Liberalised cat modelling market will place extra demands on model validation
Sidecars mimicking ILS funds to lure investors entering collateralised reinsurance space
Piecemeal reform of reinsurance laws continues to frustrate Lloyd’s market
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
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Innovative structures seek to break dominance of US wind peril over ILS market
Pick and mix
Let commercial market price risk, while governments should focus on risk-reduction, think-tank says
Steps to improve risk modelling needed if Europe wants insurers to increase cat risk exposure, say experts
Third-party solutions increasingly sought by firms seeking reinsurance and retrocession
Contingent business interruption models beginning to emerge, but data a challenge
New sponsors contribute to near-record first-half activity setting optimistic mood for rest of the year
Flooding in Thailand was 'wake-up call' to industry
Record Q1 for cat bonds as pension funds increase capacity
Despite a subdued level of activity in 2011, the cat bond market is expected to boom this year as new investors pile in and rates harden in the traditional reinsurance market. Thomas Whittaker repor...
Life insurers and pension funds using insurance-linked securities as diversifier, as deal activity jumps in fourth quarter
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.