Your essential ILS overview at Exceedance

The Insurance Linked Securities (ILS) market is always fast-moving, changing, and evolving. Even in the last twelve months we have seen events such as the emergence of new market players and the increasing convergence between the capital and reinsurance markets, with all this supported by a wave of new innovations.

If you are involved in the ILS sector, want to get involved, or are just interested to find out more about the ILS market, join us at Exceedance. The RMS Capital Markets team has developed five sessions focused on ILS, from general overviews to expert-led panel discussions with respected leaders from the ILS sector.

A good starting point at Exceedance is our session on “Innovation in Risk Transfer,” as we look back at the last twelve months in the ILS sector. An interesting counterbalance has developed with investors looking for new ways to deploy capital, combined with the sector developing new solutions, to address gaps in coverage, infrastructure resiliency, and efficiency of protection.

If you want to hear directly from the market, we have put together an Exceedance panel of industry leaders from specialist ILS funds, rated reinsurers, and hybrid capital providers. Our panel discussion entitled “The Changing Face of Third-Party Capital” will examine pricing, competition, the role of analytics, and how new opportunities continue to drive innovation in an increasingly capital-agnostic sector.

There are also three sessions from our team designed to give you more of a detailed overview into specific ILS-related topics:

  • Bridging the Coverage Gap: ILS capital continues to flow into the industry, and our session will reveal how market participants are driving innovation by designing new types of structures using cutting-edge analytics. These innovations are addressing protection gaps in developed and emerging markets, with market innovation complimenting traditional coverage rather than competing with it.
  • Time Is Money: This session will focus on how new insurance products are being developed around novel triggers designed to permit rapid payment after a catastrophe, enabling hedging of time-sensitive risks.
  • Modeling the Risk and Return of Reinsurance: To address a market shift from cat bonds to more non-liquid reinsurance investments, our session will show how standardized model analytics can provide much-needed consistency in the view of risk, asset valuation, and expected returns.

Join us at Exceedance.

Director, Capital Markets
At RMS, Stephen leads strategic and business development activities for the capital markets; working alongside bond deal teams and relationship managers to identify and develop new market opportunities and support ongoing initiatives. Prior to his current role, Stephen specialised in the assessment, development and implementation of catastrophe modelling workflows, spending two years managing RMS’s outsourced analytics function in New Delhi. Stephen holds a Master’s in engineering science from the University of Oxford.

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