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Глобальный индекс рисков (Global Risks Index)

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

Разработать параметрический триггер

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

Страница GRX-JRN-PARAMETRICВыпуск Базовый выпуск 2026Дата закрытия доказательной базы 2026-09-30Задания 6Значения пока не опубликованыМетод 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. Независимый обзор Дней: 10
  6. Monitoring feed ongoing

01Модель

Разработать параметрический триггер

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

Разработать параметрический триггер

In progressTriggered by Risk-transfer team6 jobs1 approval gate5 checks

Граф
01Сформулировать
02Изучать
03Изучать
04Calibrate
05Рецензирование
06Рецензирование

100%
Хронология
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.

Шаги
  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. Независимый обзор утверждение

    Review · Reviewers · 10 days
    Method and data reviewed · Limits recorded
    Реестр PostgreSQL (защита на уровне строк)
  6. Monitoring feed

    Review · NXS-GRX Intelligence · ongoing
    Index values streamed · Threshold crossings sent for review
    Pulse nowcastWebhooks and streaming
Артефакты
Артефакт Задание Кто Этап
Study brief Peril, area and index Вы Сформулировать
Event set Historical event set Model Lab Изучать
Basis-risk report Basis-risk test Verification engine Изучать
Trigger card Calibrate attachment and exit Вы Calibrate
Review record Независимый обзор Reviewers Рецензирование
Monitoring subscription Monitoring feed NXS-GRX Intelligence Рецензирование
ГотовоВыполняетсяОжидает утвержденияQueuedApproval 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.
03Технологии

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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