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

21 May 2012

Record 2011 for longevity swaps

19 January 2012

Two recent billion-dollar transactions completed a stellar year for the longevity swap market, which posted volumes of more than £6bn insuring against the risk of pensioners living longer than expected.

Click to enlarge Volumes were up from £4.3bn in 2010.

Transaction numbers were also up, from two deals in 2010 to five last year. Goldman Sachs subsidiary Rothesay Life signed a £1.3bn longevity swap with a British Airways pension scheme in a repeat of a 2010 deal concluded by the...

You are currently viewing an incomplete version of this article. If you are a subscriber then please login now. If you are a non-subscriber but would like to be able to view this article, then please select from the purchasing options below.

Purchase


Share: This article was published as part of issue January 2012/1

Insider Publishing Limited - 2nd Floor Asia House, 31-33 Lime Street, London, EC3M 7HT, United Kingdom. The content of this website is copyright of Insider Publishing Limited 2012. All rights reserved Insider Publishing Limited actively monitors usage of our website and products and reserves the right to terminate accounts if abuse occurs.

Π