Executive Dashboard
Real-time view of the structured Climate-Contingent Bond, the underlying climate and rate dynamics, and the resulting risk-neutral price.
Fair price (per 100)
76.59
± 1.44 (95% MC CI)
Trigger probability
92.4%
K = -0.85 z
Default probability
45.17%
λ₀ 0.083, β 0.020
Notional
USD 100.0m
7-year tenor
Climate index (z-score) — 5/50/95 percentile band
Risk-neutral yield curve (Hull-White)