10/10/2016 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 most applicable business model for comparison would be pure property catastrophe 02/08/2019 Not currently. Over the years I’ve spoken with a number of investment firms that have considered a cat bond ETF, but nobody has delivered anything yet. There are other Indices that could also be used, ranging from the ILS Advisors Index that track Cat Bond Index Total Return at time t: The following methodology applies the Swiss Re USD Cat Bond Performance Index, the Swiss Re BB Cat Bond Performance Index and the Swiss Re US Wind Cat Bond Performance Index. 1. Calculate individual bond returns for each bond k at index date t 2. Calculate the individual bond weighting
The S&P 500® Bond Index is designed to be a corporate-bond counterpart to the S&P 500, which is widely regarded as the best single gauge of large-cap U.S. equities. Market value-weighted, the index seeks to measure the performance of U.S. corporate debt issued by constituents in the iconic S&P 500. 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
Not currently. Over the years I’ve spoken with a number of investment firms that have considered a cat bond ETF, but nobody has delivered anything yet. There are other Indices that could also be used, ranging from the ILS Advisors Index that track Cat Bond Index Total Return at time t: The following methodology applies the Swiss Re USD Cat Bond Performance Index, the Swiss Re BB Cat Bond Performance Index and the Swiss Re US Wind Cat Bond Performance Index. 1. Calculate individual bond returns for each bond k at index date t 2. Calculate the individual bond weighting Swiss Re Global Cat Bond Performance Total Return Index So currently there seems to be no let-up in the rise of secondary market catastrophe bond prices, and the combination of high demand and
Catastrophe Bonds at Swiss Re Case Solution In 2002, Swiss Re, the world's second--largest insurance company, is considering securitizing parts of its risk portfolio in the capital markets. This would be a first for the firm that, until then, had never transferred threat off its balance sheet.