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A practical approach for stress testing insurance portfolios - Realistic Disaster Scenarios (RDS)

Stress testing with Realistic Disaster Scenarios (RDS) helps you identify and measure your risk

Our solution offers custom short- and medium-term qualitative based scenarios assessing low likelihood, high impact, realistic disaster scenarios.

Our team will build realistic disaster scenarios that are relevant to your business and exposures to test your resilience to enable you to:

Perform impact evaluation and understand your exposures
Anticipate and plan for low probability but high impact developments
Monitor changing probabilities and proactively adapt your portfolio resiliency

Our scenario work draws on strong quantitative and qualitative data by our team of experts specializing in risk forecasting. The qualitative and quantitative risk analysis performed is grounded in the deep knowledge and insight of local dynamics from our regional teams and source network. We work with 80% of Lloyd’s underwriters who cover political violence or political risk.

Do you need a custom realistic disaster scenario? Request a consult with our team

REQUEST A MEETING

Stress test your portfolio Realistic Disaster Scenario: Iran regional war risks

REQUEST YOUR COPY

Understand the worst case scenario Realistic Disaster Scenario: Latin America regional SRCC risks

REQUEST NOW

Features & Coverage

Features

Short- and medium-term qualitative-based scenario assessing a low likelihood, high impact scenario.
Can be paired with a quantitative impact assessment of the scenario (example scenarios: economic contagion, war, terrorism, civil unrest, political instability).

Coverage

Qualitative risk analysis description of each realistic disaster scenario
Indicator events for each scenario
An ‘extreme’ version of each realistic disaster scenario
Tables of calculated damage factors and of aggregate political risk scores
Methodology overview
Executive summary and briefing
Annual updates

RDS insights from our analysts

Listen to our podcast Realistic Disaster Scenarios: Iran regional war risk

Research & Analysis

Blog Dec 19, 2024

Global economic outlook: December 2024

Blog Dec 12, 2024

Fishing for CHPIs: Trade flows adapt to sanctions on Russia

Blog Dec 10, 2024

Power plays: Themes for 2025

Blog Nov 25, 2024

Trade flows adapt to sanctions on Russia

Experts

Venla Sipilä-Rosen

Venla is the Europe and CIS economist with Economics & Country Risk team at S&P Global Market Intelligence. In addition, she is involved in managing the Sovereign Risk service. She joined the company in March 2004. Her prior working experience includes employment at the Research Institute of the Finnish Economy (ETLA) in Helsinki, Finland, and at the Department for Development Assistance of the Ministry of Foreign Affairs, Helsinki. She also has experience in teaching, having worked as a college professor in economics and as a teaching assistant in economics and statistics at the School of Slavonic and East European Studies (SSEES), University College London (UCL), as well as an examiner for the Russian and East European Studies Program at the Renvall Institute for Area and Cultural Studies, University of Helsinki.She earned a Doctoral degree in economics from SSEES, UCL and a Master's degree in social sciences (economics) from the University of Helsinki. She has studied in Vienna, Austria; Saarbrücken, Germany; and Moscow, Russia. She speaks Finnish, Swedish, German, and some Russian.

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