Derived insurance-linked securities and catastrophe market panel

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Derived insurance-linked securities and catastrophe market panel: the site states it analysed the underlying ILS data itself, producing quarterly/semi-annual issuance series (notional issued and deal counts per period, e.g. ~$17bn across ~60 deals in a half-year, a first-quarter record of $6.5bn, ~$10.35bn across 32 deals in the following quarter), market-size series (outstanding volume ~$56bn, up over 75% since end-2020), deal-characteristic metrics (average deal size change, share of tranches upsized, count of deals above $1.5bn), first-time-sponsor registers by sponsor type (state-backed schemes, residual pools, managing-general-agent-linked carriers, regional insurers), a structure-adoption series (multi-event, cascading, second-event, nationwide indemnity annual aggregate, zero-coupon multi-year), a secondary-market performance series, and a normalised global catastrophe loss table splitting insured from economic loss by event and region.