Model Cyber Catastrophe Risk for Capital Markets.
The cyber ILS market has deployed over $750M in catastrophe bonds, with total ILS issuance surpassing $25B. As cyber risk transfers to capital markets, investors need transparent, validated catastrophe models they can trust. Cyberwrite delivers exactly that.
The ILS Investor Challenge
Cyber catastrophe risk is fundamentally different from natural peril risk. There are no centuries of historical loss data, no geophysical boundaries, and no standard taxonomy of events. Most cyber cat models are scenario-based, opaque, and impossible to validate against real-world outcomes. For ILS investors, rating agencies, and structuring banks, this lack of model transparency creates fundamental uncertainty around pricing, trigger design, and capital allocation. Cyberwrite's approach is different: every model output is grounded in observable data, real dependency chains, and actual breach histories that can be independently verified.
How Cyberwrite helps.
Cyber Catastrophe Modeling
Event-based cyber catastrophe models built on real digital dependency mapping, not theoretical scenarios. Simulate 50,000+ catastrophic events including systemic cloud outages, global ransomware campaigns, and critical infrastructure failures. Generate OEP and AEP curves with return periods from 1-in-10 to 1-in-100,000.
Accumulation Risk Analysis
Understand how interconnected digital infrastructure creates correlated losses across geographically dispersed entities. Map real technology dependencies including cloud providers, DNS, CDN, and payment processors to quantify systemic concentration risk in your portfolio.
Trigger Design Support
Provide the data foundation for structuring cyber cat bond triggers. Whether parametric, indemnity, or industry loss index based, Cyberwrite's granular event modeling supports trigger calibration with actuarial credibility.
Transparent Methodology
Unlike black-box models, Cyberwrite's approach is built on observable data: real claims, real dependencies, real breach histories. Investors and rating agencies can audit the assumptions. The models are designed for regulatory scrutiny and investor due diligence.
Portfolio Loss Attribution
Decompose modeled losses by peril type, industry sector, geography, and technology dependency. Understand exactly where concentration risk sits in your portfolio and how losses propagate through correlated digital supply chains.
Regulatory and Rating Agency Ready
Output formats designed for Solvency II, Lloyd's, and PRA reporting requirements. Provide rating agencies with the actuarial evidence they need to evaluate cyber ILS tranches, including full documentation of model assumptions and calibration data.
Scenario narratives for investor and rating agency communications.
Cyberwrite AI converts complex catastrophe model outputs into structured, plain-language scenario descriptions that capital market participants, structuring banks, and rating agencies can evaluate. Every narrative is grounded in Cyberwrite's proprietary data, with a full citation chain.
Event scenario summaries describing attack vector, propagation mechanism, and affected dependency chains
Portfolio loss attribution by technology provider, geography, and industry vertical
Return period analysis with plain-language interpretation for non-technical stakeholders
Tail risk narratives for extreme scenarios at 1-in-250 and 1-in-1,000 return periods
Regulatory-ready model documentation for rating agency submissions
Model output grounded in observable data.
Cyberwrite's catastrophe models are built on data that can be verified: real-time technology dependency maps from our scanning infrastructure, 15 years of breach and incident records, and financial damages models calibrated against actual insurance claims. Investors and rating agencies can audit every assumption.
50,000+ modeled events across attack vectors, propagation mechanisms, and impact profiles
OEP and AEP curves with return periods from 1-in-10 to 1-in-100,000
Company-level loss resolution within portfolio aggregation
Real cloud, DNS, CDN, and payment processor dependency chains
Full methodology documentation for rating agency and regulatory review
Cyberwrite AI-generated scenario narratives for investor communications