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

19 May 2012

Euro wind ILW traders buy up expected loss curve

15 November 2010

Buyers of industry loss warranty (ILW) instruments are seeking more risky exposure to European wind to provide balance to the low-risk new ILS issuance that has hit the market in recent months.

Investors are enquiring about Euro wind ILWs with industry loss triggers of between EUR7.5bn and EUR15bn, which have much higher expected losses and carry higher pricing as a result, according to Willis Re executive director Henry Kingham.

Euro wind ILWs with a $7.5bn trigger level are priced at...

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