Bma

Bermuda Monetary Authority (BMA) — Supervisory catastrophe-risk panel built from mandatory statutory filings: the Catastrophe Risk Return filed as Capital and Solvency Return schedules X(e) Accumulations Overview and X(f) Data Analysis by Class 3B and Class 4 insurers and (re)insurers, consolidated by the supervisor into market-level catastrophe metrics — average annual loss, probable maximum loss defined as 99% tail value-at-risk on an aggregate basis, and factor-loading metrics — alongside modelling-practice and risk-management survey findings and market aggregates (net written and net earn…

Bma offers (Alternative, Reference, Fundamental) — Firm-level panel across the Class 3B and Class 4 filing universe, consolidated to market level in the published report: roughly 40-80 filing groups contributing catastrophe risk returns annually, each with multiple perils, accumulation regions, loss metrics and model-provenance fields — so on the order of low thousands of observations per year in the underlying supervisory panel, of which the published report discloses only aggregate cuts..

Market-level catastrophe model-usage and model-vendor concentration analysis (which vendor models the world's catastrophe capital base actually relies on, and how concentrated that reliance is); calibration and validation of regulatory factor loadings against observed loss distributions; solvency-requirement and capital-adequacy benchmarking for Class 3B and 4 carriers; jurisdiction-level exposure concentration and systemic cat-risk monitoring; model-change impact studies, since shifts in vendor model versions mechanically move required capital; insurance-regulatory reasoning and tabular-reasoning evaluation corpora; and a rare official series linking catastrophe model outputs to statutory capital outcomes.

The data is with 6 years of history.

Coverage spans Other, US, UK; Reinsurance, Financial Exchanges & Data; alternative, reference, fundamental; equities, fixed_income, derivatives.