Bma

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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 earned premiums, total assets).