An Anglo-Suisse Capital deep dive into ILWs and Thornwood Hill Insurance

An Insurance Loss Warranty (ILW) is a type of reinsurance or insurance-linked security contract that provides a payout based on the occurrence of industry-wide insured losses from a specific event, rather than the actual losses of the insured party.

Key Features of an ILW:

  • Trigger: The contract is triggered when industry losses (not the buyer's individual losses) exceed a pre-agreed threshold, as measured by a third-party index (like PCS in the U.S. or PERILS in Europe).

  • Payout: If the threshold is met or exceeded, the buyer receives a predefined payout, regardless of their own losses.

  • Purpose: Commonly used by reinsurers, insurers, or investors to hedge against catastrophic risks like hurricanes, earthquakes, or other natural disasters.

Listen to Alan and Lucy from Anglo-Suisse Capital as they discuss ILWs and how Thornwood Hill Insurance presents several standout qualities, primarily stemming from its specialised focus, advanced operational strategies, and demonstrated performance.

Click HERE to listen to the ILW podcast