Insight and Intelligence on (Re)insurance Convergence with the Capital Markets

19 May 2012

Cat bond pricing recovers

13 October 2011

The Swiss Re cat bond price return index has recovered from its slump at the time of Hurricane Irene, returning to trading levels last seen in March around the time of the Tohoku earthquake.

The index tracks notional cat bond resale values based on Swiss Re pricing indications.

It dropped to its nadir this year of 92.61 on 26 August after quickly shedding 1.6 percent from its 19 August value as hurricane Irene headed towards the US coastline.

By 30...

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