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Annual Insurance Securitization Overviews
Annual Review and Commentary for the Four Quarters, Q2 2016 to Q1, 2017

Annual Review and Commentary for the Four Quarters, Q2 2016 to Q1, 2017

March 31, 2017


By: Morton N. Lane, President; Roger Beckwith, Vice President

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TRACE Data Twenty One Months On

Annual Review for the Four Quarters, Q2 2015 to Q1 2016

March 31, 2016


By: Morton N. Lane, President; Roger Beckwith, Vice President

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Annual Review for the Four Quarters, Q2 2014 to Q1 2015

Crawling Along or Coming Off Bottom? - Annual Review for the Four Quarters, Q2 2014 to Q1 2015

March 31, 2015


By: Morton N. Lane, President; Roger Beckwith, Vice President

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Straw Hats in Winter
Annual Review for the Four Quarters, Q2 2013 to Q1 2014

March 31, 2014

By: Morton N. Lane, President; Roger Beckwith, Vice President

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Soft markets Ahead?

Soft markets Ahead !?; Annual Review for the Four Quarters, Q2 1012 to Q1 2013

March 31, 2013


By: Morton N. Lane, President; Roger Beckwith, Vice President

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More Return; More Risk;

More Return; More Risk; Annual Review for the Four Quarters, Q2 2011 to Q1 2012

 

March 31, 2012


By: Morton N. Lane, President; Roger G. Beckwith, Vice President

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Tail Tales, or Shifts in Market Price and Risk in a Volatile Year

October 14, 2011

By: Morton N. Lane, President

2011 has not been the worst loss year ever. Nor has it been the year with the biggest single loss. But it might be the one with the greatest variety of losses. Consider, between February and the end of the third quarter there have been losses from New Zealand earthquakes (two), a massive Japan earthquake and tsunami, a huge number of tornadic losses in Joplin, Tuscaloosa and throughout the Midwest, an earthquake in Virginia and a northeast hurricane (Irene). Through it all the ILS market shifted and adjusted in price. This short note is record of those shifts. However, the intent is more than just recording price shifts; we also hope to see how risk appetites also shift and change – or, conversely, how stable the risk appetite is.

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Prague Spring or Louisiana Morning?

Annual Review for the Four Quarters, Q2 2010 to Q1 2011

March 31, 2011

By: Morton N. Lane, President; Roger G. Beckwith, Vice President


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Annual Review for the Four Quarters, Q2 2009 to Q1 2010

Annual Review for the Four Quarters, Q2 2009 to Q1 2010

April 16, 2010

By: Morton N. Lane, President; Roger Beckwith, Vice President

It is our practice to release updated Tables and Graphics demonstrating trends and activity in the ILS markets on an off-cycle, Q2 to Q1, basis. This release contains those updated Tables and Graphics.


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Change We Can Believe In

Annual 2009 ILS Review and Q1 2009 Quarterly Performance Review

April, 2009

By: Morton N. Lane, President; Roger G. Beckwith, Vice President

“Change we can believe in” was a very successful political campaign for 2008. Let’s hope it is just as successful for the ILS market in 2009. The “change” necessary for the ILS market involves the security of funds on deposit at Special Purpose Vehicles. The “belt and suspenders” protection the market thought it had, prior to the Lehman default, was found wanting. For four now infamous, ILS securities the belt (the Total Return Swap, TRS) broke with that default of Lehman but the suspenders (the collateral behind the swap) were then found to be of inquality. The old arrangement did not provide security to either cedants or investors. Pre-Lehman TRS mechanisms need “change” and the market is now preoccupied with deciding which change to believe in.


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