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Best of Artemis, week ending 12th February 2017


Here are the ten most popular news articles, week ending 12th February 2017, covering catastrophe bonds, ILS, reinsurance capital and related risk transfer topics. To ensure you never miss a thing subscribe to the weekly Artemis email newsletter updates.

Ten most viewed articles on, week ending 12th February 2017:

  1. Swiss Re plans parametric quake cover using USGS ShakeMap data
    Global reinsurance giant Swiss Re is planning to launch a new parametric earthquake re/insurance product soon. The new product, dubbed Swiss Re QUAKE, will utilise USGS ShakeMap data to structure triggers that payout rapidly.

  2. Stop waiting for a cyber cat bond: Johansmeyer & Welsh
    It’s time to stop waiting for a cyber catastrophe bond to magically appear in the ILS market and work to make this happen, according to Tom Johansmeyer, Assistant Vice President, PCS Strategy & Development at ISO and Rick Welsh, Chief Executive Officer (CEO) of Sciemus.

  3. AlphaCat private cat bond features LatAm risk from Terra Brasis Re
    The $5 million Alpha Terra Validus I private catastrophe bond transaction, completed recently by AlphaCat Managers Ltd. the third-party reinsurance capital unit of Validus, features Latin American risks from cedent Terra Brasis Resseguros S.A. (Terra Brasis Re).

  4. Floridians may turn to reinsurance as Demotech highlights concerns
    Floridian primary insurers, particularly the smaller firms, may turn to greater use of reinsurance, particularly quota shares, as they seek to offset capital pressures that could be brought about by rating pressure in the wake of assignment of benefits (AOB) claims escalation.

  5. ILS market could challenge record issuance in 2017: Swiss Re
    Favourable market conditions and strong investor and sponsor appetite for insurance-linked securities (ILS) suggests that catastrophe bond issuance in 2017 could break records, according to Swiss Re Capital Markets.

  6. Aon warns on longevity reinsurance pricing
    Longevity reinsurance capacity may have been overpriced last year, despite a reduction in liabilities flowing through from new mortality data which showed that mortality improvements were slowing, according to Aon Hewitt.

  7. Tibor Winkler joins PG3 AG as ILS Portfolio Manager
    PG3 AG, the family office of the founders of Swiss private markets investment specialists Partners Group, has hired Tibor Winkler, formerly of ILS specialists Secquaero Advisors, as an ILS Portfolio Manager and Managing Director.

  8. Experts share opinions on Brexit’s impact on UK’s ILS ambitions
    Industry experts have again emphasised the importance of speed to market if London is going to develop a competitive insurance-linked securities (ILS) framework, but expressed varied thoughts on what impact Brexit might have on the UK’s ILS ambitions.

  9. New Head of Broking Strategies to help Aon match capital to client needs
    Aon Benfield, reinsurance broking and capital advisory arm of Aon plc, has appointed Jeremy Goodman as Global Head of Broking Strategies, a role that will see him working to ensure that Aon client needs are matched with the right form of capital.

  10. Billion-dollar insured losses from severe U.S. weather in January: Aon
    Impact Forecasting, the catastrophe risk modelling unit of reinsurance broker Aon Benfield, has said that severe weather and flooding in the U.S. in January is expected to result in an insurance and reinsurance industry loss in the billions of dollars.

This is by no means every article published on Artemis during the last week, just the most popular, some of which were published over a week ago. There were 26 new articles published in the last week. To ensure you always stay up to date with Artemis and never miss a story subscribe to our weekly email newsletter which is delivered every Wednesday.

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Artemis’ Q4 2016 Catastrophe Bond & ILS Market Report – Market reaches new heights

Q4 2016 Catastrophe Bond & ILS Market ReportWe’ve now published our Q4 2016 catastrophe bond & ILS market report.

This report reviews the catastrophe bond and insurance-linked securities (ILS) market at the end of the fourth-quarter of 2016, looking at the new risk capital issued and the composition of transactions completed during Q4 2016.

Q4 saw $2.13 billion of risk capital issued from six transactions, exceeding the ten-year average for the quarter by approximately $337 million. Strong investor and sponsor appetite throughout 2016 helped the market end the year at a new record size, of $26.82 billion.

Download your copy here.

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