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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
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Stress test your portfolio Realistic Disaster Scenario: Iran regional war risks
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Understand the worst case scenario Realistic Disaster Scenario: Latin America regional SRCC risks
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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

Experts

Anna Boyd

She was previously the head of MENA corporate investigations at FTI Consulting where she managed many complex multi-jurisdictional matters in the field of integrity due diligence, asset tracing and litigation support, including in Saudi Arabia, the UAE and Libya.Prior to her move into consulting, she was head of the Middle East and North Africa Country Risk Forecasting team at S&P Global, responsible for political risk forecasting, scenario modelling and quantitative risk scoring across the whole region. Anna has led on projects including devising a political risk model relating to the security of Qatari food imports, managing a series of in-depth MENA region country studies for a US government client, and war-gaming possible future developments in the Syria conflict. She has provided expert comment to several media outlets including Al Jazeera, Reuters and the BBC. Anna started her career as an Arabic linguist with the Foreign and Commonwealth Office.Anna holds an MA with Distinction in Arabic from the School of Oriental and African Studies, having written her dissertation on 1950s-60s Iraqi poetry. She also holds a 1st class honors degree in Arabic from the University of Edinburgh and studied in Cairo and Damascus. She speaks French and Arabic.

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Alyssa Grzelak

Alyssa leads a team of economists responsible for the banking sector risk ratings, analysis, and forecasts of the world's most intriguing and hard-to-monitor emerging market financial sectors. Her particular focus is on banking sector risk in the Middle East and Africa region, as well as Turkey. She has over 10 years' experience analyzing financial sector risks in emerging markets and assessing counterparty credit risks. Alyssa originally joined IHS Markit (now a part of S&P Global) through Global Insight, where she worked as a macroeconomist in the Middle East and North Africa team, with responsibility for the economic forecasts and sovereign risk ratings of several regional economies. Prior to joining the firm, Alyssa worked for the US Department of Defense in Washington, DC and Manulife Financial in Boston, Massachusetts. She studied Economics for a year abroad at University College London.Alyssa graduated summa cum laude with a Bachelor of Arts degree in Economics and International Affairs from Northeastern University.

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Chris Suckling

Chris leads the development of the Economic & Country Risk team's quantitative risk models, including in the areas of cash flow forecasting and project valuation, sovereign credit risk, and related environmental, social, and governance (ESG) issues. He works closely with corporate finance, insurance, and risk managers to advise on risk modelling solutions. Chris has previously led ECR's political risk analysis and integrated research initiatives. This involved the coordination and review of economic and country risk research, particularly on issues impacting clients in the emerging and frontier markets.Dr. Chris holds a B.A., M.Sc. (by research) and Ph.D. from the London School of Economics.

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Alexia Ash

Alexia is experienced at using methods including risk indexing, stochastic processes, Bayesian modelling, and regression analysis. She was on the development team for Every Point on the Planet (EPOP), the firm's flagship country risk mapping tool. She has worked on projects for private sector clients to provide probabilistic modelling of terrorist attacks by specific location and time frame; to design methodology to identify percentage probabilities for scenarios affecting food and water security in the Middle East; and to model the impact of economics and country risk on asset investments.Alexia holds a Bachelor of Arts in mathematics, as well as a Bachelor of Arts in political science from the University of Florida in the United States, and Master of Science in global political economy from the London School of Economics (LSE), United Kingdom.

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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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