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One market participant said the strategy was $250mn in size, but it is not known how much business it has so far written. -
The lack of modelling expertise for higher-frequency, secondary ‘all peril’-type losses is putting a rosier tint on catastrophe bonds
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Carriers will not necessarily accept smaller returns in exchange for high ESG scoring vehicles and risks must be properly priced, according to Dirk Lohmann, chairman of Schroders Capital ILS.
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The deal covers the reinsurer’s worldwide cat XL book, as Scor plans to ramp up P&C growth.
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Kevin O’Donnell also said he saw social inflation as more of a concern for the industry than climate change.
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Hannover Re CEO Jean-Jacques Henchoz told Trading Risk there was a “question mark” about whether demand would carry over into next year.
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The former Willis Re vice president and head of European ILS joins as GC’s London ILS leader Des Potter is set to retire.
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It is not so much the size of the hit, as the regularity of moderate cat events that is worrying risk-takers.
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Year-to-date returns were up to 1.13% as funds continued to recover after being dragged into the red by Winter Storm Uri.
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The reporting agency for industry loss triggers has been expanding territories and natural peril coverage over time.
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It recognised the debate surrounding the “plausibility” of such scenarios.
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The deal takes year-to-date private cat bond volumes up to $601.7mn, according to Trading Risk data.
