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Global Risks Index

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

设计参数化触发条件

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

页面 GRX-JRN-PARAMETRIC版本 2026 基线版证据截止 2026-09-30就业 6数值 尚未发布方法 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

01建模

设计参数化触发条件

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

设计参数化触发条件

In progressTriggered by Risk-transfer team6 jobs1 approval gate5 checks

流程图
01框定
02Study
03Study
04Calibrate
05评审
06评审

100%
时间线
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.

步骤
  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 账本(行级安全)
  6. Monitoring feed

    Review · NXS-GRX Intelligence · ongoing
    Index values streamed · Threshold crossings sent for review
    Pulse nowcastWebhooks and streaming
产出物
产出物 作业 执行方 阶段
Study brief Peril, area and index 您 框定
Event set Historical event set Model Lab Study
Basis-risk report Basis-risk test Verification engine Study
Trigger card Calibrate attachment and exit 您 Calibrate
Review record Independent review Reviewers 评审
Monitoring subscription Monitoring feed NXS-GRX Intelligence 评审
已完成进行中等待批准QueuedApproval 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.
03技术

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.

Start this journey

Talk to the Secretariat to start this journey with your team.