Catastrophe bonds and private insurance-linked securities (ILS) largely deliver returns based on insurance and reinsurance risk premiums, but in an environment where uncertainty suggests upside risks to inflation, specialist investment manager Leadenhall Capital Partners LLP has explained how this can play into ILS returns as well. Financial conditions have been

Franklin Templeton Investment Solutions, the hedge fund-focused arm of the global asset manager, has maintained its overweight conviction on the catastrophe bond asset class, with the firm citing that while yields and spreads have compressed compared to last year, the market remains healthy, with no evidence of weakening fundamentals. The

Catastrophe bond funds in the UCITS format continued to expand their combined assets under management (AUM) through the first-quarter, surpassing the milestone $20 billion in February before declining slightly to just under $19.8 billion by the end of March 2026. Catastrophe bond funds grew strongly through 2025, adding roughly $5.3 billion

The Florida Retirement System Pension Plan, which is administered by the Florida State Board of Administration, saw its allocation to insurance-linked securities funds and reinsurance strategies rising to make up 1% of total pension fund assets by the end of 2025, which equated to around $2.23 billion invested. The Florida