At a glance
- The panel will cover catastrophe bond issuance, pricing, capital flows and casualty ILS capacity.
- The agenda lists diversification across perils and geographies, the growing role of casualty ILS as a source of capacity, and developments in secondary-peril risk modeling.
- For allocators holding cat bonds or ILS funds, the briefing covers three due-diligence topics: perils and geographies, casualty-linked capacity, and how secondary-peril models are built.
AM Best will host an analytical briefing on the insurance-linked securities market on Oct. 28, 2026, at 10 a.m. EDT.
The panel is Quentin Perrot of GC Securities, Michael Stahel of LGT ILS Partners, Lorenzo Volpi of Leadenhall Capital Partners and AM Best's Emmanuel Modu, who moderates.
AM Best announced the briefing, titled “ILS Market Outlook: Capital, Pricing and the Broadening Risk Landscape,” on Oct. 14. The panel will cover catastrophe bond issuance, pricing, capital flows and casualty ILS capacity.
The agenda lists diversification across perils and geographies, the growing role of casualty ILS as a source of capacity, and developments in secondary-peril risk modeling.
For allocators holding cat bonds or ILS funds, the briefing covers three due-diligence topics: perils and geographies, casualty-linked capacity, and how secondary-peril models are built.
Reported by the Insurance-Linked & Specialty desk from AM Best News. Published . Updated Oct 24, 2026 · 10:44 a.m. ET. Corrections