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ILS fund gains accelerate, cat bonds particularly strong. Average August return 1.39%: ILS Advisers

Insurance-linked securities investment fund strategies, across catastrophe bonds and private ILS, saw returns accelerating in August 2026, as the average ILS fund performance reached 1.39% and cat bond funds had a particularly strong month, latest data from the ILS Advisers Fund Index shows. August 2026 now becomes the best-performing month of the

29 September 2026 No Comments

Catastrophe bond soft market not yet at 2017 levels, but could last another year: Lane Financial

The current soft market in catastrophe bonds and insurance-linked securities (ILS) is not yet at the depressed levels seen in 2017, analysis from consultancy Lane Financial LLC shows. But the company suggests the soft cat bond market could last another year, if 2026 continues to run loss-free. In its last

29 September 2026 No Comments

Cat bond capacity must follow genuine opportunity as issuance surges: Icosa’s Dell’Amore

As Rule 144A property catastrophe bond issuance continues to surge, spreads have also been compressed through a combination of reinsurance rates softening and high levels of capital and investor appetite, given this, Dr. Raffaele Dell’Amore, Partner at Icosa Investments AG, has stressed to Artemis that market capacity must follow genuine opportunity,

28 September 2026 No Comments

Casualty sidecar growth to continue. Collateralized reinsurance to see greater flexibility: AM Best

The reinsurance sidecar market is expected to continue expanding thanks to notable momentum being seen in casualty sidecar structures, according to rating agency AM Best. The firm also highlights that the broader collateralized reinsurance space is poised for future expansion due to greater flexibility in structure, modeling, and perils. The property and

28 September 2026 No Comments

Reinsurance rate declines may slow by 2028, soft market floor may not be found till 2030: Jefferies

Analysts from Jefferies are not confident that reinsurance leadership teams are fully-acknowledging how fast rates have been softening and believe that the focus will shift to terms and conditions from 2028, while a soft market floor may not be found until 2030. The equity analyst team at investment bank Jefferies

28 September 2026 No Comments

Interconnected systemic risks highlight need to expand ILS capacity: Swiss Re & LSE

A new joint analysis published by Swiss Re Institute and LSE has highlighted how artificial intelligence (AI) and supply chains are opening new pathways to systemic stress as risks become increasingly interconnected, which is driving a need for expanded capacity and leading them to highlight ILS as a crucial capital

25 September 2026 No Comments

ILS should be seen as a source of ‘strategic possibility’ not just capital: Aeolus’ Dutt

Aditya Dutt, President of Aeolus Capital Management, has indicated that the re/insurance industry is not making full use of the insurance-linked securities (ILS) investor base by treating the market as just a source of capital, where it should also be viewing it as a source of “strategic possibility”. Dutt spoke

24 September 2026 No Comments

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News

ILS fund gains accelerate, cat bonds particularly strong. Average August return 1.39%: ILS Advisers

Catastrophe bond soft market not yet at 2017 levels, but could last another year: Lane Financial

Cat bond capacity must follow genuine opportunity as issuance surges: Icosa’s Dell’Amore

Casualty sidecar growth to continue. Collateralized reinsurance to see greater flexibility: AM Best

Reinsurance rate declines may slow by 2028, soft market floor may not be found till 2030: Jefferies

Interconnected systemic risks highlight need to expand ILS capacity: Swiss Re & LSE

ILS should be seen as a source of ‘strategic possibility’ not just capital: Aeolus’ Dutt

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