Cat bonds sit in a strange place: they’re capital markets instruments, but the risk driver is nature — not rates, not credit spreads, not equities.
In this episode of Resonanz Spotlight: Strategy Notes, Vincent and Saâd break down how catastrophe bonds work, why institutional allocators are looking at them now, and what most investors underestimate: trigger mechanics, model risk, liquidity around event seasons, and the very real psychology of “steady carry… until it isn’t.”
If you’re looking for diversification beyond markets, this episode offers a clear mental model — in just five minutes.
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