PARTIIDENTIFICATIONANDANALYSISOFCATASTROPHICRISK
1 CatastropheandRisk
1.1Introduction
1.2Thenatureofcatastrophe
1.2.1Adefinition
1.2.2Frequency
1.2.3Vulnerability
1.2.4Measuringseverity
1.3Thescopeofimpact
1.4Catastropheandtheriskmanagementframework
1.5Overviewofthebook
2 RiskIdentificationI:Perils
2.1Naturalcatastrophe
2.1.1Geophysical
2.1.2Meteorological/atmospheric
2.1.3Othernaturaldisasters
2.2Man-madecatastrophe
2.2.1Terrorism
2.2.2Industrialcontamination
2.2.3Technologicalfailure32
2.2.4Financialdislocation33
2.3Mega-catastropheandclashloss34
3 RiskIdentificationII:Regional Vulnerability 35
3.1Spatialimpactofnaturalcatastrophes36
3.1.1BermudaandtheNorthAmericanAtlanticCoast36
3.1.2Florida
3.1.3NorthAmericanWestCoast
3.1.4USGreatPlains/Midwest
3.1.5Caribbean
3.1.6Mexico
3.1.7Japan
3.1.8SouthAsia/SoutheastAsia
3.1.9MiddleEast/NearEast
3.1.10Europe
3.2Spatialimpactofman-madecatastrophes
3.2.1NorthAmerica
3.2.2Europe
3.2.3Asia/Pacific
3.3Urbanvulnerabilities
4 ModelingCatastrophicRisk
4.1Thedevelopmentanduseofmodels
4.2Thegoalsofcatastrophemodeling
4.3Generalmodelconstruction
4.3.1Phaseone:Hazard/perilassessment
4.3.2Phasetwo:Vulnerabilityassessment
4.3.3Phasethree:Contractassessment
4.3.4Ageneralexample
4.3.5Otherperils
4.4Challenges
4.4.1Modelcharacteristicsandassumptions
4.4.2Modelvalidation
4.4.3Tailrisks
4.4.4Dataqualityandgranularity
PARTIIMANAGEMENTOFCATASTROPHICR
5 CatastropheandtheRiskManagement Frame
5.1Activeriskmanagement
5.1.1Enterprisevalue,liquidity,andsolve
5.1.2Losscontrol,lossfinancing,andrisk
5.2Riskmonitoring
5.3Privateandpublicsectorefforts
5.4Sourcesofcapital
5.4.1Insurers/reinsurers
5.4.2Investmentfunds
5.4.3Financialinstitutions
5.5Towardactiveriskmanagement
6 CatastropheInsuranceandReinsurance
6.1Insurableriskandinsurance
6.1.1Fullinsurance
6.1.2Partialinsurance
6.1.3Captives
6.2Catastropheinsurance
6.3Reinsurance
6.3.1Facultativeandtreatyreinsurance
6.3.2Proportionalandexcessoflossagreements
6.4Catastrophereinsurance
6.5Marketcycles
6.6Internalriskmanagement
6.7Challenges
6.7.1Pricingdifficulties
6.7.2Earningsandcapitalvolatility
6.7.3Concentrations
6.7.4Limitstoinsurability/uninsurablerisks
6.7.5Lackofinsurance/reinsurancepenetration
6.7.6Capacityconstraints
6.7.7Contagioneffectsandsystemicconcerns
7 CatastropheBonds and ContingentCapital
7.1Overviewofsecuritization
7.2Catastrophebonds
7.2.1Standardstructures
7.2.2Innovations
7.2.3Marketfocusanddirection
7.3Contingentcapital
7.3.1Standardstructures
7.3.2Contingentdebt
7.3.3Contingentequity
7.4Challenges
7.4.1Structuralflaws
7.4.2Regulatorydifferences
8 CatastropheDerivatives
8.1Overviewofderivatives
8.1.1Exchange-tradedderivatives
8.1.2OTCderivatives
8.2Exchange-tradedcatastrophederivatives
8.3OTCCatastrophederivatives
8.3.1Catastrophereinsuranceswaps
8.3.2Purecatastropheswaps
8.3.3SyntheticOTCstructures
8.4Challenges
8.4.1Indexconstructionandbasisrisks
8.4.2Lackofcontracttransparency
8.4.3One-waymarkets
8.4.4Pricingdifficulties
8.4.5Regulatorybarriers
9 PublicSector Management andFinancing
9.1Formsofpublicsectorinvolvement
9.1.1 Exante losscontrolmeasures
9.1.2Insurance/reinsurance
9.1.3 Expost crisismanagement
9.1.4Financingandsubsidies
9.1.5Financialregulation
9.2Challenges
9.2.1Voluntaryversusmandatorymeasures
9.2.2Publicandprivatesectorresponsibilities
9.2.3Lackofmarketaccessandcapacity
10OutlookandConclusions
10.1Losscontrol
10.1.1Losscontrolimplementation
10.1.2Enforcingurbanplanning
10.2Quantification
10.2.1Modelingrequirements
10.2.2Transparency
10.2.3Complexityofterrorism
10.3Lossfinancing
10.3.1Vulnerabilitiesandriskcapacity
10.3.2Discriminatoryfundingandinsurance
10.4Governmentparticipation
10.4.1Optimalgovernmentrole
10.4.2Limitedgovernmentresources
10.4.3Adverseincentives
10.4.4Marketderegulation
10.5Generalmanagement
10.5.1Sub-optimalmanagement
10.5.2Sustainabilityofsolutions
10.5.3Preparingforthemega-catastrophe
10.5.4Amalgamatedsolutions
10.5.5Learningfrompastevents
Bibliography
Index
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