Default columns in a portfolio

Column Header	Subheader	Subheader	Description
Company			Company name.
Program Name			Name of reinsurance program associated with company.
Treaty ID			Unique identifier.
Perils			Perils associated with this program.
Date Effective			From Date program is in effective.
Date Effective To			Date program expires.
Status			Program status.
Loss Summary
	Expected Value		The mean annual expected loss determined by taking the sum of all expected losses for the simulation and dividing by the number of years of the simulation.
	Standard Deviation		The standard deviation from the mean annual expected loss (expected value).
	Attachment Probability %		The probability of the program/layer experiencing some losses.
	Expected Loss %		The percentage of loss the program/layer is expected to incur in any given year.
	Exhaustion Probability %		The probability of the program/layer experiencing a complete loss.
	n%		This amount is likely to be equaled or exceeded in one year out of n on average, or n% of the time.
CUSIP			Unique Committee on Uniform Security Identification Procedures (CUSIP) identifier (for catastrophe bonds issued in the U.S. and Canada only).
Area Name			Region of resolution.
Occurrence Limit			Losses not incurred above this value.
Occurrence Retention			Losses not assumed below this value.
Principal Amount			The principal amount associated with the bond/layer.
Investment Amount			The investment amount associated with the bond/layer.
Spread %			The coupon spread for the bond/layer over LIBOR.
Coinsurance			The portion of the losses to the layer that are paid by the reinsurance program.
Gross %			Gross participation percentage.
Net %			Net participation percentage.
Participation 3			User-defined participation amount or percent.
Participation 4			User-defined participation amount or percent.
Contract Type			See Program Types.
Analysis Run			Yes or No
Premium			Value or percentage of insurance paid.
Reinstatement Premium			Value or percentage of reinstatement premium.
Cat Bonds			Risk-linked securities that transfer a specified set of risks from a sponsor to investors.
	Sponsor		Name of bond sponsor.
	Modeling Firm		Name of modeling firm.
	Calculation Agent		Name of calculation agent.
	Manager		Name of manager.
	Collateral Account		Name of collateral borrower.
	Reference Rate		Rate that determines the pay-off.
	Trigger Type		Trigger used to determine how reinsurance contract is applied.
	Cover Type	Covered Perils/Areas	Peril(s) and areas covered under this bond.
	Offering Risk Analysis 1	Offering Attachment Probability % 1	The likelihood a cat bond will suffer some losses over the course of a one-year period.
		Offering Expected Loss % 1	The average loss to investor as a percentage of the principal over the course of a one-year period.
		Offering Exhaustion Probability % 1	Probability the investor can expect to lose all of their investment over the course of a one-year period
	Offering Risk Analysis 2	Offering Attachment Probability % 2	The likelihood a cat bond will suffer some losses over the course of a one-year period.
		Offering Expected Loss % 2	The average loss to investor as a percentage of the principal over the course of a one-year period.
		Offering Exhaustion Probability % 2	Probability the investor can expect to lose all of their investment over the course of a one-year period.
	Rating Agency		Name of rating agency.
	Rating		Assigned Cat Bond rating.

Company

Company name.

Program Name

Name of reinsurance program associated with company.

Treaty ID

Unique identifier.

Perils

Perils associated with this program.

Date Effective

From Date program is in effective.

Date Effective To

Date program expires.

Status

Program status.

Loss Summary

Expected Value

The mean annual expected loss determined by taking the sum of all expected losses for the simulation and dividing by the number of years of the simulation.

Standard Deviation

The standard deviation from the mean annual expected loss (expected value).

Attachment Probability %

The probability of the program/layer experiencing some losses.

Expected Loss %

The percentage of loss the program/layer is expected to incur in any given year.

Exhaustion Probability %

The probability of the program/layer experiencing a complete loss.

n%

This amount is likely to be equaled or exceeded in one year out of n on average, or n% of the time.

CUSIP

Unique Committee on Uniform Security Identification Procedures (CUSIP) identifier (for catastrophe bonds issued in the U.S. and Canada only).

Area Name

Region of resolution.

Occurrence Limit

Losses not incurred above this value.

Occurrence Retention

Losses not assumed below this value.

Principal Amount

The principal amount associated with the bond/layer.

Investment Amount

The investment amount associated with the bond/layer.

Spread %

The coupon spread for the bond/layer over LIBOR.

Coinsurance

The portion of the losses to the layer that are paid by the reinsurance program.

Gross %

Gross participation percentage.

Net %

Net participation percentage.

Participation 3

User-defined participation amount or percent.

Participation 4

User-defined participation amount or percent.

Contract Type

See Program Types.

Analysis Run

Yes or No

Premium

Value or percentage of insurance paid.

Reinstatement Premium

Value or percentage of reinstatement premium.

Cat Bonds

Risk-linked securities that transfer a specified set of risks from a sponsor to investors.

Sponsor

Name of bond sponsor.

Modeling Firm

Name of modeling firm.

Calculation Agent

Name of calculation agent.

Manager

Name of manager.

Collateral Account

Name of collateral borrower.

Reference Rate

Rate that determines the pay-off.

Trigger Type

Trigger used to determine how reinsurance contract is applied.

Cover Type

Covered Perils/Areas

Peril(s) and areas covered under this bond.

Offering Risk Analysis 1

Offering Attachment Probability % 1

The likelihood a cat bond will suffer some losses over the course of a one-year period.

Offering Expected Loss % 1

The average loss to investor as a percentage of the principal over the course of a one-year period.

Offering Exhaustion Probability % 1

Probability the investor can expect to lose all of their investment over the course of a one-year period

Offering Risk Analysis 2

Offering Attachment Probability % 2

The likelihood a cat bond will suffer some losses over the course of a one-year period.

Offering Expected Loss % 2

The average loss to investor as a percentage of the principal over the course of a one-year period.

Offering Exhaustion Probability % 2

Probability the investor can expect to lose all of their investment over the course of a one-year period.

Rating Agency

Name of rating agency.

Rating

Assigned Cat Bond rating.