Third-Quarter Non-Life ILS Capacity at Near-Record High of $27.3B

The value of non-life capacity issued and outstanding at the end of the third quarter was at a near-record high of $27.3 billion, exceeded only by the year-end figure of $27.8 billion for 2018, according to the new ILS Market Update from Willis Re Securities, part of Willis Re, the reinsurance division of Willis Towers Watson, the leading global advisory, broking and solutions company.

Source: Willis Towers Watson | Published on November 1, 2019

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The ILS sector has reached a dynamic equilibrium and is well positioned for growth. Alternative capital in all its forms is clearly growing again, notwithstanding the losses and related loss creep of the past several years. This rising tide will not raise all ships, however. Some managers, sectors, and strategies have outperformed, and are now benefitting as a result, while others remain under stress. For example, capacity remains restricted for ultimate net loss (UNL) retrocession with only limited interest so far from new investors. Meanwhile reduced loss creep, higher premiums, and the associated improved risk-return profile have provided a tailwind which should prompt new issues.

William Dubinsky, Managing Director & CEO, Willis Securities, Inc., said: “The ILS market is at an important inflection point. Starting in Q4, but with more effect in 2020, we expect growth in the more liquid forms of ILS, particularly catastrophe bonds. Some investors are realigning their portfolios towards investments with lower projected losses, as they see increasing relative value at the more remote end. That could bode well for cat bonds. Sidecar interest has picked up as well, but the extent to which this interest will translate into completed deals will depend very much on the specific opportunities presented to investors. Not all deals will meet their increasingly stringent criteria.”

The complete report is available for download here.