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Executive reporting

This guide focuses on how to communicate CRML simulation outputs.


Common measures

  • EAL: expected annual loss (mean)
  • VaR 95% / 99% / 99.9%: tail percentiles

These are available in the reference engine’s SimulationResult.metrics.

See: Engine capabilities: Results


Portfolio rollups

Portfolios allow you to report across multiple scenarios and exposures.

See: Engine capabilities: Portfolio execution