Derivatives

According to Sidney Rostan, structurer in the Global Structured Credit & Solutions team at Natixis, the current market environment is favorable for cats bonds due to injections of capital from institutional investors looking for diversification

According to Jean-Louis Bertrand, an expert in weather risk management with METNEXT, this risk is likely over $ 400 billion per year, comparable to the foreign exchange risk. The business demand for hedging would be in the process of structuring the market ...

A short review of quantitative finance in France under the lens of the Next Finance website: Profile of quants, origins and outlook of the industry.

Munich Re has acquired coverage for US hurricane and European windstorm risks with a total volume of US$ 100m from the special-purpose vehicle Queen Street IV Capital Limited, which in turn has placed a catastrophe bond for this amount in the capital markets...

Rabobank successfully issued a US$ 2bn benchmark hybrid Tier 1 transaction. These capital securities, priced at a coupon of 8.40%, have been designed to comply with current Dutch and European Regulatory requirements (CRD II)...