Index cat bonds offering edge in yield over indemnity ILS: Twelve Capital

31 January 2023

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Significant value can be gained from being overweight in index-linked cat bonds, given the current dislocation between spreads on index-linked versus indemnity transactions, Twelve Capital has said.

In its 2022 cat bond market review, the firm noted that in the latter part of last year, several transactions were shown to the market only to be withdrawn, indicating that willingness from cedants to issue was higher than...

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Index cat bonds offering edge in yield over indemnity ILS: Twelve Capital

Significant value can be gained from being overweight in index-linked cat bonds, given the current dislocation between spreads on index-linked versus indemnity transactions, Twelve Capital has said.

Fuel a smarter strategy with our actionable market intelligence

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Index cat bonds offering edge in yield over indemnity ILS: Twelve Capital

Significant value can be gained from being overweight in index-linked cat bonds, given the current dislocation between spreads on index-linked versus indemnity transactions, Twelve Capital has said.

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Fuel a smarter strategy with our actionable market intelligence

Topics

GIE Gareat’s terrorism bond prices near top end of guidance at 5.25%

American Coastal targets $100mn of Florida named storm coverage

Twia to target 43% more limit at $5.8bn on exposure growth and Beryl losses

Allstate pegs October cat losses at $226mn post-tax

Plenum’s Dynamic Cat Bond Fund reaches $200mn in AuM