Catastrophe Bonds at Swiss Re Harvard Case Solution & Analysis

In 2002, Swiss Re, the world's second - largest insurance company, is considering securitization of part of its risk portfolio in the capital markets. This will be a first for the company, which, until then, never transferred the risks from its balance sheet. Peter Giessmann, head Retrocession group considers catastrophe bonds as a way to transfer risk. "Cat bonds" are securities, the payments depend on the likelihood of disaster occurring, such as an earthquake or hurricane. This case describes the traditional reinsurance market and securitization efforts that have taken place in the past, and then focuses on solving the Swiss Re as a sell-side participants in the bond market cat. "Hide
by George Chacko, Vincent Dessain, Anders Sjoman, Peter Hecht Source: Harvard Business School 23 pages. Publication Date: September 2, 2004. Prod. #: 205006-PDF-ENG

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