Overview

Moody's Risk Modeler Aggregate Loss Models (ALM) use aggregate portfolio data and support portfolio management, treaty reinsurance underwriting, and other risk management processes when detailed exposure data is not available. ALM exposure consists of total insured limits by geographic resolutions (geoIDs) and lines of business (LOBs).

ALM analyzes an aggregate portfolio by matching the geographic resolution and the line of business of the exposure data to an ALM profile.

For more information about ALM profiles for specific regions and perils, see the Support Center.

ALM profiles

An ALM profile is a pre-compiled database of loss ratio estimates and associated variances for a specific peril for one line of business at a certain geographic resolution. The ALM profile incorporates a set of assumptions regarding policy structures, geographic distributions, construction inventories, and insurance coverage type.

ALM profiles calculate the frequency, severity, and associated losses of catastrophic events for an aggregate portfolio. Each ALM profile is a pre-compiled database of loss ratio estimates and their associated variances for a specific peril for one line of business at a certain geographic resolution. Each profile incorporates a set of assumptions regarding policy structures, geographic distributions, construction inventories, and insurance coverage type. ALM profiles are pre-seeded. You cannot create new profiles or edit existing profiles.

The Intelligent Risk Platform supports ALM profiles that leverage DLM and HD models.

DLM models

ALM model profiles are available for DLM models for version 18.0, 18.1, 21, 22, 23, 24, and 25.

For a list of countries, geographic resolutions, and lines of business supported for ALM models, see ALM Countries, Resolutions, Perils, and LOBs Modeled

HD models

HD model profiles are available for analyses in ALM for the following models:

Moodyʼs RMS Europe Inland Flood HD Models
Moodyʼs RMS Europe Severe Convective Storm HD Models
Moodyʼs RMS Europe Windstorm HD Models
Moodyʼs RMS Japan Earthquake and Tsunami HD Model
Moodyʼs RMS Japan Typhoon and Flood HD Model
Moodyʼs RMS New Zealand Earthquake HD Model
Moodyʼs RMS New Zealand Inland Flood HD Model
Moodyʼs RMS U.S. Wildfire HD Model
Moodyʼs RMS Canada Wildfire HD Model