Platform Demo · Lab 05

ILS intake to optimization, in one screen.

Enter a cat bond, sidecar, or ILW book below. The engine validates each row, prices spread income against ES95 economic capital, applies basis-risk factors by trigger type, and proposes the reallocation — the workflow the workbook runs across three sheets, live here.

Sample Platform Output - Reference Carrier (anonymized) - Demonstration Only

Client portfolio intake

Editable — all fields validate live · allowed triggers: Indemnity, Parametric, Industry Loss, Modeled Loss

Portfolio dashboard

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ILS capital deployed

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Weighted spread (bps)

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Portfolio RoRAC

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Capital relief vs traditional RI

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ES95 economic capital

Trigger mix (% of notional)

basis-risk score weights: Parametric 8 · Industry Loss 6 · Modeled Loss 5 · Indemnity 2

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Optimization summary

capital relief factor 0.22 · ES95 multiplier 2.6 · hurdle RoRAC 1.10

Instrument optimization

RoRAC = spread income / ES95 economic capital · BR-adjusted = RoRAC × basis-risk factor · Overweight ≥ 1.10 · Hold ≥ 0.77

Optimized allocation

Optimized weight ∝ BR-adjusted score · shifts beyond ±1% drive the rationale

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