Rischio catastrofale
Methods for catastrophe, insurance, portfolio on the Julia and Python and r compute planes.
23 capabilities
13 of 23 have a bound kernel or engine. States are shown as the registry records them; a request fails closed wherever an adapter, specialist model or governed data is still missing.
| Metodo | Capability ID | Stato | Viene eseguito su |
|---|---|---|---|
| Stochastic Event Catalogue | risk.capability.catastrophe-risk.stochastic.event.catalogue.v1 |
Adapter required | – |
| Historical Event Catalogue | risk.capability.catastrophe-risk.historical.event.catalogue.v1 |
Adapter required | – |
| Event Footprint | risk.capability.catastrophe-risk.event.footprint.v1 |
Adapter required | – |
| Secondary Uncertainty | risk.capability.catastrophe-risk.secondary.uncertainty.v1 |
Adapter required | Python · catastrophe.elt_ylt_simulation |
| Loss Amplification | risk.capability.catastrophe-risk.loss.amplification.v1 |
Adapter required | – |
| Financial Terms | risk.capability.catastrophe-risk.financial.terms.v1 |
Adapter required | Python · catastrophe.ylt_financial_terms |
| Event Loss Table | risk.capability.catastrophe-risk.event.loss.table.v1 |
Adapter required | Python · catastrophe.event_loss_table |
| Year Loss Table | risk.capability.catastrophe-risk.year.loss.table.v1 |
Adapter required | Python · catastrophe.elt_ylt_simulation |
| Exceedance Probability | risk.capability.catastrophe-risk.exceedance.probability.v1 |
Adapter required | Python · catastrophe.ep_metrics |
| Occurrence EP | risk.capability.catastrophe-risk.occurrence.ep.v1 |
Adapter required | Python · catastrophe.ep_metrics |
| Aggregate EP | risk.capability.catastrophe-risk.aggregate.ep.v1 |
Adapter required | Python · catastrophe.ep_metrics |
| AAL | risk.capability.catastrophe-risk.aal.v1 |
Adapter required | Python · catastrophe.ep_metrics |
| PML | risk.capability.catastrophe-risk.pml.v1 |
Adapter required | Python · catastrophe.ep_metrics |
| Tail Conditional Expectation | risk.capability.catastrophe-risk.tail.conditional.expectation.v1 |
Adapter required | Python · catastrophe.ep_metrics |
| Return Period Loss Curve | risk.capability.catastrophe-risk.return.period.loss.curve.v1 |
Adapter required | Python · catastrophe.rp_band_aal_batch |
| Portfolio Diversification | risk.capability.catastrophe-risk.portfolio.diversification.v1 |
Adapter required | – |
| Geographic Correlation | risk.capability.catastrophe-risk.geographic.correlation.v1 |
Adapter required | – |
| Peril Correlation | risk.capability.catastrophe-risk.peril.correlation.v1 |
Adapter required | – |
| Event Clustering | risk.capability.catastrophe-risk.event.clustering.v1 |
Adapter required | – |
| Climate Adjusted Catastrophe Risk | risk.capability.catastrophe-risk.climate.adjusted.catastrophe.risk.v1 |
Adapter required | Python · climate.change_factor |
| Catastrophe Model Blend | risk.capability.catastrophe-risk.catastrophe.model.blend.v1 |
Adapter required | Python · climate.bayesian_model_averaging |
| Catastrophe Model Comparison | risk.capability.catastrophe-risk.catastrophe.model.comparison.v1 |
Adapter required | – |
| Catastrophe Model Validation | risk.capability.catastrophe-risk.catastrophe.model.validation.v1 |
Adapter required | – |
Methods, data and supports
- Method families
- Monte Carlo, extreme value, copula dependence, scenario ensemble, VVUQ
- Domini
- catastrophe, insurance, portfolio
- Compute planes
- Julia, Python, r
- Source classes
- event-catalogue, hazard-footprint, exposure, vulnerability, policy-terms
- Spatial supports
- event-footprint, portfolio, grid
- Temporal supports
- event, year, return-period
Propose a method
New methods are registered with a stable ID and a hand-derived golden test.
Stato
La metodologia, la struttura e le definizioni di The Global Risks Index sono una bozza di lavoro preparatoria (2026), diffusa per esame e commenti e non destinata all’attuazione. Nessun valore compare finché un’edizione non viene pubblicata a partire da un taglio di evidenze regolamentato; i valori riporteranno allora intervalli, classi, fonti e il relativo percorso di correzione. I simulatori applicano i metodi pubblicati ai numeri che scegli e non mostrano mai un valore NXS-GRX.
Che cosa non è NXS-GRX
NXS-GRX è un'informazione di ricerca e di analisi del rischio. Non è un rating creditizio o ESG e non usa alcuna scala di rating, non è un indice di riferimento per strumenti finanziari, non è una statistica ufficiale, non è un allerta di emergenza né una classificazione ufficiale e non è una consulenza. Non deve essere usato per valutare persone fisiche. Le classi di rischio sono fasce su una scala pubblicata, mai graduatorie di paesi o persone.
Istituzioni e fonti
The Nexus Consortium is stewarded by three independent not-for-profit institutions: The Global Centre for Risk and Innovation (GCRI), through GCRI US in Washington, DC and GCRI Canada in Ontario, with GCRI Canada as Lead Institution, Consortium Secretariat and lead contracting organisation; The Global Risks Forum (GRF); and The Global Risks Alliance (GRA). Technology, infrastructure and service providers work with the Consortium at arm’s length under written agreements, like every other external party in the public-private-planet model, and hold no role in its stewardship.
Ogni valore riporta l’attribuzione delle proprie fonti, che mantengono le rispettive licenze. I nomi esterni sono citati unicamente a fini di interoperabilità. I testi redatti da Nexus sono destinati alla licenza CC BY 4.0 al momento della pubblicazione.
Avis en français
La méthodologie et les définitions du NXS-GRX sont un projet de travail préparatoire (2026). Le NXS-GRX est une information de recherche et d’analyse des risques : ni notation, ni indice de référence financier, ni statistique officielle, ni alerte, ni conseil. Les classes de risque sont des bandes sur une échelle publiée, non des classements.