Swiss Re Insurance-Linked Fund Management

PCS - Emerging Risks, New Opportunities

Catastrophe bonds & ILS outstanding by expected loss

This chart shows catastrophe bond and insurance-linked securities (ILS) risk capital outstanding by expected loss from The Artemis Catastrophe Bond & Insurance-Linked Securities Deal Directory. With this chart you can see what level of expected loss is most prevalent in the outstanding catastrophe bond and ILS market as well as how much risk capital outstanding is exposed to different bandings of expected losses.

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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 expected loss.

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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