Article: Tokio Marine issues Japanese quake bond: $90 million in coverage provided via deal. (Tokio Marine & Fire Insurance Co. Ltd.)

TOKYO - Tokio Marine & Fire Insurance Co. Ltd., Japan's largest non-life insurer and the world's second largest, has developed the first securitization of Japanese earthquake risk.

The company has purchased a fully collateralized earthquake risk coverage of $90 million through a 10-year, $100 million catastrophe bond issue by Parametric Re Ltd., a Cayman Islands-based special-purpose reinsurer owned by a charitable trust.

Goldman Sachs & Co. in New York and Swiss Re Capital Markets Corp., a subsidiary of Swiss Reinsurance Co., led the underwriting of the transaction. Earthquake risk analysis was provided by San Francisco-based EQE International Inc.

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