<?xml version="1.0" encoding="utf-8"?>
<rss version="2.0" 
    xmlns:dc="http://purl.org/dc/elements/1.1/"
    xmlns:sy="http://purl.org/rss/1.0/modules/syndication/"
    xmlns:admin="http://webns.net/mvcb/"
    xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#"
    xmlns:content="http://purl.org/rss/1.0/modules/content/"
	xmlns:itunes="http://www.itunes.com/dtds/podcast-1.0.dtd">
	<channel>
<title>RiskMarketNews</title><link>http://www.riskmarketnews.com/index.html</link><description>Hot News&#x21;</description><dc:language>en</dc:language><dc:creator>cwestfall@riskmarketnews.com</dc:creator><dc:rights>Copyright 2009 Parametric Publishing&#x2c; L.L.C.</dc:rights><dc:date>2012-11-12T09:42:28-05:00</dc:date><admin:generatorAgent rdf:resource="http://www.realmacsoftware.com/" />
<admin:errorReportsTo rdf:resource="mailto:cwestfall@riskmarketnews.com" /><sy:updatePeriod>hourly</sy:updatePeriod>
<sy:updateFrequency>1</sy:updateFrequency>
<sy:updateBase>2000-01-01T12:00+00:00</sy:updateBase>
<lastBuildDate>Fri, 7 Nov 2008 21:29:23 -0500</lastBuildDate><item><title>L&#x2019;Aquila Verdict: A Catastrophe Modeling Foreshock</title><dc:creator>cwestfall@riskmarketnews.com</dc:creator><category>Modeling Firms</category><dc:date>2012-11-12T09:42:28-05:00</dc:date><link>http://www.riskmarketnews.com/analysis/files/LAquila_Verdict_A_Catastrophe_Modeling_Foreshock.html#unique-entry-id-53</link><guid isPermaLink="true">http://www.riskmarketnews.com/analysis/files/LAquila_Verdict_A_Catastrophe_Modeling_Foreshock.html#unique-entry-id-53</guid><content:encoded><![CDATA[<span style="font-size:14px; "><em>Modeler liability is quickly becoming a hot topic among clients and the modeling firms.</em></span>]]></content:encoded></item><item><title>Catastrophe Q&#x26;A: William Dubinsky Willis Captial Markets</title><dc:creator>cwestfall@riskmarketnews.com</dc:creator><category>Cat Q&#x26;A</category><dc:date>2012-06-03T23:49:58-04:00</dc:date><link>http://www.riskmarketnews.com/analysis/files/Catastrophe_QA_William_Dubinsky_Willis_Captial_Markets.html#unique-entry-id-52</link><guid isPermaLink="true">http://www.riskmarketnews.com/analysis/files/Catastrophe_QA_William_Dubinsky_Willis_Captial_Markets.html#unique-entry-id-52</guid><content:encoded><![CDATA[<span style="font-size:14px; "><em>The 2012 hurricane season witnesses many large U.S. insurers of last resort tapping the catastrophe market for the first time. Willis&rsquo; Dubinsky explains why it all makes sense.</em></span>]]></content:encoded></item><item><title>Can Turning Up the &#x22;Volume&#x22; on Cat Bonds Create Transparency?</title><dc:creator>cwestfall@riskmarketnews.com</dc:creator><category>New Issues</category><dc:date>2010-06-09T19:49:20-04:00</dc:date><link>http://www.riskmarketnews.com/analysis/files/Can_Turning_Up_the__Volume_on_Cat_Bonds.html#unique-entry-id-48</link><guid isPermaLink="true">http://www.riskmarketnews.com/analysis/files/Can_Turning_Up_the__Volume_on_Cat_Bonds.html#unique-entry-id-48</guid><content:encoded><![CDATA[<span style="font-size:14px; "><em>A push for dealers to provide secondary market volume numbers in catastrophe bonds is much more difficult task than it may seem.<br />Aon Benfield's Paul Schultz and Albert Selius of Securis Investment Partners discuss the pros and cons.<br /></em></span>]]></content:encoded></item><item><title>New Catastrophe Bond Sponsors Mostly Absent in First Half of 2010</title><dc:creator>cwestfall@riskmarketnews.com</dc:creator><category>New Issues</category><category>Reinsurance</category><dc:date>2010-06-08T09:05:42-04:00</dc:date><link>http://www.riskmarketnews.com/analysis/files/New_Sponsors_Sit_on_the_Catastrophe_Bond_Sidelines.html#unique-entry-id-47</link><guid isPermaLink="true">http://www.riskmarketnews.com/analysis/files/New_Sponsors_Sit_on_the_Catastrophe_Bond_Sidelines.html#unique-entry-id-47</guid><content:encoded><![CDATA[<span style="font-size:14px; "><em>Save for the long awaited arrival of AIG, 2010 sponsors of cat bonds have been familiar names thus far. What does this say about market growth?<br />William Dubinsky of Willis and Armored Wolf's John Brynjolfsson comment.<br /></em></span>]]></content:encoded></item><item><title>Shaky Loss Estimates Often Follow Catastrophes</title><dc:creator>cwestfall@riskmarketnews.com</dc:creator><category>Modeler Profile</category><dc:date>2010-03-08T06:10:54-05:00</dc:date><link>http://www.riskmarketnews.com/analysis/files/Shaky_Loss_Estimates_Often_Follow_Catastrophes.html#unique-entry-id-46</link><guid isPermaLink="true">http://www.riskmarketnews.com/analysis/files/Shaky_Loss_Estimates_Often_Follow_Catastrophes.html#unique-entry-id-46</guid><content:encoded><![CDATA[<span style="font-size:14px; "><em>Despite sweeping ranges that are quickly restated, modelers continue to issue loss estimates shortly after major catastrophes. </em></span>]]></content:encoded></item><item><title>Can ILS Move Beyond the Boutique?</title><dc:creator>cwestfall@riskmarketnews.com</dc:creator><category>New Issues</category><category>Reinsurance</category><dc:date>2010-02-08T13:14:59-05:00</dc:date><link>http://www.riskmarketnews.com/analysis/files/Can_ILS_Move_Beyond_the_Boutique.html#unique-entry-id-45</link><guid isPermaLink="true">http://www.riskmarketnews.com/analysis/files/Can_ILS_Move_Beyond_the_Boutique.html#unique-entry-id-45</guid><content:encoded><![CDATA[<span style="font-size:14px; "><em>While it may never eclipse traditional reinsurance, a healthy &ldquo;boutique&rdquo; industry could thrive if catastrophe bond pros address investor concerns.</em></span>]]></content:encoded></item><item><title>Basis Risk Remains Key Problem for Cat Bond Market</title><dc:creator>cwestfall@riskmarketnews.com</dc:creator><category>Reinsurance</category><category>New Issues</category><dc:date>2010-02-08T13:06:52-05:00</dc:date><link>http://www.riskmarketnews.com/analysis/files/Basis_Risk_Remains_Key_Problem_for%20Cat_Bond_Market.html#unique-entry-id-44</link><guid isPermaLink="true">http://www.riskmarketnews.com/analysis/files/Basis_Risk_Remains_Key_Problem_for%20Cat_Bond_Market.html#unique-entry-id-44</guid><content:encoded><![CDATA[<span style="font-size:14px; "><em>Despite a decade of trying to overcome the stigma of basis risk, the gulf between modeled and actual losses will only become greater as the catastrophe bond market grows</em></span><span style="font-size:14px; ">.</span>]]></content:encoded></item><item><title>New Longevity Market Group Open to ISDA Input on Standards</title><dc:creator>cwestfall@riskmarketnews.com</dc:creator><category>Regulation</category><dc:date>2010-02-02T10:33:34-05:00</dc:date><link>http://www.riskmarketnews.com/analysis/files/New_Longevity_Market_Group_Open_to_ISDA_Input.html#unique-entry-id-43</link><guid isPermaLink="true">http://www.riskmarketnews.com/analysis/files/New_Longevity_Market_Group_Open_to_ISDA_Input.html#unique-entry-id-43</guid><content:encoded><![CDATA[<span style="font-size:14px; "><em>No plans yet to share information on longevity swap market standards with ISDA. JP Morgan&rsquo;s LifeMetrics could become part of the new group.<br /></em></span>]]></content:encoded></item><item><title>Travelers in the Market with &#x24;250 Million Longpoint II Cat Bond</title><dc:creator>cwestfall@riskmarketnews.com</dc:creator><category>New Issues</category><dc:date>2009-12-02T09:00:25-05:00</dc:date><link>http://www.riskmarketnews.com/analysis/files/9c6cd6d26e0007ea9c3208e03a22c338-42.html#unique-entry-id-42</link><guid isPermaLink="true">http://www.riskmarketnews.com/analysis/files/9c6cd6d26e0007ea9c3208e03a22c338-42.html#unique-entry-id-42</guid><content:encoded><![CDATA[<span style="font-size:14px; "><em>The carrier is looking to replace its existing program with a two tranche deal.</em></span>]]></content:encoded></item><item><title>Investor Profile: Clariden Leu&#x27;s Michael Stahel</title><dc:creator>cwestfall@riskmarketnews.com</dc:creator><category>Investor Profile</category><dc:date>2009-12-01T04:26:07-05:00</dc:date><link>http://www.riskmarketnews.com/analysis/files/c787df3b2cb06315e25f48e711d4d6c3-41.html#unique-entry-id-41</link><guid isPermaLink="true">http://www.riskmarketnews.com/analysis/files/c787df3b2cb06315e25f48e711d4d6c3-41.html#unique-entry-id-41</guid><content:encoded><![CDATA[<span style="font-size:14px; "><em>The head of the Zurich-based bank&rsquo;s ILS team describes its strategy and how his team was able to take advantage of the market turnaround.</em></span>]]></content:encoded></item><item><title>NGO Exploring Capital Markets Structures to Expand Index Program</title><dc:creator>cwestfall@riskmarketnews.com</dc:creator><category>Cat Strat</category><dc:date>2009-11-16T12:21:57-05:00</dc:date><link>http://www.riskmarketnews.com/analysis/files/687822da0bd6f8f77dfa4e96b43c289b-40.html#unique-entry-id-40</link><guid isPermaLink="true">http://www.riskmarketnews.com/analysis/files/687822da0bd6f8f77dfa4e96b43c289b-40.html#unique-entry-id-40</guid><content:encoded><![CDATA[<span style="font-size:14px; "><em>A study is underway on the use of insurance linked securities to expand catastrophe cover in developing countries. Industry pros say hurdles are significant.</em></span><br />]]></content:encoded></item><item><title>Cat Strat: Fermat Capital&#x27;s John Seo</title><dc:creator>cwestfall@riskmarketnews.com</dc:creator><category>ILS Strategies</category><dc:date>2009-06-08T05:25:26-04:00</dc:date><link>http://www.riskmarketnews.com/analysis/files/ed13f8032bc4728a8e50aef249e0d6e8-37.html#unique-entry-id-37</link><guid isPermaLink="true">http://www.riskmarketnews.com/analysis/files/ed13f8032bc4728a8e50aef249e0d6e8-37.html#unique-entry-id-37</guid><content:encoded><![CDATA[<span style="font-size:14px; "><em>A new discussion with investors in insurance-linked securities. In this edition, RiskMarketNews talks to one of the largest investors in catastrophe bonds to discuss the development of the market and the new challenges of managing old collateral.</em></span>]]></content:encoded></item><item><title>XXX/AXXX Market in Slow Thaw</title><dc:creator>cwestfall@riskmarketnews.com</dc:creator><category>Life Strat</category><dc:date>2009-04-30T12:09:53-04:00</dc:date><link>http://www.riskmarketnews.com/analysis/files/d25873992319808cb7c4a27415dbcf65-32.html#unique-entry-id-32</link><guid isPermaLink="true">http://www.riskmarketnews.com/analysis/files/d25873992319808cb7c4a27415dbcf65-32.html#unique-entry-id-32</guid><content:encoded><![CDATA[<span style="font-size:14px; "><em>The market for funding life insurance reserves is slowly coming back but investor skittishness coupled with wide credit spreads means any any chance of securitizing those assets will be a long time coming.</em></span>]]></content:encoded></item><item><title>AIG&#x2c; Danny Pang and Due Diligence</title><dc:creator>cwestfall@riskmarketnews.com</dc:creator><category>Life Strat</category><category>Regulation</category><dc:date>2009-04-17T11:32:57-04:00</dc:date><link>http://www.riskmarketnews.com/analysis/files/9313ad568699b9571f4d38a48555e621-30.html#unique-entry-id-30</link><guid isPermaLink="true">http://www.riskmarketnews.com/analysis/files/9313ad568699b9571f4d38a48555e621-30.html#unique-entry-id-30</guid><content:encoded><![CDATA[<span style="font-size:14px; "><em>The troubles of a high profile investor and the first successful large securitization both point to the need for increased due diligence in life settlements.</em></span><em><br /></em>]]></content:encoded></item><item><title>It Ain&#x2019;t Easy &#x5b;Quantifying&#x5d; Being Green</title><dc:creator>cwestfall@riskmarketnews.com</dc:creator><category>Reinsurance</category><category>Modeler Profile</category><dc:date>2009-04-15T09:22:53-04:00</dc:date><link>http://www.riskmarketnews.com/analysis/files/d4458a48b650a1bbf0790a90cb8f5cf8-29.html#unique-entry-id-29</link><guid isPermaLink="true">http://www.riskmarketnews.com/analysis/files/d4458a48b650a1bbf0790a90cb8f5cf8-29.html#unique-entry-id-29</guid><content:encoded><![CDATA[<span style="font-size:14px; ">Green building practices will have an impact on rebuilding costs after a loss event, but how much remains in question for insurers. <br /></span>]]></content:encoded></item><item><title>Life Insurers Get Off Their &#x201c;One-Trick Pony&#x201d; </title><dc:creator>cwestfall@riskmarketnews.com</dc:creator><category>Life Strat</category><category>Regulation</category><dc:date>2009-03-16T08:33:10-04:00</dc:date><link>http://www.riskmarketnews.com/analysis/files/80f174c944f2e5ab47aa70d8b0e54cf4-21.html#unique-entry-id-21</link><guid isPermaLink="true">http://www.riskmarketnews.com/analysis/files/80f174c944f2e5ab47aa70d8b0e54cf4-21.html#unique-entry-id-21</guid><content:encoded><![CDATA[<span style="font-size:14px; ">Funding-agreement-backed notes become the next securitization victim.</span>]]></content:encoded></item><item><title>The High Cost of Cat Bond Safety</title><dc:creator>cwestfall@riskmarketnews.com</dc:creator><category>Cat Strat</category><category>Reinsurance</category><dc:date>2009-03-10T11:38:27-04:00</dc:date><link>http://www.riskmarketnews.com/analysis/files/565991d7708bc3206b477fd4425b1668-20.html#unique-entry-id-20</link><guid isPermaLink="true">http://www.riskmarketnews.com/analysis/files/565991d7708bc3206b477fd4425b1668-20.html#unique-entry-id-20</guid><content:encoded><![CDATA[<span style="font-size:14px; ">Catastrophe bonds will remain a very pricey alternative for the immediate future.</span>]]></content:encoded></item><item><title>New PERILS Program Underscores Exposure Risk</title><dc:creator>cwestfall@riskmarketnews.com</dc:creator><category>Modeler Profile</category><category>Reinsurance</category><dc:date>2009-02-20T12:31:05-05:00</dc:date><link>http://www.riskmarketnews.com/analysis/files/05010bd9feb0ece7f1ba4336aba74994-16.html#unique-entry-id-16</link><guid isPermaLink="true">http://www.riskmarketnews.com/analysis/files/05010bd9feb0ece7f1ba4336aba74994-16.html#unique-entry-id-16</guid><content:encoded><![CDATA[<span style="font-size:14px; "><em>Getting exposure data correct is key to model worries.</em></span>]]></content:encoded></item><item><title>Market Snapshot: Latin America</title><dc:creator>cwestfall@riskmarketnews.com</dc:creator><category>Cat Strat</category><category>Regulation</category><dc:date>2009-02-17T17:42:01-05:00</dc:date><link>http://www.riskmarketnews.com/analysis/files/24e13bb3f5179a83909245ab4fdae504-15.html#unique-entry-id-15</link><guid isPermaLink="true">http://www.riskmarketnews.com/analysis/files/24e13bb3f5179a83909245ab4fdae504-15.html#unique-entry-id-15</guid><content:encoded><![CDATA[<span style="font-size:14px; "><em>The region&rsquo;s cat risk may demand a larger role for capital markets.</em></span><em><br /></em>]]></content:encoded></item><item><title>Reinsurance Questions Remain in the Wake of Cat Bond Defaults</title><dc:creator>cwestfall@riskmarketnews.com</dc:creator><category>Cat Strat</category><category>Regulation</category><category>Reinsurance</category><dc:date>2009-02-05T10:05:41-05:00</dc:date><link>http://www.riskmarketnews.com/analysis/files/159105b3d9ab73acd051ed42fa10f6a8-13.html#unique-entry-id-13</link><guid isPermaLink="true">http://www.riskmarketnews.com/analysis/files/159105b3d9ab73acd051ed42fa10f6a8-13.html#unique-entry-id-13</guid><content:encoded><![CDATA[<span style="font-size:14px; "><em>Although interest payments end, premium may continue to flow.</em></span>]]></content:encoded></item><item><title>Settlement Industry Expects &#x201c;Perfect Storm&#x201d;</title><dc:creator>cwestfall@riskmarketnews.com</dc:creator><category>Life Strat</category><dc:date>2009-02-02T10:32:25-05:00</dc:date><link>http://www.riskmarketnews.com/analysis/files/9aca36d37c533e8af1385338ef995b1e-12.html#unique-entry-id-12</link><guid isPermaLink="true">http://www.riskmarketnews.com/analysis/files/9aca36d37c533e8af1385338ef995b1e-12.html#unique-entry-id-12</guid><content:encoded><![CDATA[<span style="font-size:14px; "><em>Mortality, credit issues will create major losses.</em></span>]]></content:encoded></item><item><title>Cat Bonds Stuck in Neutral</title><dc:creator>cwestfall@riskmarketnews.com</dc:creator><category>Cat Strat</category><category>Reinsurance</category><dc:date>2009-01-30T06:52:02-05:00</dc:date><link>http://www.riskmarketnews.com/analysis/files/5b56ae0f1e3239357893e753a52fb9e4-11.html#unique-entry-id-11</link><guid isPermaLink="true">http://www.riskmarketnews.com/analysis/files/5b56ae0f1e3239357893e753a52fb9e4-11.html#unique-entry-id-11</guid><content:encoded><![CDATA[<span style="font-size:14px; "><em>All issues  -- including reinsurance capacity and carrier losses -- are taking a back seat to credit quality.</em></span>]]></content:encoded></item><item><title>Cat Surprises Create Model Questions</title><dc:creator>cwestfall@riskmarketnews.com</dc:creator><category>Modeler Profile</category><category>Reinsurance</category><dc:date>2009-01-16T11:38:08-05:00</dc:date><link>http://www.riskmarketnews.com/analysis/files/d1fb67246e10e04c803b1139b1c59ce2-6.html#unique-entry-id-6</link><guid isPermaLink="true">http://www.riskmarketnews.com/analysis/files/d1fb67246e10e04c803b1139b1c59ce2-6.html#unique-entry-id-6</guid><content:encoded><![CDATA[<span style="font-size:14px; "><em>Losses in 2008 seem to have taken the industry and catastrophe models by surprise.</em></span>]]></content:encoded></item><item><title>Repairing Cat Bond Collateral Damage</title><dc:creator>cwestfall@riskmarketnews.com</dc:creator><category>Cat Strat</category><dc:date>2009-01-12T11:09:39-05:00</dc:date><link>http://www.riskmarketnews.com/analysis/files/77a6a1ff8c7c1f9f008e82580e2946b0-4.html#unique-entry-id-4</link><guid isPermaLink="true">http://www.riskmarketnews.com/analysis/files/77a6a1ff8c7c1f9f008e82580e2946b0-4.html#unique-entry-id-4</guid><content:encoded><![CDATA[<span style="font-size:14px; "><em>Lehman Brothers&rsquo; collapse has made investors in catastrophe bonds once bitten and twice shy.<br /></em></span>]]></content:encoded></item></channel>
</rss>