News Posts

In the night from the 24th to the 25th of June a severe Mw 7.5 earthquake occurred in the northern part of Venezuela. The tremor had interesting characteristics from a seismological point of view and is likely to cause severe physical and humanitarian damage to the population and economy of the country.

The 2026 hurricane season is approaching its official start on June 1. The key meteorological factors influencing tropical cyclones point to a below-average to normal season in the Atlantic. This affects the tactical positioning of an ILS or cat bond portfolio. The current forecast shifts the relative attractiveness of various hurricane-related investment opportunities away from their statistical averages; however, the overall situation does not provide carte blanche for taking uncontrolled risks in the U.S. hurricane sector.

NOAA reported in its latest monthly update on the ENSO climate phenomenon that strong El Niño conditions are likely during the peak of this year’s Atlantic hurricane season. In this commentary, we would like to briefly explain this climate phenomenon and outline its significance for the coming hurricane season.

Climate change has become a significant factor for the insurance industry. This assessment is hardly surprising news, as the first considerations about the interplay between climate change and the insurance business were initiated in the 1970s by companies such as Munich Re and Swiss Re. Nowadays, climate change poses a risk for the industry that needs to be managed, but also offers new business opportunities and growth potential for both traditional reinsurance and the ILS industry.

As per January 2026, several developments with regard to the Solidum Cat Bond Fund came into effect. Please refer to the linked information document to learn more about the most relevant changes.

Hurricane Melissa hit Jamaica as a Category 5 storm and then moved

Our latest market commentary addresses the topic of cyber cat bonds, as this risk class within the cat bond universe will gain importance in the medium term.

Georges Bolli brings two decades of quantitative analysis and risk modelling experience for CAT Bonds and Insurance Linked Securities to Solidum Partners. Prior to joining Solidum Partners, he was Head Modelling and Analytics at Credit Suisse Insurance Linked Strategies, risk modeler for non-life peak risks with Swiss Re and non-life reserving actuary with Zurich Insurance.

The linked presentation takes a closer look at the topic of hurricane season forecasts. Hurricanes are the most important peril type for all ILS funds. This makes it all the more important for managers to carry out detailed and in-depth analyses and, if necessary, to make changes to the portfolio. 

The U.S. government's announcement of massive tariffs on imports to the U.S. led to severe distortions in global equity markets. In times of high volatility, few asset classes can escape the general downturn. Due to their structural independence from the general economy, ILS investments have historically shown high immunity to severe turbulence in the general markets. Consequently, ILS investments are expected to provide a stabilizing role for a diversified portfolio during the volatile period of April 2025.