All the glossaryGlossary

Alternative risk transfer

Risk carried otherwise than by a treaty: catastrophe bonds, index capital, captives, parametric structures, and the probability measures these instruments trade on.

22 terms
144A cat bondAggregate exceedance probability curveAttachment probabilityCat bond extension periodCat bond resetCat bond spreadCollateralized retrocessionDiversifying perilExpected loss on an ILS trancheILS fundILS managerILS multipleILS secondary marketILS side pocketILS transformerIndex triggerModeled loss triggerOccurrence exceedance probability curvePeak perilPrivate cat bondSpecial purpose insurerTrapped collateral
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