Splet01. avg. 2014 · Swiss Re Cat Bond Indices Methodology. The Swiss Re Cat Bond Performance Indices (the “Indices”) are a suite of indices designed to reflect the returns of the catastrophe bond market. Swiss Re Capital Markets launched the Indices in 2007 as … Splet16. nov. 2024 · U.S. HY corporate debt: S&P U.S. High Yield Corporate Bond Index Total Return (SPUHYBDT); Emerging market debt: J.P. Morgan EMBI Global Total Return Index (JPEIGLBL); Global equity: MSCI World Net Total Return USD Index (NDDUWI); Cat bonds: Swiss Re Global Cat Bond Index (SRGLTRR); U.S. REIT: Bloomberg US REITs Index …
SBI – Swiss Bond Indices SIX
Splet16. okt. 2009 · The Swiss Re Catastrophe Bond Total Return Index, which tracks the total return for all outstanding dollar-denominated cat bonds and is based on Swiss Re RUKN.VX pricing indications only, rose to ... SpletCat Bonds: Swiss Re Cat Bond Index, equities:S&P500 Total Return Index, IG bonds: JP Morgan IG Corporate Total Return Index, commodities: S&P Goldman Sachs Commodity … fender master acoustic
Swiss Re catastrophe bond indices continue to climb - ARTEMIS
SpletCatastrophe Bond Structuring, and Placement Services. Swiss Re has been a leading member of the alternative risk transformation market since its start in 1997. We are the top arranger and top sponsor of catastrophe bonds since the market's inception. (Based on number of deals issued and recorded in Swiss Re Capital Markets deal database as at 1 ... Splet01. jun. 2024 · In terms of total return, over the longer run the Swiss Re Cat Bond Total Return Index roughly matches that of the S&P 500 or certain types of high-yield bond funds, while giving the fillip of diversification. ... while Securis Investment Partners (a subsidiary of Northill Global Funds) offers several cat-bond funds. Nephila Capital, with ... Splet01. mar. 2024 · Swiss Re indices. The Swiss Re CAT bond performance indices are designed to reflect the returns of CAT bond markets. 1 Their construction methodology is described in Swiss Re (2014). They are the only such indices provided on a weekly basis. 2 We consider four baskets tracking total returns, which are composed of the coupon … fender mary kaye stratocaster