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

24 February 2018

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Swiss Re: mid-teens rise for ILS spreads post-HIM

9 February 2018

ILS spreads have widened in the mid-to-high teens range after last year's losses, Swiss Re Capital Markets estimated in its latest quarterly market report.

It noted that spreads for cat bonds at a BB risk level settled around 20 percent wider after recovering from the hurricane season shock, while the equivalent of B rated transactions were about 50 percent higher.

But this included some "noise" from aggregate bonds trading at distressed levels, the broker-dealer said.

It derived its mid-to-high teens...


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