Cat bond total return index falls 10% after Hurricane Ian
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Cat bond total return index falls 10% after Hurricane Ian

Fiona Robertson, 
Liz Bury
03 October 2022
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Cat bonds were marked down by around 10% in the week that Hurricane Ian struck, as the Swiss Re Global Cat Bond Total Return Index experienced a sharp loss.

The total return metric includes price impacts and coupon gains and as such will show a softer decline compared with the pure price return index.

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Topics

Hurricane Catastrophe losses News Swiss Re Stone Ridge Asset Management Amundi Pioneer Catastrophe bonds Sidecars
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