The Risk Management Solutions modeling firm said it has partnered with WeatherFlow Inc. to launch a monitoring system to certify when a weather event hits a wind speed powerful enough to trigger event-linked securities.
A business with a derivative or catastrophe bond issued to provide coverage against a certain level of wind would use the system, and RMS would serve as the calculation agent. "RMS does a calculation if an issuer believes the wind speed limit is hit," explained Peter Nakada, RMS Consulting managing director.
Newark, Calif.-based RMS said the system is called the "WindX" parametric index, noting that the companies are bringing it online for what is expected to be a highly active 2007 Atlantic basin hurricane season.
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