Unique structuring methodology frees insurer to access capital markets all year round
Successful placement of SCOR bond indicates increased investor appetite for life risk
Investors and lawyers voice concerns about using segregated accounts structure to issue streamlined cat bond instruments
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Innovative structures seek to break dominance of US wind peril over ILS market
New sponsors contribute to near-record first-half activity setting optimistic mood for rest of the year
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
Catastrophe product looks to capitalise on perceived investor appetite for oil spill risk
Waiting out the storm
Two senior heads at Axa Investment Managers anticipate escalating demand for catastrophe bonds.
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.