing director Judy Klugman express the firm
    04 November 2009
  • Allianz calls for ILS standardisation
    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
    04 November 2009
  • Leadenhall launches $100mn Irish ILS funds
    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
    04 November 2009
  • Goldman lines up ILS trio
    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
    04 November 2009
  • Q4 ILW volumes up by 25%
    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
    04 November 2009
  • ILS pricing gap justified; Lane Financial
    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.
    04 November 2009
  • Q3 produces record ILS returns; Lane Financial
    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
    04 November 2009
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