Swiss Re Insurance-Linked Fund Management

Original Risk: A Society for Change Agents

Best of Artemis, week ending 29th January 2012


It’s been another busy week in the cat bond, insurance-linked securities and reinsurance markets and we’ve had a lot of new topics to cover. As well as our usual market news and analysis we’ve published some interviews which asked leading market participants for their predictions for the year ahead, unsurprisingly these have proved popular. Here are the most popular stories of the last seven days on Artemis.

Top ten most viewed articles on, week ending 29th January 2012:

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  1. Pension money continues to flow into ILS space, but diversification is key
    Broker Towers Watson discuss the cat bond and ILS market in their recent report on the P&C re/insurance market and highlight that pension money is increasingly interested in the ILS space but the market needs diversification (and deal flow) for the capital to stick.
  2. Predictions for 2012: Brad Chance, Petra Haven Capital LLC
    Brad Chance runs a new ILS & reinsurance focused investment fund and gave us his thoughts on the markets prospects for 2012.
  3. Catastrophe bond price return index continues downward trend
    Weakening prices help the price return index slide further in recent weeks. This trend is expected to continue while issuance remains high.
  4. AIR Worldwide dominates catastrophe bond risk modelling in 2011
    Recently released data from Swiss Re shows which risk modelling firms had the most deal flow in the cat bond and ILS market during 2011. Particularly interesting given the release of new models during the year.
  5. Predictions for 2012: Dennis Sugrue, Standard & Poor’s
    Another of our prediction interviews saw S&P’s Dennis Sugrue provide us with a rating agency view on the ILS market for 2012.
  6. PERILS estimates loss from European windstorm Joachim at €300m
    The first industry insured loss estimate for European windstorm Joachim is announced by PERILS. The estimate will be updated in March. It won’t trigger any cat bonds but could be large enough to become a qualifying loss for some aggregate cat bonds.
  7. 2011 cat bond & ILS monthly issuance vs historical average
    An interesting graph from Swiss Re which shows how the pattern of monthly cat bond and ILS issuance in 2011 was very different to the average pattern due to the losses and issues that the market faced.
  8. Catastrophe bond maturities in the first half of 2012 to total $2.2 billion
    There is a significant volume of cat bonds maturing this year but it will likely be less than is issued meaning that the market should grow in size over the course of 2012.
  9. Risk models (and data) are key to broadening scope of the cat bond and ILS market
    A lack of robust models and data is one of the issues that holds back the diversification of the cat bond and ILS market to new geographical locations and classes of risk.
  10. Predictions for 2012: Luca Albertini, Leadenhall Capital Partners LLP
    A third predictions interview makes it into this weeks top ten, this time featuring Luca Albertini of Leadenhall Capital Partners.
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