Average catastrophe bond & ILS issuance expected loss and coupon by year

This chart shows catastrophe bond and insurance-linked securities (ILS) issuance from The Artemis Catastrophe Bond & Insurance-Linked Securities Deal Directory broken down by the average expected loss and coupon seen in each year of catastrophe bond issuance. With this chart you can see what the average expected loss and coupon pricing were for each year of issuance, including the current year-to-date, as well as the spread between the two and how that changes over time.

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The data to create this chart is taken from the Artemis Deal Directory so does include some private catastrophe bond transactions, as well as any life, mortality or longevity deals we have tracked. Every effort has been made to accurately reflect the size of the catastrophe bond market and the amount of risk capital outstanding by coverage type.