Tag Archives: cat bonds
Our Scariest Capital Markets Risk – Waiting for the Perfect Time as an Excuse for the Status Quo
Voltaire’s “Dit que le mieux est l’ennemi du bien”* is a cliché well understood by most executives in reinsurance, finance, and asset management. They do not generally let market timing influence ordinary course decisions towards the status quo (e.g., do … Continue reading →
Behind the Non-Life Cat Bond Transaction of the Year
The Golden State Re deal comprised a number of creative features that were firsts for not only WCMA, but the insurance-linked securities market. Guest blogger Adam Beatty of our WCMA division explains what was new about it. Continue reading →
Outstanding Catastrophe Bond Capacity Back Over $14 Billion
Back to Previous High-Water Mark This month the catastrophe bond market has quietly passed a rather significant milestone. The total outstanding non-life issuance is back over $14 billion for the first time since June 2008. So does this mean the … Continue reading →
Property Catastrophe Pricing Remains in Check: Where is the Hard Market?
Our recent Willis Insurance-Linked Securities (ILS) Update reported property catastrophe rate increases but hardly the return to a hard market that many have been predicting. Why is this so? Continue reading →
New Madrid Quakes 200 Years Later–More Devastating?
200 years ago today, the first of three devastating New Madrid earthquakes struck the Central U.S. What damage would such quakes wreak today? Continue reading →
T&D Cover – Gone With The Wind?
The power sector's transmission and distribution networks (T&D) are exposed to European winter storms, but meaningful levels of T&D insurance is hard to find. Continue reading →











