Banks could turn to cat bonds to hedge their climate risks: ADBI
A new paper authored by Sayuri Shirai, ADBI Fellow at the Asian Development Bank Institute (ADBI), explores how banks can utilise catastrophe bonds and puts forward an interesting suggestion, that as sponsors or co-sponsors, banks could bundle the climate exposure from their other assets into cat bonds to hedge against growing climate risks. The report […]
Increasing diversity of risk transfer and capital sources is credit positive: KBRA
The increasing diversity of risk transfer instruments and reinsurance capital sources, including insurance-linked securities (ILS), is a credit positive for the U.S. property and casualty (P&C) insurance sector that faces an evolving risk landscape and rising secondary peril losses, according to rating agency KBRA. Insurance markets faced by severe and more frequent weather events have […]
Global pension funds eye ILS for higher potential yields
Global pension funds are increasingly eyeing the insurance-linked securities market looking for higher yields and portfolio diversification, sparking talk of a new wave of institutional capital that could reshape the sector. However, industry experts said that educating these investors on ILS would also be key to making the influx work. FULL ORIGINAL PUBLICATION HERE
UCITS catastrophe bond fund assets hit $17.73bn after Q3, now up 28%+ in 2025
The UCITS catastrophe bond fund sector has continued to expand through the latest quarter of record, adding more than 3% in assets under management across the group of 17 UCITS cat bond funds, to reach a new high of almost $17.73 billion after September 2025. Year-to-date, to the end of Q3, the group of catastrophe […]
Cat bonds & ILS funds projected to see biggest increases in demand: Moody’s
As per a survey by Moody’s Ratings, over the next year, reinsurance buyers have indicated a strong preference for catastrophe bonds when it comes to utilising alternative capital, while insurance-linked securities (ILS) funds are expected to see increased demand too. Each year in advance of the annual Monte Carlo Rendez-Vous event, Moody’s Ratings surveys reinsurance […]
Allianz Global Investors recommends burgeoning cat bonds as diversification opportunity
Allianz Global Investors, an active investment manager unit of the global insurance group with EUR 562 billion under management, has recommended catastrophe bonds as a burgeoning asset class offering its clients welcome diversification in a volatile environment. Allianz Global Investors has begun recommending catastrophe bonds as an asset class to its institutional investor clients, with […]
Franklin Templeton puts cat bonds as top conviction, but turns neutral on other ILS
Franklin Templeton Investment Solutions, the more hedge fund focused part of the global asset manager, has maintained its strongly overweight conviction on the catastrophe bond asset class, while adopting a neutral stance on all other insurance-linked securities (ILS). It’s important to remember that all other ILS includes private collateralized reinsurance, retrocession and industry loss warranties […]
ILS increasingly institutional. But investor education still critically important: Convergence 2025
During a panel discussion at the ILS Bermuda Convergence 2025 conference yesterday, speakers were asked to discuss what they’ve seen in the way of improvements in the insurance-linked securities (ILS) asset class over the last five years, with the institutionalisation of ILS and continuing efforts in educating investors both seen as key. The panellists were […]
Rest Super cat bond allocation via Twelve Securis grows ~85% to US $242m in last year
Rest Super, one of the Australian superannuation funds that has around 2 million members and $100 billion in funds under management, has grown its insurance-linked securities (ILS) allocation to catastrophe bonds through ILS manager Twelve Securis over the last year to around US $242 million. Rest Super began allocating to the ILS asset class through […]
Expanding alt capital driving efficiency by moving closer to underlying risks: Aon
In a recent article, global broker Aon has highlighted that the continued growth of alternative capital sources is enabling more efficient risk management by bringing solutions closer with underlying risks. Aon suggests that risk buyers can more readily access these alternative capital sources through a risk capital strategy approach, which can help diversify exposures and […]