Swiss Re Insurance-Linked Fund Management

PCS - Emerging Risks, New Opportunities

Catastrophe bonds & ILS outstanding by spread pricing

This chart shows catastrophe bond and insurance-linked securities (ILS) risk capital outstanding by spread pricing, based on transactions featured in The Artemis Catastrophe Bond & Insurance-Linked Securities Deal Directory. With this chart you can see what pricing, or interest spread / yield, is most prevalent in the outstanding catastrophe bond and ILS market as well as how much cat bond risk capital outstanding delivers each different level of return to investors.

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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 spread or price.

RenaissanceRe Capital Partners

Leadenhall Capital Partners LLP

Vantage Risk

GC Securities

Schroders Capital - Insurance-linked securities ILS

Wilmington Trust

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Computershare Corporate Trust

Hiscox ILS (home)

Credit Suisse Insurance Linked Strategies

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