The Global Risks Alliance (GRA)
The methods Institutional Funds Nexus relies on, the assumptions they carry and the limits of what they can show.
Institutional funds · Analysis and uncertainty
unit · cadence · label
| Funding ratio | of liabilities | quarterly | MODELLED | SP-8988 |
| Surplus at risk, 1-in-20 | of liabilities | quarterly | MODELLED | SP-1434 |
| Hedge ratio, interest rate | of liabilities | monthly | OBSERVED | SP-0452 |
| Liquidity coverage of collateral calls | × | weekly | MODELLED | SP-6149 |
| Climate scenario funding impact | pct points | annual | MODELLED | SP-7774 |
Institutional Funds Nexus · Evidence registerEvidence register, in outline: domain structure with placeholder names and illustrative values, not a record.
The Institutional Funds Nexus methods page sets out the methods the platform relies on, among them actuarial mathematics, financial economics and macro-finance, and scenario design and stress testing, with their assumptions, validation and limits. Each analysis lists its assumptions and data, reports ranges and confidence beside central estimates, is checked against observations or other models, and states what it cannot show.
Fig.How a finding is reviewed before it is published. Design, not a record.
For analysis and uncertainty, in GRA's spatial-finance reading, the map opens on night lights and population density with built-up and settlement extent from NASA GIBS, framed on Oceania and the Pacific; every other NASA layer, live feed and forecast waits in the layer list.
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For analysis and uncertainty, in GRA's spatial-finance reading, the map opens on night lights and population density with built-up and settlement extent from NASA GIBS, framed on Oceania and the Pacific; every other NASA layer, live feed and forecast waits in the layer list.Satellite and model products as NASA publishes them, each with its own date; indicators, not assessments of any place; claim ceiling INTEGRATED.
Layers and dates
| Method | Use | Limit |
|---|---|---|
| Stochastic asset-liability modelling | Distribution of funding outcomes | Assumes stable return relationships |
| Climate scenario overlays | Shift returns by sector and region under pathways | Repricing timing is assumed |
| Mortality projection with temperature effects | Liability sensitivity to heat and health change | Evidence is regional and evolving |
| Look-through exposure analysis | Physical exposure of underlying assets | Coverage of private assets is partial |
Longevity and liability methods are shared with insurance and are described at mortality and longevity.
Each analysis lists its assumptions and the data it depends on.
Ranges and confidence are reported alongside central estimates.
Models are checked against observations and, where possible, against other models.
What an analysis cannot show is stated beside what it can.
Each term as this page uses it. Where a standard-setting body defines the term, the wording follows that body.
| Term | Definition |
|---|---|
| Uncertainty quantification | Characterising and propagating the uncertainties in a model to state confidence in its outputs. |
| Sensitivity analysis | Repeating an analysis under different assumptions to show how much the result depends on them. |
| Model validation | Independent testing that a model performs as intended and is fit for a stated use. |
| Actuarial mathematics | Actuarial mathematics applies probability, statistics and financial theory to measure and price contingent risks, particularly in insurance and pensions. |
The bodies and documents this page is read against. Status and editions change; each link goes to the issuing body.
The current service level is R0: information and enquiries. 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.