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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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08 Jun 2022

Implementation of RI in ILS Strategies

Dedicated Responsible Investment approaches within ILS are in their infancy and often do not fit neatly into regulatory of industry-based frameworks. This toolbox memo explores the practical implementation of RI Insurance Linked Strategies.

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04 May 2021

ILS Funds - Side Pocketing

Following loss events, there is often significant valuation uncertainty in ILS funds requiring the use of side pockets. This memo discusses the objectives of Side Pockets, ILS specific considerations and The Alternative Investment Standards

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07 May 2019

ILS Funds - Valuation

ILS Funds typically invest in a spectrum of assets that may range from catastrophe bonds to private collateralised reinsurance structures. This memo contains detailed guidance on a robust ILS valuation framework consistent with our Alternative Investment Standards.