GRA · Actuarial and Quantitative Risk
Spatial financeWhere capital meets hazard, exposure and transition
Source and data register
A tail estimate is only as good as its data and threshold choices. This page lists the checks a quantitative team applies before reporting a return-period loss, from stationarity tests to parameter uncertainty, and when historical data must be adjusted for a changing climate.
Source and data register in five parts.
Each source carries five facts.
Origin
Who produces the data and how.
Access terms
Licence, restrictions and permitted uses.
Quality
Coverage, resolution, update frequency and known errors.
Provenance
How the data reached the platform and what was changed.
Gaps
What is missing and how the gap is handled.
Before a tail estimate is reported.
- Threshold choice for peaks-over-threshold methods, with stability plots.
- Stationarity: whether a trend or climate signal is in the data, tested and stated.
- Data length relative to the return period claimed.
- Parameter uncertainty shown as intervals, not only point estimates.
- Independence: declustering of events where observations are linked.
When history needs adjusting.
Where the peril is changing, pricing and capital need a hazard view conditioned on current climate, not the historical average. Topic depth at climate-adjusted pricing; climate science at the Global Centre for Risk and Innovation (GCRI) climate baselines.
How the register grows.
Sources are added to the register as they are reviewed. A source is listed only once its terms permit the use described.
Where this page’s references lead.
The bodies and documents this page is read against. Status and editions change; each link goes to the issuing body.
Questions and answers.
Can I suggest a data source?
Contribute evidence from this page.
Reports is the Consortium’s quarterly publication. What you know about this subject can become evidence, a case or a correction in the next edition, credited to you and published under CC BY 4.0 where it is your own work.
- EmailGateway GW-GRASend it from this pageEvidence, a correction, a case, a method, a review, a translation or profile input. It arrives tagged with this page, so the editor who owns it receives it.
- ZenodoOpen depositDeposit it and submit to the communityPublish your own record on Zenodo with your ORCID iD, then submit it to the Reports community there. Curators review it; the DOI stays yours.
- ReportsGlobal Risks AllianceSee every way to contributeThe contribution types, how each is reviewed, what credit you receive, the licence and what is never accepted.
Never send personal data, sensitive infrastructure detail or anything you have no right to share. A contribution is reviewed before use; sending it confers no authorship or editorial rights, and sponsorship never buys a finding.
Bring an exposure or capital question to the Alliance.
Information and enquiries are open today. An enquiry receives a reference and names the next step; applications, payments, compute allocations and registrations open only when their team, terms and review capacity exist.
Legal documents.
Maps, data and figures on this site are shown for context and general information. They are not advice, forecasts or warnings; the limits of the information are set out in the Disclaimers and Data Notices.