Historical physical-risk diagnostics
Heatwave Hazard and Portfolio Translation
Rank DFS heatwave events with HPRI-G, inspect the physical signature behind each score, and translate hazard into an explicit portfolio screening model without confusing percentile rank with probability or financial loss.
Loading the HPRI-G event catalog...
- Source
- ERA5 daily maximum 2 m temperature
- Event method
- DFS space-time connected objects
- Coverage
- 1940-2025
- Current mode
- HPRI-G / global full-event catalog
- Score
- 100 × PercentileRank(HWMS)
- Diagnostics
- P(HWMM), P(HWMA), P(HWD)
- Risk layer
- Acute physical hazard screening
- Archive release
- 2026-01-29
Shared analytical scope
Define the historical hazard screen
Each full-event HWMS is ranked against the complete global DFS event catalog. Filtering changes the analytical view, not the score reference distribution.
Reference-domain detailHazard-rank distribution
Filtered occupancy across HPRI-G intervals
Near-uniform occupancy in the unfiltered global catalog is expected because HPRI-G is an empirical percentile rank. Departures after regional, temporal, or structural filtering show where a subset concentrates in the global tail; they do not estimate annual probability or return period.
Selected event
No event selected
Select an event row to inspect its physical signature.
AR6 regional diagnostics
Global-rank tail structure by region
| Region | Type | N | HPRI median | P90 | P99 | Maximum | Severe ≥90 | Extreme ≥95 | Compound | 2011-2025 |
|---|
These are global HPRI-G ranks grouped by event AREA. They are useful for catalog screening, but they are not a substitute for HPRI-R or asset-local HPRI-L.
Reproducible event evidence
Highest-ranked events in the selected scope
| Rank | Event | Region | Year / DOY | HPRI-G | Band | HWMS | P(HWMM) | P(HWMA) | P(HWD) | Event structure |
|---|
Select a row to update the event-signature panel. Original DFS metrics remain unchanged in every export.
Transparent risk translation
Portfolio screening workspace
HPRI with an explicit domain and baseline
Asset or holding weight in the portfolio
Vulnerability and adaptive-capacity assumptions
Traceable score contribution, not expected loss
100 × Σ wj × (HPRIj / 100) × Vj × (1 − ACj)
Use asset-local HPRI-L for decision-grade applications. Applying the selected HPRI-G to assets is provided only as a preliminary sensitivity screen.
| Asset | Sector | Weight % | Hazard basis | HPRI | Vulnerability | Adaptive capacity | Asset score | Contribution | Remove |
|---|
Sector calibration register
Required evidence by sector
Model boundary
Inputs are assumptions, not inferred facts
- HPRI
- Observed or externally supplied acute hazard rank
- Vulnerability
- Sector/asset calibration supplied by the analyst
- Adaptive capacity
- Documented resilience assumption supplied by the analyst
- Output
- Screening score contribution; not currency loss or loss probability
Product readiness
Available calculations and data gaps
| Product | Status | Current basis | Required next |
|---|
HPRI v2.1 framework
Dual-baseline future mode
Preserve separable future DFS event objects.
Compute HWMSabs and HWMSrel on the same event.
Keep historical impact and future rarity separate.
No SSP event catalog is loaded on this page. These outputs remain a documented calculation framework, not current scenario results.
Historical calibration register
Financial-loss evidence still to be sourced
| Historical case | Tracker record | Required calibration fields | Current status |
|---|
Data and provenance
Reproducible outputs
- Event source
- Heatwave/data/list_data.json
- Reference domain
- -
- Baseline
- -
- Metric basis
- -
Interpretation guardrails
What this risk workspace can and cannot establish
HPRI 100 marks the top of the current empirical catalog; it does not establish a return period or 100% event probability.
Raw HWMS and HPRI-G can reflect event footprint. Cross-market decisions require HPRI-R or preferably HPRI-L.
Financial interpretation requires calibrated vulnerability, adaptive capacity, exposure, and loss functions.