https://www.insurerbrain.com/w/index.php?action=history&feed=atom&title=Definition%3APERILS_AG 2026-06-14T16:06:03Z Revision history for this page on the wiki MediaWiki 1.43.8 https://www.insurerbrain.com/w/index.php?title=Definition:PERILS_AG&diff=11521&oldid=prev 2026-03-12T00:12:42Z

<p>Bot: Creating new article from JSON</p> <p><b>New page</b></p><div>🌍 &#039;&#039;&#039;PERILS AG&#039;&#039;&#039; is an independent provider of industry-wide [[Definition:Catastrophe loss | catastrophe loss]] data for the European and select international insurance markets. Headquartered in Zurich, it serves [[Definition:Insurance carrier | insurers]], [[Definition:Reinsurer | reinsurers]], [[Definition:Insurance-linked securities (ILS) | ILS]] investors, and [[Definition:Catastrophe model | catastrophe modelers]] by publishing transparent, market-level loss estimates for significant [[Definition:Natural catastrophe | natural catastrophe]] events. Unlike proprietary loss databases maintained by individual carriers, PERILS aggregates anonymized [[Definition:Exposure | exposure]] and loss information from participating companies to produce an independent market benchmark.<br /> <br /> 📊 After a qualifying event such as a European windstorm or severe convective storm, PERILS collects granular loss and exposure data from its contributing companies and publishes a series of progressively refined industry loss estimates — typically at three months, six months, and twelve months after the event. These estimates are broken down by country, [[Definition:Line of business | line of business]], and sometimes sub-peril to give market participants actionable detail. The data underpins [[Definition:Industry loss warranty (ILW) | industry loss warranty]] triggers, [[Definition:Catastrophe bond | catastrophe bond]] parametric structures, and [[Definition:Reinsurance | reinsurance]] treaty provisions that reference independent loss indices rather than individual company outcomes. [[Definition:Catastrophe model | Catastrophe modelers]] also use PERILS data to validate and calibrate their models against observed market losses.<br /> <br /> 🔑 Reliable, independent loss data is the connective tissue of the [[Definition:Risk transfer | risk transfer]] chain. Without organizations like PERILS, the market would rely on fragmented, self-reported figures that are difficult to compare across companies and jurisdictions. For [[Definition:Insurance-linked securities (ILS) | ILS]] investors who lack direct access to carrier portfolios, PERILS provides the transparency needed to price and settle index-based instruments with confidence. Regulators and policymakers also reference PERILS data when assessing systemic [[Definition:Catastrophe risk | catastrophe risk]] exposure across markets, making it a public-good resource that strengthens market discipline and supports more informed [[Definition:Capital allocation | capital allocation]] decisions.<br /> <br /> &#039;&#039;&#039;Related concepts:&#039;&#039;&#039;<br /> {{Div col|colwidth=20em}}<br /> * [[Definition:Catastrophe loss]]<br /> * [[Definition:Industry loss warranty (ILW)]]<br /> * [[Definition:Catastrophe bond]]<br /> * [[Definition:Insurance-linked securities (ILS)]]<br /> * [[Definition:Catastrophe model]]<br /> * [[Definition:PCS loss index]]<br /> {{Div col end}}</div>

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