Catastrophe modelling and CATDAT loss analytics for insurers, reinsurers, and financial institutions. Trusted by global leaders including SwissRe, Howden, Bank of England, European Investment Bank, RMS, and Moody's.
Our comprehensive approach ensures robust risk strategies. We deliver data-driven insights for informed underwriting, portfolio optimization, as well as Cat model validation.
To achieve this, we have compiled our proprietary multi-peril event loss database CATDAT, the world's largest, achieved excellency in Global Exposure modelling, built an extensive global multi-peril repository of vulnerability functions, and adopted or built a wide range of Cat models to benchmark our data and assessments.
The combination of these components ensures the quality and robustness of our approaches.
Exposure & Underwriting
Explore our detailed use cases, including exposure modelling for underwriting and portfolio enhancement. We provide sectorial risk assessments, including highly specialized evaluations for agriculture and residential portfolios.
Model Validation
We specialize in Cat model component development and model validation, risk benchmarking, and providing views on unmodelled risks. We frequently benchmark methodologies against industry standards established by partners.
Financial Mechanisms
Our teams design and evaluate complex financial instruments, ranging from institutional stop-loss mechanisms to innovative, macro-level finance schemes.
