Name
Spotlight: Uncorrelated Investments: An Introduction to Insurance Linked Securities (ILS)
Date & Time
Wednesday, December 16, 2020, 1:50 PM - 2:20 PM
Joseph Morgart Bernard Van Der Stichele Tanya Bishop
Description

Tanya Bishop - Senior Vice President, Amundi Canada Inc.

Joseph MorgartVice President and Client Portfolio ManagerAmundi Pioneer

Bernard Van Der Stichele - Portfolio Manager, HOOPP

The insurance and reinsurance industry can be traced back hundreds of years and has developed in such a fashion that it is now a part of our everyday life.  In the mid 1990’s, the reinsurance industry created the ability for these reinsurance risks and returns to be transferred into the capital markets.  Since the source of risks and returns are structurally uncorrelated to the capital markets, investors have deployed these strategies to improve the diversification and efficiency of portfolios.  In this session we will discuss:

  • An Introduction to Insurance Linked Securities (ILS)
  • The formats and structure of ILS
  • Portfolio construction considerations and benefits of ILS
  • How insurance risks are modeled and evaluated
Virtual Session Link