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Climate Change and Financial Markets: catastrophe instruments, reinsurance, securitisation and risk transfer

ESRC, MMF and WFRI Finance Workshop Series

One Day Workshop


Climate Change and Financial Markets:  catastrophe instruments, reinsurance, securitisation and risk transfer


Friday 11th January 2008


Papers available to download:

Managing Climate Risks - Some Lessons From Monetary Policy
Andrew Sentance (Warwick University and Member of the Monetary Policy Committee, Bank of England)

Why Have Exchange Traded Catastrophe Instruments Failed to Displace Reinsurance?
            Michel Habib (University of Zurich, Swiss Banking Institute)

Pricing of Catastrophe Reinsurance and Derivatives with a Cox Process with Shot Noise Intensity
Angelos Dassios (London School of Economics)

Climate Change and the Insurance Industry
            Trevor Maynard (Manager Emerging Risks, Lloyds Insurance)

The Robustness of Arbitrage-Free and Actuarial Models in the Pricing and Hedging Catastrophe Derivatives
Stephen Weston (Global Credit Trading, Risk Management, Deutsche Bank , London)




To view the programme - please click