Swiss Re was one of the first institutions to create a dedicated CAT bond index, and while there are other sources of CAT bond market information available, Swiss  “Since January 2002 to February 2013, the Global Swiss Re Cat Bond index has generated a compound annual growth rate of 8.9%, with very little volatility,” 

11 Sep 2018 In fact, the bonds have gained 4.3 percent this year as measured by the Swiss Re Cat Bond Total Return Index. They're up a remarkable 20  to natural disaster risk in a familiar bond format (see Swiss Re, 2006). an index time series, which they then employ to study the behavior of secondary market  based on the Swiss Re Cat Bond Index (see Figure 3). ILS have also generated attractive returns on a standalone basis, delivering positive annualized returns  Aon Securities' Annual Review of the Catastrophe Bond Market . . . . . . . 4 Index . Annual. Aggregate. IBRD. Kaiser Permanente Acorn Re Ltd . 2018-1 Class A Swiss. Reinsurance. Company Ltd . Matterhorn. Re Ltd . Series. 2019-1.

03. New issuance. 06. Trading and relative value. 10. Swiss Re Global Cat Bond Total Return Index. 12. Deal Focus: Pandemic Emergency Financing Facility.

15 Jan 2020 In 2019, the Swiss Re Cat Bond Index delivered a total return of especially on cat bonds, with USD 41B of outstanding (vs USD 25B five  on aggregate catastrophe loss indices compiled by Property Claims Services ( PCS), an The first successful CAT bond was an $85 million issue by Hannover Re in Insurance and Swiss Re in 2003, which swapped $50 million of Japanese  11 Sep 2018 In fact, the bonds have gained 4.3 percent this year as measured by the Swiss Re Cat Bond Total Return Index. They're up a remarkable 20  to natural disaster risk in a familiar bond format (see Swiss Re, 2006). an index time series, which they then employ to study the behavior of secondary market 

11 Sep 2018 Leave it to catastrophe bonds to be among the most well-functioning debt markets out there. Issuance of “cat bonds” has climbed to more than 

Since 2002 (when the Swiss Re bond indices were launched) the sector has delivered stable and attractive returns of over 7% pa, with – crucially – significantly 

I thought an interesting exercise would be to compare actual historical ILS returns, as represented by the Swiss Re Global Cat Bond Total Return Index, against total returns (i.e. share price annual change plus dividends paid in year) from equity investment in reinsurers across different time periods.

I thought an interesting exercise would be to compare actual historical ILS returns, as represented by the Swiss Re Global Cat Bond Total Return Index, against total returns (i.e. share price annual change plus dividends paid in year) from equity investment in reinsurers across different time periods. The Swiss Re Global Cat Bond Total Return Index posted an annualized return of 5.77% for the first half of 2016, up 1.56% on the annualized return recorded in H1 2015, and reflecting more stable Swiss Re cat-bond indices 20 Sector data 22 Outstanding securities 24. 2 Swiss Re Insurance-Linked Securities market update – February 2019. Swiss Re Insurance-Linked Securities market update – February 2019 3 Introduction The Insurance-Linked Securities (ILS) market built on a record-breaking Swiss Re Capital Markets Europe S.A. is registered with the Luxembourg Trade and Companies Register under number B228476, having its registered office at 2a, rue Albert Borschette, L-1246 Luxembourg, and is a company supervised in Luxembourg by the CSSF and the Commissariat aux Assurances (“CAA”). “Swiss Re Global Cat Bond Index Total Return”, calculated by Swiss Re Capital Markets, is a market value-weighted basket of natural catastrophe bonds tracked by Swiss Re Capital Markets, calculated on a weekly basis; past performance is no guarantee of future results

Aon Securities' Annual Review of the Catastrophe Bond Market . . . . . . . 4 Index . Annual. Aggregate. IBRD. Kaiser Permanente Acorn Re Ltd . 2018-1 Class A Swiss. Reinsurance. Company Ltd . Matterhorn. Re Ltd . Series. 2019-1.

28 Aug 2013 The Swiss Re Cat Bond Performance Indices' noninvestable global index gained 8.32 percent a year, on average, from 2002 through 2012. 6 Jan 2011 In 2008, the Swiss Re catastrophe bond index rose 2.3 percent, compared with a loss of 38 percent in the Standard & Poor's 500-stock index. 13 Jan 2020 Swiss Re Capital Markets Corp. closed a $225 million catastrophe bond to cover mortgage default risk caused by earthquakes in California,  Since 2002 (when the Swiss Re bond indices were launched) the sector has delivered stable and attractive returns of over 7% pa, with – crucially – significantly  The Swiss Re Cat Bond Performance Indices (the “Indices”) are a suite of indices designed to reflect the returns of the catastrophe bond market. Swiss Re Capital Markets launched the Indices in 2007 as the first total return indices provided to the sector.

13 Jan 2020 This transaction is the first catastrophe bond issued under Rule 144A currency values and other market indices, on the Group's investment