Index IndexConstraints ConstraintsDPM Map DPM Map

boemd_tIMR.03.08.01.02 - Total Risk and Risk Module Output Distributions - 1 Year Risk (RFF)

IMR.03.08.01.02
Total riskNon-life underwriting riskReserving riskPremium risk (inc catastrophe risk)Market riskCounterparty riskOperational riskOther risksSum of reserving and premium risk - grossSum of reserving and premium risk - netCombined Ratios - net of reinsurance - undiscountedCombined Ratios - net of reinsurance - discounted
C101C102C103C104C105C106C107C108C201C202C203C204
Total risk and risk module level outputs
Simulated meanTRD101
Simulated standard deviationTRD102
Minimum simulated valueTRD105
0.1% percentileTRD106
5% percentileTRD107
10% percentileTRD108
15% percentileTRD109
20% percentileTRD110
25% percentileTRD111
30% percentileTRD112
35% percentileTRD113
40% percentileTRD114
45% percentileTRD115
50% percentileTRD116
55% percentileTRD117
60% percentileTRD118
65% percentileTRD119
70% percentileTRD120
75% percentileTRD121
80% percentileTRD122
85% percentileTRD123
90% percentileTRD124
95% percentileTRD125
96% percentileTRD126
97% percentileTRD127
98% percentileTRD128
99% percentileTRD129
99.5% percentileTRD130
99.9% percentileTRD131
Maximum simulated valueTRD132

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