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

19 May 2012

Cat bond pricing recovers in January

4 February 2011

A blend of slow new ILS issuance, investor capital inflows and portfolio re-balancing pushed the Swiss Re all cat bond price return index upwards in January.

After four consecutive weeks of decline in December, the index rose from a low of 97.73 on 7 January to 98.02 on 21 January, before falling back slightly to close the month at 98.01 (see chart, click to enlarge).

The index - which tracks the price return for all outstanding dollar-denominated cat bonds based...

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