Best of Artemis, week ending July 5th 2026

Here are the ten most popular news articles, week ending July 5th 2026, 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 or get our email alerts for every article we publish.


Ten most read articles on Artemis.bm, week ending July 5th 2026:

1. As importance of portfolio construction rises, reinsurance put in focus by KKR
   Reinsurance as an asset class now deserves a place among KKR’s latest Capital Market Assumptions (CMAs), with the investment giant explaining that portfolio construction and private market assets are rising in importance.
2. Global and US property cat rates down 16%, APAC 19% after July renewals in 2026: Guy Carpenter
   Guy Carpenter has updated its Global Property Catastrophe Rate-On-Line Index, and the latest data shows that average risk-adjusted decreases have deepened since January 1st, with property catastrophe reinsurance rate on-line (ROL) now down globally by around 16% in 2026, the steepest fall of any year since the late 1990’s.
3. Fermat sets up US cat bond fund structure to support taxable investor access to asset class
   Fermat Capital Management has set up and launched a United States domiciled cat bond fund structure to support access to the asset class for US taxable investors and those that cannot invest offshore.
4. Cat bond market shows high bars are set to be broken, as records fall again in H1 2026: Report
   Catastrophe bond market momentum accelerated through the second-quarter of 2026 and has broken many records, our brand new quarterly report explains.
5. Life insurance capital management shifts towards tradable sidecars and secondary liquidity: McKinsey
   While long-duration institutional capital remains the foundation, McKinsey & Company reports that leading platforms are now diversifying funding and exploring greater liquidity through mechanisms such as tradable sidecar interests.
6. Casualty sidecar valuation requires assessing macro sensitivities alongside models: Kroll
   According to Kroll, for investors, the transition towards casualty and multi-line exposures in sidecars transforms the valuation process into a critical exercise in translating complex, macro-sensitive actuarial assumptions into clear market pricing.
7. Stone Ridge mutual cat bond and ILS fund assets hit all-time high at approx $7bn
   Stone Ridge Asset Management has grown AUM across its mutual catastrophe bond, insurance-linked securities and reinsurance fund strategies by more than 8% in the last quarter of record, with additional AUM growth in the following weeks taking them to around $7 billion, a new all-time high.
8. Hannover Re returns for more North American retro with $125m 3264 Re 2026-1 cat bond
   Hannover Re is back in the catastrophe bond market and looking to secure additional North American peak peril retrocessional reinsurance, with a $125 million initial target for a new 3264 Re Ltd. (Series 2026-1) issuance.
9. Swiss Re sets top Matterhorn Re 2026-3 retro cat bond target of $345m as pricing falls twice
   Swiss Re is now aiming to secure as much as an upsized $345 million of broad North American peak peril retrocessional protection through its new Matterhorn Re Ltd. (Series 2026-3) catastrophe bond offering, while the price guidance for the notes has now been lowered twice.
10. Property reinsurance softening accelerates at mid-year amid capital growth, ILS expansion: Guy Carpenter
    Guy Carpenter reported that a combination of abundant capacity and a growing appetite from reinsurers has kept the competitive pricing environment intact at the mid-year renewals, while market conditions are encouraging buyers to explore alternative options such as parametric solutions and sidecars.

This is not every article published on Artemis during the last week, just the most popular among our readers over the last seven days. There were 35 new articles published in the last week.

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