Insurance-linked securities relieve the same capital pressure a reserve deficiency creates. Enter a portfolio below, or work with the sample, and the calculator returns risk-adjusted return, capital relief, and basis-risk-adjusted reallocation guidance, computed live in your browser. Nothing you type leaves this page.
Edit any cell, change a trigger, or add a row. Everything below recalculates instantly. Triggers carry basis-risk factors: Indemnity 1.0, Modeled Loss 0.9, Industry Loss 0.8, Parametric 0.7.
| Instrument | Trigger | Notional ($M) | Spread (bps) | Exp. Loss % |
|---|
| Instrument | Income ($M) | Relief ($M) | Econ Cap ($M) | RoRAC | BR Factor | BR-Adj | Signal |
|---|
--
Demonstration of AIPX3 ILS module methodology on an anonymized reference portfolio. Computations run locally in your browser; no portfolio data is transmitted or stored. Reallocation signals are illustrative methodology, not investment advice or a recommendation to buy or sell any security.
A carrier facing a reserve deficiency has three levers: strengthen reserves, raise capital, or transfer risk. ILS is the third lever priced in a market. The platform values each instrument on basis-risk-adjusted return on the economic capital it consumes, so a parametric bond's faster payout is weighed against the chance it pays on the wrong event. In an engagement, this module runs against your actual treaty structure and your deficiency, not a reference portfolio.
A briefing runs your ILS book and your reserve position through the full engine, together.
Request a Reserve Briefing