Insurance linked securities news, ILS news

The overall yield of the catastrophe bond market has begun its seasonal decline over the last month as the typical hurricane season spread tightening regime set in, according to cat bond fund manager Plenum Investments.

As per a new report from reinsurance broker Gallagher Re, artificial intelligence (AI) solutions can significantly contribute to reducing the time needed to create new catastrophe bond structures, which may ultimately enhance the confidence of prospective investors in the market.

W. R. Berkley Corporation, the US headquartered insurance holding company, has continued to make greater use of its Lifson Re collateralized reinsurance sidecar structure through the second-quarter of 2025, with written premiums ceded to the sidecar now up by 76% year-on-year for the first-half, at $362 million.

According to Hiscox Chief Financial Officer (CFO) Paul Cooper, the majority of the $300 million of third-party capital raised by Hiscox ILS, the insurance-linked securities (ILS) investment focused arm of Hiscox Group, during the first half of 2025, has gone into the organisation’s property catastrophe exposed business.

At a Board meeting of the Texas Windstorm Insurance Association (TWIA) yesterday, members discussed the evolution of the property insurer of last resort’s funding under new state legislation, concluding that it may result in TWIA opting to reset and perhaps even redeem early some of its catastrophe bonds.

Hiscox ILS, the insurance-linked securities (ILS) investment focused arm of the Hiscox Group, raised $300 million in capital from new and existing investors through the first-half of 2025, which has lifted its ILS assets under management (AUM) back to $1.4 billion at June 30th.

King Ridge Capital Advisors has examined how the 60/40 portfolio has come under increased scrutiny in recent years, notably regarding its capacity to hold when financial markets are in distress, while also highlighting how catastrophe bonds’ ability towards offering a source of truly uncorrelated returns is helping redefine portfolio resilience.

The catastrophe bond market delivered a total return of 1.47% in July 2025, as seasonality kicked in and drove what we’re told was one of the best performances for that month of any year in the history of the benchmark Swiss Re Global Cat Bond Index.

Appetite for cyber insurance-linked securities (ILS) and industry loss warranties (ILWs) experienced consistent growth in the first half of 2025, although at a reduced rate than the previous year, while cyber retrocession gained momentum with buyer interest significantly rising during the same period too, according to reinsurance broker Lockton Re.

We are delighted to announce four more expert speakers who are joining our upcoming catastrophe bond and insurance-linked securities (ILS) conference, Artemis London 2025. Held in London on September 2nd, there is now under one month to go until the event. Register to attend here.