ILS and broader securitisation key to absorbing nat cat risk: Schroders Capital

This content is copyright to www.artemis.bm and should not appear anywhere else, or an infringement has occurred. The increasing need for capital to manage and mitigate natural hazard risk is creating strong opportunities for investors, according to Schroders Capital, who emphasises that by allocating to catastrophe risk through insurance-linked securities, broader securitisation, and other risk-transfer markets, investors can secure attractive returns by absorbing catastrophe risk when pricing reflects expected losses and required […] ILS and broader securitisation key to absorbing nat cat risk: Schroders Capital was published by: www.Artemis.bm catastrophe bond deal directory our free weekly email newsletter here.

Commercial risk teams are responding with tighter controls, scenario modeling, and broader collaboration across underwriting, claims, and cyber operations.

Leaders continue to prioritize resilience planning while balancing cost, coverage terms, and operational exposure in a changing market cycle.