Expected loss not a simple metric for cat bond fund comparisons: Plenum
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Expected loss not a simple metric for cat bond fund comparisons: Plenum

The ILS manager analysed 16 UCITS fund portfolios to compare risk levels.

By Jai Singh
January 09, 2025
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Balance, equilibrium stability in risk environment comparisons abstract fund finance.png

A study of the risk profile of UCITS cat bond funds by Plenum Investments has found that a lower expected loss for a portfolio is not a simple indicator of a fund’s level of risk compared to other funds.

The...

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Topics

NewsCatastrophe bondsILS managersUK and Europe
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