Cat Bond Investors Braced for Japan Disaster Hit By Sarah Mortimer | March 30, 2011 Email This Subscribe to Newsletter Email to a friend Facebook Tweet LinkedIn Print Article Article 1 Comment March 31, 2011 at 9:27 am Bill Rempel says: Like or Dislike: 0 0Considering how EAFE, S&P500, and the currency carry trade all moved adversely post-earthquake … Maybe those catastrophe bonds aren’t as “non-correlated” as the hedge funds THINK they are? Which makes me wonder if the market for such bonds is going to be as strong in the future … Reply Add a Comment Cancel reply Your email address will not be published. Required fields are marked * Name * Email * Comment ΔNotify me of comments via e-mail
Considering how EAFE, S&P500, and the currency carry trade all moved adversely post-earthquake …
Maybe those catastrophe bonds aren’t as “non-correlated” as the hedge funds THINK they are?
Which makes me wonder if the market for such bonds is going to be as strong in the future …