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Trading Risk

Published by this author:

  • Q3 losses show dispersal of ILS returns
    Returns from a group of cat bond funds tracked by Trading Risk produced an average 3.96 percent loss in the third quarter, plunging from the Q3 2016 figure of up 2.0 percent
    Trading Risk, 10 November 2017
  • Post-HIM cat bond rates up less than 5% on remote layers
    Cat bond rates have only increased slightly for remote risk layers following the third quarter losses from hurricanes Harvey, Irma and Maria and the Mexican earthquakes, GC Securities estimated
    Trading Risk, 10 November 2017
  • Wildfires lead to aggregate cat bond markdowns
    The California wildfires have prompted write-downs to aggregate cat bonds covering USAA and Nationwide, although the former has revised down year-to-date catastrophe loss estimates that had suggested a payout under one of its Residential Re deals, Trading Risk understands
    Trading Risk, 10 November 2017
  • Battle looms over ILS funding ‘lag'
    Brokers are pressuring ILS managers to stump up capital well ahead of the 1 January reinsurance renewal date following the string of third quarter catastrophe events, according to sources
    Trading Risk, 10 November 2017
  • Questions, questions
    At this point there are a lot of questions being asked in the reinsurance markets and few definitive answers available. As it is a journalist's privilege to ask questions, let's go through some on the list
    Trading Risk, 10 November 2017
  • ILW losses under microscope as retro market draws interest
    The 2017 catastrophe events have highlighted the extent to which ILS managers are benefiting from industry loss warranty (ILW) hedging, but market sources have questioned where the losses will ultimately fall as more clarity is gained over HIM claims in months to come
    Trading Risk, 10 November 2017
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