Close this search box.

Visualising higher catastrophe bond spreads & pricing

With reinsurance rates having hardened considerably, pricing in the catastrophe bond and broader insurance-linked securities (ILS) market has followed suit.

In fact, the new reinsurance and retrocession pricing regime that has been installed through the January 1 2023 renewal season really became visible first in the catastrophe bond market, as Artemis’ data shows.

Today, we wanted to highlight some of our cat bond market charts and statistics that can help you to visualise the significant moves in pricing seen.

As well as tracking cat bond and related ILS issuance data, the most prolific sponsors in the market, most active structuring and bookrunning banks and brokers, or which risk modellers feature in cat bonds most frequently, plus much more, we also track pricing data, in particular expected losses, coupons, spreads and multiples.


Skip to content