Plenum Investments
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The total yield is down 162bps from 10.31% in the last week of November 2024.
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Total yield is down from 11.18% in the last week of October 2024.
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Key topics include private ILS growth prospects and the longevity of longtail interest.
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The figure comprises 5.48% of insurance discount margin and 3.96% of risk-free rate.
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The figure comprises 6.07% of insurance discount margin and 4.15% of risk-free rate.
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The yield figure comprises 6.53% of insurance discount margin and 4.28% risk-free.
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The total yield was 11.03% as of 27 June, including 4.3% of risk-free rate.
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Total yield was 10.93% as of 30 May, including 4.34% of risk-free rate.
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The total yield, inclusive of the risk-free rate, was down on the same period last year.
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The insurance discount margin is now at a similar level to where it was in the final week of March 2022.
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AuM remains generally flat at UCITS funds over the weeks since LA fires started.
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The UCITS cat bond segment has added 54% in AuM since Hurricane Ian.