Information
This Informationtab is available only for Cat Bond programs.
|
Name |
Value |
|---|---|
|
Sponsor |
Name of bond sponsor (the cedant). |
|
Modeling Firm |
Name of company holding this bond. |
|
Manager |
Name of person or entity managing this bond. |
|
Collateral Account |
Name of entity securing this bond. |
|
Collateral |
Type of investment to secure the bond. |
|
Reference Rate |
Rate used in coupon calculations for Cat Bonds. |
|
Trigger Type |
Type of trigger specific to Cat Bonds. |
|
Cover Type |
|
|
Covered Perils/Areas |
Perils and areas covered by this bond. |
Offering Risk Analysis |
|
Offering Attachment Probability % |
The likelihood the cat bond will suffer some losses over the course of the defined period. |
Offering Expected Loss % |
The average loss that investors can expect to incur over the course of a period divided by the principal amount invested (which typically equals the reinsurance limit). |
Offering Exhausted Probability % |
The probability that there will be a 100% loss to a contract, this will be less than or equal to the expected loss. |
Rating Agency |
Rating agency associated with bond rating. |
Rating |
Rating assigned to the bond. |
Additional Information |
Related information. |