Insight and Intelligence on the London & International Insurance Markets

25 February 2018

Search archive

ILS funds take 10-20% losses in September

Fiona Robertson 14 November 2017

Losses to insurance-linked securities (ILS) managers overseeing collateralised reinsurance strategies ranged from 10 to 20 percent in September following the recent hurricanes.

The figures came from half a dozen of the 34 funds tracked by the Eurekahedge ILS Advisers Index, with several strategies at the top end of the scale reporting losses of 19 to 21 percent of net asset value that month.

The initial loss picks suggest the 2017 catastrophe losses have been highly manageable for ILS managers, as...

If you are a non-subscriber but would like to be able to view this article, then please go to our Publications page for further information on joining our readership

This article was published as part of issue November 2017/2

Euromoney Trading Limited - 3rd Floor, 41 Eastcheap, London, EC3M 1DT, United Kingdom. The content of this website is copyright of Euromoney Trading Limited 2018. All rights reserved Euromoney Trading Limited actively monitors usage of our website and products and reserves the right to terminate accounts if abuse occurs.