Insurance-Linked Funds (ILS Funds)

Valuation and risk reporting in Insurance Linked Strategies (ILS) have become areas of heightened scrutiny from investors.

As extreme and catastrophic environmental events become increasingly common, there is pressing need for robust valuation and risk reporting processes for ILS funds.

Our ILS Working Group brings together institutional investors and asset managers to discuss these issues and produce practical guidance on the topic.

The Insurance Open Protocol Risk Reporting Template (available through the SBAI Open Protocol Toolbox) allows for standardised risk reporting to investors.

Resources on ILS Funds

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Implementation of RI in ILS Strategies

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ILS Funds - Side Pocketing

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ILS Funds - Valuation