Upcoming events : 22 October 2026
This webinar explores relative value analysis across the insurance-linked securities (ILS) market and how investors assess opportunities across different instruments, perils, and market segments.
Relative value analysis is used to compare the characteristics of different ILS opportunities across the market. During this session, Charles Mixon, Head of Business Development at Swiss Re Insurance-Linked Strategies, will discuss the analytical considerations used to assess catastrophe bonds, collateralised reinsurance, and other ILS instruments.
Topics will include:
- How to compare relative value across catastrophe bonds, collateralised reinsurance, and other ILS opportunities
- The key drivers of risk-adjusted returns, including expected loss, spread, structure, peril, and geography
- How market conditions, liquidity, and reinsurance pricing cycles influence opportunity selection
- The role of modelling, analytics, and portfolio construction in identifying attractive ILS investment