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OVERVIEW


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Discover the evolving world of Insurance-Linked Securities (ILS) through the GAM & Swiss Re ILS Webinar Series. As a continuation of our established educational webinar programme, the series is designed for investment professionals seeking to deepen their understanding of the asset class, its role within insurance risk transfer and the key market developments shaping the ILS market today.

Featuring insights from specialists across GAM and Swiss Re, the series explores topics including reinsurance structures, relative value considerations and developments in the catastrophe bond market, helping participants enhance their understanding of the ILS market and its role within broader portfolio discussions.

Accreditation: This webinar series is CPD accredited by the Chartered Institute for Securities & Investment (CISI) in the UK and recognised by SAQ for recertification in Switzerland.

UPCOMING WEBINARS

DEMYSTIFYING QUOTA SHARES
24 SEPTEMBER 2026 | 15:00 - 15:45 CET

Graham Diack, Portfolio Manager at Swiss Re Insurance-Linked Strategies (Swiss Re ILS), and Dr Rom Aviv, Head of Insurance-Linked Securities (ILS) at GAM Investments, discuss quota share arrangements as a traditional reinsurance structure in which investors participate in a (re)insurer’s portfolio, sharing both premiums and losses.

The session explains how quota shares work in practice and highlights key considerations for investors, including:

  • Why strong infrastructure is important for sourcing, underwriting and portfolio management 
  • The value of local market insight combined with global diversification 
  • How inherited leverage can enhance capital efficiency 
  • Alignment-of-interest structures that support long-term partnerships 
  • The importance of advanced analytics and modelling capabilities 

SPEAKERS

Graham Diack
Portfolio Manager
Swiss Re ILS

Dr. Rom Aviv
Head of ILS
GAM Investments

ILS: A RELATIVE VALUE ANALYSIS
22 OCTOBER 2026 | 15:00 - 15:45 CET

Owen Sandercox and Charles Mixon will explore how investors can assess relative value across the insurance-linked securities market and identify attractive opportunities across different instruments and market segments.

  • Comparing catastrophe bonds, collateralised reinsurance and other ILS opportunities
  • Key drivers of risk-adjusted returns
  • The impact of market conditions, liquidity and pricing cycles
  • The role of modelling, analytics and portfolio construction
  • Identifying attractive opportunities across the ILS market

SPEAKERS

Owen Sandercox
Senior Portfolio Manager
Swiss Re ILS

Charles Mixon
Head of Business Development
Swiss Re ILS

GAM SWISS RE CAT BOND - 2026 REVIEW & OUTLOOK
10 DECEMBER 2026 | 15:00 - 15:45 CET 

MariaGiovanna Guatteri reviews the 2026 hurricane season and provides an update on the performance, positioning and outlook for the GAM Swiss Re Cat Bond strategy.

  • 2026 hurricane season review and key market developments
  • GAM Swiss Re Cat Bond performance update
  • Portfolio positioning and risk management
  • Market opportunities heading into 2027
  • Outlook for the catastrophe bond market

SPEAKER

MariaGiovanna Guatteri
CIO
Swiss Re ILS

PAST WEBINARS

INVESTING IN INSURANCE-LINKED SECURITIES (ILS)

Portfolio diversification when you need it: With historically uncorrelated returns even during periods of market stress, discover Insurance Linked Securities.

Watch this exclusive webinar with Dr. Rom Aviv (Head of ILS, GAM) and Charles Mixon (Head of Business Development, Swiss Re ILS):

  • Why ILS is gaining traction among institutional investors
  • How to access the asset class effectively
  • What makes ILS resilient in volatile markets

SECONDARY TRADING OF CAT BONDS

Weilong Su and Owen Sandercox from Swiss Re ILS introduce you into the world of secondary trading of Cat Bonds.

  • Trading mechanisms
  • Market patterns
  • Pricing dynamics
  • Liquidity impacts
  • Market growth, and the latest trends among issuers and investors

INDUSTRY LOSS WARRANTIES EXPLAINED

Mariagiovanna Guatteri from Swiss Re ILS and Dr Rom Aviv (Head of ILS, GAM), introduce the evolving world of Industry Loss Warranties (ILWs) and index linked instruments.

  • Market overview and instrument design
  • Strategic rationale for protection buyers and investors
  • Portfolio considerations and allocation discipline
  • Risk and modelling considerations
  • Examples and case studies from historical natural catastrophes