Catastrophe Bonds - Predicting the Unpredictable - Sandro Kriesch - Webinar


Unstructured Learning

Date: 16 October 2016

CPD Hours: 35 minutes

From an initial top down view of the asset class, Sandro demonstrates the quantitative methods that can be used in order to ‘predict the unpredictable’ or, rather, ascribe a greater degree of certainty around the likelihood of default for a catastrophe bond than could be said to be the case for many corporate bonds in the market at this time.

Learning Objectives

  • Identify the main characteristics of catastrophe bones and the rationale in investing in them
  • Explain the typical risk metrics of such bonds
  • Explain how such bonds are triggered and the pay out mechanics
  • Explain the risk metrics and quantitative and qualitative pricing rationales

CPD Hours

0h 35m

Media Type