bajo demanda : 28 October 2025
Our inaugural summit brought together leaders from across the insurance-linked securities (ILS) ecosystem for an in-depth discussion on the evolving landscape of ILS. This summary highlights developments in catastrophe bonds, advances in modelling, allocation trends and emerging areas such as cyber risk.
This exclusive, investor only event brought together pension funds, banks, family offices, insurers, investment bankers, risk modeling experts, and public-sector professionals to openly explore the future of ILS addressing the following topics and more:
- 30 years of ILS: What experience tells us now
- From expectations to execution: how investors experience ILS. An investor led panel including Institutional Allocators, Banks and Wealth Managers.
- Consultants’ rating and selection framework of ILS manager selection: what really matters and what makes a difference?
- What motivates governments to issue Cat Bonds and how investors can benefit
- Modelling Natural Catastrophe (Nat Cat) risk: Science and practice
- Emerging non-Nat Cat risks and securitisations in ILS