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Global Risks Index

The Global Risks Index Models · Model · on: trigger study started

모수형 트리거 설계

Study an index trigger for pre-arranged finance: event history, basis risk and calibration, with review before any use. Information for design, not advice.

페이지 GRX-JRN-PARAMETRIC판 2026 기준판근거 마감 2026-09-30일자리 6값 미게시방법 v1.0.0-draft
on: trigger study started · Design a parametric trigger6 jobs · 1 gate · 5 checks
  1. Peril, area and index self-serve
  2. Historical event set 1 day
  3. Basis-risk test 1 day
  4. Calibrate attachment and exit self-serve
  5. Independent review 10 days
  6. Monitoring feed ongoing

01모델링

모수형 트리거 설계

Study an index trigger for pre-arranged finance: event history, basis risk and calibration, with review before any use. Information for design, not advice.

on: trigger study started

모수형 트리거 설계

In progressTriggered by Risk-transfer team6 jobs1 approval gate5 checks

그래프
01구성
02Study
03Study
04Calibrate
05검토
06검토

100%
타임라인
Job0 d2 d4 d6 d8 d10 d12 dTarget
Peril, area and indexYouinstant
Historical event setModel Lab1 d
Basis-risk testVerification engine1 d
Calibrate attachment and exitYouinstant
Independent reviewReviewers10 d
Monitoring feedNXS-GRX (canonical data, provenance and risk) Intelligenceongoing

End to end on the longest path: about 13.4 d of proposed target service levels, before the jobs that run with no fixed end. Gates wait for the people named; bars with a fading end have no fixed length.

단계
  1. Peril, area and index

    Frame · You · self-serve
    Peril keyed to Hazard Standard · Area of interest · Index candidates
    Model Labhazard standard
  2. Historical event set

    Study · Model Lab · 1 day
    Event catalogue assembled · Losses and responses matched
    Model LabProvenance (W3C PROV)
  3. Basis-risk test

    Study · Verification engine · 1 day
    False positives and misses · Payout correlation with loss
    Verification engineMonte Carlo engine
  4. Calibrate attachment and exit

    Calibrate · You · self-serve
    Attachment, exit and payout curve · Return periods
    Model Lab
  5. Independent review approval

    Review · Reviewers · 10 days
    Method and data reviewed · Limits recorded
    PostgreSQL 원장(행 수준 보안)
  6. Monitoring feed

    Review · NXS-GRX Intelligence · ongoing
    Index values streamed · Threshold crossings sent for review
    Pulse nowcastWebhooks and streaming
산출물
산출물 작업 담당 단계
Study brief Peril, area and index 나 구성
Event set Historical event set Model Lab Study
Basis-risk report Basis-risk test Verification engine Study
Trigger card Calibrate attachment and exit 나 Calibrate
Review record Independent review Reviewers 검토
Monitoring subscription Monitoring feed NXS-GRX Intelligence 검토
완료진행 중승인 대기 중QueuedApproval gateTest jobYou are here
Study an index trigger for pre-arranged finance: event history, basis risk and calibration, with review before any use. Information for design, not advice. The canvas shows where a request stands at the marked job; it is illustrative, not the status of a real request. Durations are proposed target service levels. Select a job for its steps, the people who act, the technology it runs on and what it produces.
03기술

8 components

Each job names the component it runs on; open a job on the canvas for its steps, checks and artefacts.

Model Labhazard standardProvenance (W3C PROV)Verification engineMonte Carlo enginePostgreSQL ledger (row-level security)Pulse nowcastWebhooks and streaming

Part of Models of the Index: Scenario pathways, stress tests, tail and exceedance analytics, coupling contagion and forecasting on the open method library, with tests and model cards.

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