Catastrophe bond & ILS market charts, statistics and data

These charts provide statistics and data visualisations on the catastrophe bond and insurance-linked securities (ILS) market, helping you to analyse cat bond and insurance-linked security (ILS) issuance and risk capital outstanding, as well as view data displaying cat bond and ILS market development.

We also have charts detailing issuance in the mortgage insurance-linked securities (ILS) market.

All of the underlying data sitting behind these charts and visualisations is taken from the Artemis Catastrophe Bond & Insurance-Linked Securities (ILS) Deal Directory.

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Our catastrophe bond and insurance-linked securities (ILS) charts:

The data to create these charts is taken from the insurance-linked securities (ILS) issuance we’ve tracked in our Artemis Deal Directory. The majority of these charts are based on data from: pure 144a catastrophe bond deals; other cat bond like deals featuring specialty, life, mortality risk, etc; private cat bond lites or private ILS deals.

Charts specific to mortgage insurance-linked securities (ILS) are further down this page.

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  • Catastrophe bond risk capital issued and outstanding by year imageCatastrophe bond & ILS risk capital issued and outstanding by year
    This chart allows you to analyse risk capital issued by year in the market for catastrophe bonds and related insurance-linked securities (ILS), as well as the amount of cat bond and ILS risk capital outstanding and how that has changed over time, so visualising cat bond and ILS market growth.
  • Catastrophe bonds issued by type of deal imageCatastrophe bonds & ILS issued by type and year
    This chart allows you to analyse catastrophe bond and related ILS risk capital issued by year, with the ability to segment the data by type of transaction. With this chart you can visualise cat bond and ILS issuance broken out into: pure catastrophe bonds; private cat bond deals; other types of cat bonds (specialty, life/health, mortality etc); or mortgage insurance-linked securities.
  • Catastrophe bonds issued by month and year imageCatastrophe bonds & ILS issued by month and year
    This chart allows you to analyse catastrophe bond and related ILS risk capital issued by month and year, with the ability for you to filter by month and so analyse issuance trends by quarter or month, all across the last decade of issuance data that we have.
  • Catastrophe bond issuance by sponsor imageCat bond & ILS risk capital outstanding by sponsor
    This chart allows you to analyse catastrophe bond and related insurance-linked security (ILS) risk capital outstanding by sponsor. The chart displays who has the most cat bond or ILS risk capital outstanding, how many transactions they have acted as sponsor or cedant on, and how many tranches of notes were issued in these deals.
  • Catastrophe bond risk capital outstanding by peril or risk imageCat bond & ILS risk capital outstanding by peril class or risk
    This chart displays the outstanding risk capital in the catastrophe bond and related ILS market broken down by risk or peril class. It allows you to view the amount of risk capital in the market by peril and the percentage of the outstanding cat bond and ILS market that each peril class contributes currently.
  • Cat bond risk capital outstanding by trigger type imageCat bond & ILS risk capital outstanding by trigger type
    This chart displays catastrophe bond and related 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 attributed to each trigger currently.
  • Catastrophe bond risk capital outstanding by expected loss imageCat bond & ILS risk capital outstanding by expected loss
    This chart shows the expected loss of the outstanding catastrophe bond and related ILS market. It allows you to view the amount of risk capital currently outstanding by expected loss bracket, giving a good overview of the level of risk outstanding in the market.
  • Catastrophe bond risk capital outstanding by coupon pricing imageCat bond & ILS risk 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, providing a good overview of the level of return outstanding in the market.
  • Cat bond risk capital outstanding by coverage type - aggregate or per-occurrence imageCat bond & ILS risk 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 by type of coverage.
  • Average coupon and expected loss of cat bond issuance by year imageAverage coupon, expected loss and spreads of cat bond & related ILS issuance 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, average coupon and also the average spread between them, by year.
  • Average multiple (expected loss to coupon) of catastrophe bond issuance by year imageAverage multiple (expected loss to coupon) of cat bond & related ILS issuance by year
    This chart shows the average multiple of catastrophe bond and insurance-linked securities (ILS) transactions issued, represented as the expected loss to coupon pricing for each year.
  • Cat bond issuance by trigger type and year imageCat bond & ILS issuance 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 trend in adoption rates of different cat bond trigger types.
  • Cumulative cat bond and ILS issuance by year imageCumulative catastrophe bond and related ILS market 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 leaderboard imageCatastrophe bond & related ILS 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.
  • Catastrophe bond and ILS outstanding issuance risk modeller leaderboard imageCatastrophe bond & related ILS issuance risk modeller leaderboard
    This chart shows which third-party risk modelling firms are most prolific at this time in the outstanding catastrophe bond and insurance-linked securities (ILS) market, based on the data we have collected.

 

Mortgage insurance-linked securities (ILS) charts

Every effort has been made to accurately reflect the amount of cat bond and ILS issuance each year, overall size of the cat bond and ILS market, the mix of transactions and transaction specific features of the catastrophe bond, insurance-linked securities and mortgage insurance-linked notes markets.