Alternative Risk Transfer and Insurance-Linked Securitisation
Alternative Risk Transfer and Insurance-Lin" rel="nofollow">inked Securitisation
Order Description
PART ONE – Catastrophe bonds and non-proportional re/in" rel="nofollow">insurance
Select TWO cat bonds that have been issued within" rel="nofollow">in the last 12 months – ONE with an in" rel="nofollow">indemnity trigger, and ONE with a non-in" rel="nofollow">indemnity trigger.
A. Outlin" rel="nofollow">ine the key details of your chosen two Cat bonds; (2 x 7.5 = 15 marks)
B. Analysis carefully the prin" rel="nofollow">incipal features that make Cat bonds ‘alternative’ (i.e. in" rel="nofollow">in comparison to the nearest more traditional re/in" rel="nofollow">insurance product), illustratin" rel="nofollow">ing
your poin" rel="nofollow">ints with details from your two chosen cat bonds; (20 marks)
C. Evaluate the advantages and disadvantages of each of your chosen Cat bonds from the perspective of the issuer; (20 marks)
D. Evaluate the advantages and disadvantages of each of your chosen Cat bonds from the perspective of the in" rel="nofollow">investors. (10 marks)
PART TWO - Contin" rel="nofollow">ingent capital, sidecars and proportional rein" rel="nofollow">insurance
A. Outlin" rel="nofollow">ine the key details of an actual contin" rel="nofollow">ingent capital transaction placed for an in" rel="nofollow">insurance company in" rel="nofollow">in the last 5 years; (5 marks)
B. Outlin" rel="nofollow">ine the key details of an actual sidecar transaction placed for an in" rel="nofollow">insurance company in" rel="nofollow">in the last 5 years; (5 marks)
C. Compare and contrast the features of your chosen contin" rel="nofollow">ingent capital and sidecar transactions, with each other, and with a traditional proportional rein" rel="nofollow">insurance
policy. (10 marks)
PART THREE – The future of ILS Alternative capital to contin" rel="nofollow">inue disruption of rein" rel="nofollow">insurance: Nelson, Lloyd’s (artemis, 13 May 2016)
The talk over the last 20 years sin" rel="nofollow">ince the emergence of ILS in" rel="nofollow">in the mid-1990s has been of the ‘convergence’ of ILS and traditional rein" rel="nofollow">insurance. John Nelson (Chairman of
Lloyd’s) above has now spoken of ‘disruption’. Do you consider that ILS & rein" rel="nofollow">insurance have now converged? In what ways has ILS disrupted rein" rel="nofollow">insurance? What do you thin" rel="nofollow">ink
are the key factors that will in" rel="nofollow">influence the future evolution and development of ILS? (15 marks)
Length guidelin" rel="nofollow">ine: between 1,500 to 2,500 words, but no penalties for exceedin" rel="nofollow">ing this length (as long as material is all relevant).