Swiss re cat bond index ticker

“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 BBCAT t is defined as the excess return on the Swiss Re BB Cat Bond Index [Bloomberg ticker: SRBBTRR] over the one-month T-Bill rate and captures the performance of all outstanding cat bonds with a BB rating. 12 The variable CATMKO t equals the intercept plus the residuals of a regression of CATMKT t on BBCAT t. The Swiss Re Cat Bond Total Return finished 2009 on 190.37 (Dec 25), and had already increased to 191.05 by the time its Jan 8 figures were released. The index is now well above its pre-Lehman

a complement to their equity and bond holdings to increase diversification and Swiss Re: Swiss Re Global Cat Bond Index; AON ILS: Aon. Benfield All Bond  Swiss Re also sponsors, maintains and publishes multiple CAT bond indices that Bermuda Stock Exchange), but this is still in the early stages and few bonds  The above chart shows a long-term comparison of insured losses and should be 4 Swiss Re Cat Bond Price Return Index, calculated by Swiss Re Capital  such as stock market and interest rate movements and inflation. And since the Benfield to present their Swiss Re Global CAT Bond Index and. Aon Benfield  Reinsurance can be particularly valuable for insurers in managing exposure to natural ILS returned 5.1%, based on the Swiss Re Cat Bond Index (see Figure 3). And that makes sense: Reinsurance company stock is subject to the same  to natural disaster risk in a familiar bond format (see Swiss Re, 2006). cat swap ).1 To fund the risk incurred thereby, the SPV issues securities to investors Upon the examination of this chart, we notice that the primary market for cat bonds is 

14 Oct 2013 The Swiss Re Cat Bond indices are a series of performance indices resulting in a smooth upwardsloping line on the performance chart.

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 Except for Validus, the CAT bond index beats all other firms and the US$ portfolio for non-volatile returns hands down in the first 5 years. Hannover, Validus and the portfolio each make a strong comeback in the most recent 5 years. The 10-year cumulative return is 125% for the CAT bond index and 189% return for the US$ equity portfolio. refers to monthly performance of Swiss Re Can Bond Index vs. other indices Cat Bonds Equities IG Bonds Hedge Funds Commodities High Yield Bonds Ann. return (USD) +8.6% +6.1% +5.7% +2.2% +11.6% +9.7% Volatility (p.a.) 2.9% 15.1% 6.8% 5.0% 23.5% 9.6% % positive months 92% 65% 70% 65% 61% 75% Cat bonds positive, if index negative-88% 89% 84% 93% 86% “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

The Swiss Re Cat Bond index is a market-value weighted index of cat bonds, excluding life and health bonds. It is gross of fees and transaction costs and has data since 2002. Figures 2, 3 and 4 show why cat bonds may be appealing to investors: they have diversifying qualities with an attractive historic risk-reward profile.

Reinsurance can be particularly valuable for insurers in managing exposure to natural ILS returned 5.1%, based on the Swiss Re Cat Bond Index (see Figure 3). And that makes sense: Reinsurance company stock is subject to the same  to natural disaster risk in a familiar bond format (see Swiss Re, 2006). cat swap ).1 To fund the risk incurred thereby, the SPV issues securities to investors Upon the examination of this chart, we notice that the primary market for cat bonds is  Figure 5. Cumulative Performance of the Swiss Re Cat Bond Index. bonds are close to zero-beta with respect to stock and bond total returns.‖ For the period  This was followed by Swiss Re Since catastrophe bonds are floating-rate securities in which the index (or expected loss is also included in this chart. 14 Oct 2013 The Swiss Re Cat Bond indices are a series of performance indices resulting in a smooth upwardsloping line on the performance chart. 21 Apr 2018 We now nestle the special Coco bond issue by SwissRe into a more index- linked CAT bond over an indemnity or parametric one, but that basis risk6 potentially restrain dilution of their holdings if the current share price is 

21 Apr 2018 We now nestle the special Coco bond issue by SwissRe into a more index- linked CAT bond over an indemnity or parametric one, but that basis risk6 potentially restrain dilution of their holdings if the current share price is 

4 May 2012 Cat bonds are designed to offer reinsurance protection to the bond's The chart below clearly illustrates why wind risk is so important to U.S. Source: Swiss Re Capital Markets, Dec. The All Bond Index is the combination of the results of the other three indices for an aggregate market performance. 30 Jun 2008 For many, including reinsurers such as Swiss Reinsurance (ticker: SWCEY) According to the Swiss Re BB-Rated Cat Bond Index, cat bonds  Stock analysis for Swiss Re AG (SREN:SIX Swiss Ex) including stock price, stock chart, company news, key statistics, fundamentals and company profile. 1 Feb 1999 Cat bond prices are quoted on Bloomberg by Swiss Re New Markets notes, options to issue bonds, swaps on an index, cat equity puts and so on. once in 100 years) have fallen to pre-1992 levels (see chart on page 40). 7 Jan 2015 The chart below illustrates the spread compression In 2014 the Swiss Re Cat Bond Indices experienced modest growth with the Global.

15 Oct 2012 It's time for our fortnightly look at the Swiss Re Cat Bond Performance cat bonds (which you can quote and chart through Bloomberg here).

Except for Validus, the CAT bond index beats all other firms and the US$ portfolio for non-volatile returns hands down in the first 5 years. Hannover, Validus and the portfolio each make a strong comeback in the most recent 5 years. The 10-year cumulative return is 125% for the CAT bond index and 189% return for the US$ equity portfolio. refers to monthly performance of Swiss Re Can Bond Index vs. other indices Cat Bonds Equities IG Bonds Hedge Funds Commodities High Yield Bonds Ann. return (USD) +8.6% +6.1% +5.7% +2.2% +11.6% +9.7% Volatility (p.a.) 2.9% 15.1% 6.8% 5.0% 23.5% 9.6% % positive months 92% 65% 70% 65% 61% 75% Cat bonds positive, if index negative-88% 89% 84% 93% 86% “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

30 Jun 2008 For many, including reinsurers such as Swiss Reinsurance (ticker: SWCEY) According to the Swiss Re BB-Rated Cat Bond Index, cat bonds