As the catastrophe bond market continues to expand into new perils and more complex structures, broad and credible modelling coverage becomes highly important. However, reinsurer Swiss Re’s proprietary catastrophe models allow the firm to analyse a wider range of risks, which according to executives expands the “investable universe” while maintaining a well-understood risk-return profile.
Artemis recently spoke to Balz Grollimund, PhD, Head of Catastrophe Perils, and Mariagiovanna Guatteri, PhD, Chief Investment Officer of Swiss Re Insurance-Linked Investment Advisors Corp. (SRILIAC), who both explained how Swiss Re’s in-house catastrophe modelling capability works in practice, and how it also supports investment decisions.
Across the reinsurance space, Swiss Re is a very well-known name. However, within the insurance-linked securities (ILS) industry, the firm is known for being both an issuer or fund manager for ILS. We asked the executives what this multi-faceted role means for ILS investors.
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