Catastrophe bond & ILS market statistics and data

These charts and graphs provide statistics and data visualisations about the outstanding catastrophe bond and insurance-linked securities (ILS) market, as well as a way to view data on the cat bond and ILS market’s development. All of the underlying data is taken from the Artemis Catastrophe Bond & Insurance-Linked Securities Deal Directory.

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  • Cat bonds issued and outstandingRisk capital issued and outstanding by year
    This chart allows you to analyse risk capital issued by year in the catastrophe bond and ILS market as well as the amount of risk capital outstanding and how that has grown or changed over time.
  • Catastrophe bond issuance by sponsorsRisk capital outstanding by sponsor
    This chart allows you to analyse risk capital outstanding by sponsor, so displaying who has the most cat bond or ILS risk capital outstanding, how many transactions they have acted as sponsor or cedant for and how many tranches of notes were issued.
  • Cat bond risk capital outstanding by peril or riskRisk capital outstanding by peril or risk
    This chart displays the outstanding risk capital in the cat bond and ILS market broken down by risk or peril. It allows you to view risk capital amount by peril and percentage of the outstanding market each peril contributes currently.
  • Cat bond risk capital outstanding by trigger typeRisk capital outstanding by trigger type
    This chart displays catastrophe bond and ILS risk capital outstanding by type of trigger. It allows you to view the amount of risk capital currently outstanding by each type of trigger used as well as the percentage of the outstanding market each attributed to different triggers currently.
  • Catastrophe bond risk capital outstanding by expected lossRisk capital outstanding by expected loss
    This chart shows the expected loss of the outstanding cat bond and ILS market. It allows you to view the amount of risk capital currently outstanding by a bracket of expected loss, giving a good overview of the level of risk outstanding in the market.
  • Catastrophe bond rRisk capital outstanding by coupon pricingRisk capital outstanding by coupon pricing
    This chart shows the risk capital of the outstanding cat bond and ILS market segmented by coupon pricing. It allows you to view the amount of risk capital currently outstanding by coupon level, giving a good overview of the level of return outstanding in the market.
  • Cat bond risk capital outstanding by coverage type, aggregate or per-occurrenceRisk capital outstanding by coverage type, aggregate or per-occurrence
    This chart shows the how much of the outstanding ILS and cat bond market provides coverage on an annual aggregate basis or on a per-occurrence basis. It allows you to view the amount of risk capital and percentage currently outstanding type of coverage.
  • Average coupon and expected loss of cat bond issuance by yearAverage coupon and expected loss by year
    This chart shows the dollar value of issuance of catastrophe bonds and related insurance-linked securities (ILS) broken down by the average expected loss and average coupon seen in each year.
  • Average multiple (expected loss to coupon) of catastrophe bond issuance by yearAverage multiple (expected loss to coupon) by year
    This chart shows the average multiple of catastrophe bond and insurance-linked securities (ILS) deals issued, represented as the expected loss to coupon pricing by year.
  • Cat bond issuance by trigger type and yearIssuance by trigger type and year
    This chart shows the range of triggers used in catastrophe bond and insurance-linked securities (ILS) issuance by year, allowing you to see the trends in adoption of different cat bond trigger types.
  • Cumulative cat bond and ILS issuance by yearCumulative cat bond and ILS issuance by year
    This chart displays the cumulative issuance of the cat bond and ILS market, showing the markets rapid growth including total issuance since the market began and the number of transactions issued each year.
  • Cat bond & ILS outstanding issuance bank and broker leaderboardCat bond & ILS outstanding issuance bank & broker leaderboard
    This chart and leaderboard shows the activity of investment banks and broker units acting as structurers, bookrunners or managers for the outstanding cat bonds and ILS included in our Deal Directory.
  • Cat bond and ILS outstanding issuance risk modeller leaderboardCat bond & ILS outstanding issuance risk modeller leaderboard
    This chart shows which risk modelling firms are most prolific in the outstanding catastrophe bond and insurance-linked securities (ILS) market.

 

 

 

The data to create these charts is taken from the Artemis Deal Directory so does include some private catastrophe bond transactions, as well as any life, mortality or longevity insurance-linked security deals we have tracked. Every effort has been made to accurately reflect the size and make-up of the catastrophe bond and insurance-linked securities (ILS) market.