Catch up on our top stories of the last week
Best of Artemis, week ending March 15th 2026 | | | - CalPERS ILS investments hit $1.451bn at YE 2025, with Tangency, Integral, Swiss Re allocations
CalPERS ended 2025 with its investments in catastrophe bond and insurance-linked securities (ILS) fund strategies amounting to $1.451 billion, with allocations in place with Tangency Capital, Integral ILS and Swiss Re's SRILIAC. - Why private credit stress matters to the ILS market: Corbett, Shuriken Capital
With building pressure and stresses in private credit investment markets in the headlines, the insurance-linked securities community should remember that a closely interlinked investor base means any fallout can have ramifications for the ILS asset class as well, Brad Corbett of Shuriken Capital Management told us. - Collateralized ILS, parametrics playing role in digital infrastructure risks: Goodman, Guy Carpenter
As the insurance and reinsurance market responds to the growing risk capacity needs of the digital infrastructure and data centre build-out, collateralized insurance-linked securities and parametric risk transfer are playing a role in covering exposures such as correlated power grid events, according to Guy Carpenter's Jeremy Goodman. - Cat bonds offer more favorable economics than traditional reinsurance in some layers: AM Best
In the current market environment, cedents choosing to sponsor catastrophe bonds can benefit from more favourable economics than with traditional reinsurance covers in some risk layers, rating agency AM Best has said. - No cat bond contagion risk from Middle East conflict, but linkages worth considering: Icosa
With implications of the ongoing conflict in the Middle East cascading across financial markets, investors are assessing how individual asset classes might be affected. Catastrophe bonds remain remote to such geopolitical events, but there are indirect financial market linkages investors should be aware of, according to Icosa Investments. - Hannover Re renews Cumulus Re parametric cloud outage cat bond at $35m, the largest yet
Hannover Re has sponsored a second successful renewal of its landmark parametric cloud outage catastrophe bond, this time securing $35 million in retrocessional cyber reinsurance protection covering cloud outage events with a Cumulus Re (Series 2026-1) issuance. - Beazley reaches agreement to acquire US renewable energy MGA kWh Analytics
Beazley has reached an agreement to acquire kWh Analytics, a US-based renewable energy MGA, in a move that will see the firm get embedded into its MAP (Marine, Accident & Political) Risks team. - SageSure scales sidecar platform with new Seawall Re II providing $200m of reinsurance
SageSure has sponsored its second collateralized reinsurance sidecar, securing $200 million of protection from a Seawall Re II Ltd. transaction. - Reinsurance sidecar market estimated to have grown 183% since 2023: AM Best
The outstanding market for collateralized reinsurance sidecar structures has expanded rapidly, with estimates from AM Best valuing the space between $16 billion and $18 billion, which marks an 183% increase over the mid-point of the $5 billion to $7 billion range estimated by the agency in 2023. - Cat bonds offer path to better diversification under total portfolio approach: WTW
As the catastrophe bond market continues to expand, WTW has highlighted these instruments as an appropriate asset class within a total portfolio approach (TPA). The company notes that cat bonds enhance both portfolio return distribution and diversification, offering returns that remain uncorrelated to traditional asset classes. | Featured Conferences & Events | Artemis London 2026 - September 1st Our annual catastrophe bond and insurance-linked securities conference in London, UK returns on September 1st 2026.
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