Insurance-Linked Securities Report 2008 - Aon

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Insurance-Linked Securities 2008 CATASTROPHE BOND ISSUANCE BY LOSS TRIGGER (Years ending June 30) Indemnity Index Modeled Loss Multiple Parametric Parametric Index Dual 11% 6% 34% 4% 3% 26% 17% 4% 4% 25% 4% 2007 2008 CATASTROPHE BOND ISSUANCE BY ExPECTED LOSS PERCENTAGE (Years ending June 30) 38 >5% 4% to 5% 3% to 4% 2% to 3% 1% to 2% .5% to 1% 0% to .5% 4% 6% 7% 15% 24% 26% 19% 14% 19% 5% 10% 10% 2007 2008 19% 14% 47% 24% Indemnity Index Modeled Loss Multiple Parametric Parametric Inde
Appendix II ILS market transaction summary As of June 30, 2008 Aon Capital Markets 39
Page 1 and 2: Insurance-Linked Securities 2008 In
Page 3 and 4: Foreword I am pleased to present th
Page 5 and 6: $ MM Aon Capital Markets Review of
Page 7 and 8: While transaction volumes have fall
Page 9 and 10: CATASTROPHE BOND ISSUANCE BY LOSS T
Page 11 and 12: New Insight into Catastrophe Bond M
Page 13 and 14: AON CAT BOND INDICES BY SECTOR (Yea
Page 15 and 16: Indemnity Triggers Reach New Height
Page 17 and 18: • Longer recovery. Since indemnit
Page 19 and 20: The Buy Side A review of the ILS in
Page 21 and 22: The ILS Market: Beyond Cat Bonds As
Page 23 and 24: Just-in-Case Capital As a prearrang
Page 25 and 26: Aon Capital Markets • Repurchase
Page 27 and 28: Continued Innovation Options and fu
Page 29 and 30: Aon Capital Markets CME Group devel
Page 31 and 32: Aon Capital Markets Despite some gr
Page 33 and 34: Appendix I Catastrophe bond issuanc
Page 35 and 36: CATASTROPHE BOND ISSUANCE BY YEAR (
Page 37: CATASTROPHE BOND ISSUANCE BY TRIGGE
Page 41 and 42: SUMMARY OF CATASTROPHE BONDS - 1997
Page 49 and 50: SUMMARY OF SIDECAR ISSUANCE Aon Cap
Page 52: 200 E. Randolph Street, Chicago, Il

Insurance-Linked Securities Report 2008 - Aon

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