Mitigating potentially disruptive economic impacts of earthquakes
The challenge
Chile is one of the most seismically active countries in the world, experiencing some of the largest earthquakes ever recorded.
As part of a comprehensive risk management programme, Chile’s government took the decision to build up a layered financing scheme of ex-ante instruments to protect against the fiscal impact of strong earthquakes.
The solution
In 2023, Chile entered into a parametric earthquake agreement with the World Bank, who worked with Swiss Re and others to help transfer the risk.
Two separate placement formats were used to leverage the broadest possible risk appetite: Insurance-linked securities (catastrophe bonds) and derivatives (swaps), with both tranches using the same risk parameters and triggers. Payouts are triggered if an earthquake meets the pre-defined parametric criteria for location and severity.
The insurance programme protects Chile’s fiscal budget and reduces the potential need to mobilise debt in an event’s aftermath.