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A SQUARE

Securis I Fund

Wednesday, May 23, 2007
The fund invests primarily in assets which carry exposure to insurance risk, in particular, insurance-linked securities (ILS). The returns arise from receipt of cash flows over time..

A SQUARE :: 23May07 Securis I Fund
Category Insurance
Faculty Espen Nordhus
Expertise Insurance Linked Securities
Author Sona Blessing
Faculty Name
ILS are securities issued by an insurance or reinsurance company or other insurance risk aggregator and purchased by capital market investors. As a result, insurance risks of various types - for example, mortality, longevity, certain property classes or catastrophe – can be transferred from the issuer to the owner of the security.
The process of issuing such securities is commonly referred to as insurance securitisation.
By owning an ILS, the Master Fund will own the right to future cash flows. The expected returns from these securities will mainly depend on the occurrence and severity of insurance events, as well as, to some extent, general capital market movements
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