CONFIDENTIAL - DRAFT

1 Portfolio Assumptions

  • The policy will cover Crisis management and Data Recovery. The DoS/IO scenarios assume full Data Restoration cover and does not provide a discount for the difference of cover between “Recovery” and “Restoration”.
  • BI and Extortion will be sublimited by a % of the policy limit.
Parameter name Value
Green BI Sublimit 100%
Green Extortion Sublimit 100%
Green Time Deductible (Hrs) 12
Amber BI Sublimit 70%
Amber Extortion Sublimit 80%
Amber Time Deductible (Hrs) 18
Red BI Sublimit 50%
Red Extortion Sublimit 50%
Red Time Deductible (Hrs) 24
% of policies with BI and Extortion 0%

2 Capacity Usage

2.1 For 200 policies

Total Limit of Liability: $1,860,000,000

Scenario with BI and Extortion w/o BI & Extortion Ptf Average
Event Costs
70yr Malware $77,892,740 $0.00 $0.00
200yr Malware $151,642,282 $0.00 $0.00
70yr Cloud $25,809,245 $0.00 $0.00
200yr Cloud $86,730,633 $0.00 $0.00
DoS/IO Capacity
Blended 100yr $129,405,606 $400.00 $400.00
Blended 200yr $216,816,407 $632.14 $632.14

3 Simulation Assumptions

3.1 Event Parameters

Outage Duration
Scenario # Days (Green) # Days (Amber) # Days (Red) Probability Hit Probability Coverage Probability Default LoF Default DR/CM Cost Min. Charge
malware_70_without_min_rrol_30days 2, 4, 7, 10, 30 1.75, 3.75, 6.75, 9.75, 29.75 1.5, 3.5, 6.5, 9.5, 29.5 30%, 30%, 20%, 15%, 5% 20% 100% 14% $328,500 0%
malware_200_without_min_rrol_30days 3, 5, 7, 10, 30 2.75, 4.75, 6.75, 9.75, 29.75 2.5, 4.5, 6.5, 9.5, 29.5 30%, 30%, 20%, 15%, 5% 36% 100% 14% $328,500 0%
cloud_70_without_min_rrol 2, 3, 5, 6, 20 1.75, 2.75, 4.75, 5.75, 19.75 1.5, 2.5, 4.5, 5.5, 19.5 30%, 20%, 20%, 20%, 10% 12% 80% 9% $18,800 0%
cloud_200_without_min_rrol 3, 4, 5, 6, 60 2.75, 3.75, 4.75, 5.75, 59.75 2.5, 3.5, 4.5, 5.5, 59.5 30%, 20%, 20%, 20%, 10% 30% 80% 9% $18,800 0%

3.2 DR/CM Costs

Revenue bands Malware Cloud
$100B & up $500,000 $25,000
$50-100B $600,000 $25,000
$10-50B $700,000 $25,000
$5-10B $500,000 $25,000
$1-5B $350,000 $25,000
$500M-1B $250,000 $25,000
$100-500M $175,000 $17,000
$50-100M $120,000 $12,000
$20-50M $60,000 $6,000
$0-20M $30,000 $3,000

3.3 LOF Tables

Cyence Malware Cloud
Accounting Services 30% 19%
Advertising Services 14% 9%
Aerospace Manufacturing 3% 2%
Agriculture 4% 3%
Air Transportation 16% 10%
Ancillary Health Services 6% 4%
Apparel Manufacturing 12% 8%
Apparel Retailers 14% 8%
Architectural & Engineering Services 7% 5%
Asset Management 13% 8%
Auto and Boat Dealers 11% 7%
Auto Manufacturing 11% 7%
Auto Rental Services 9% 5%
Banking Services 13% 8%
Charitable Organizations 9% 6%
Chemical Manufacturing 10% 6%
Colleges & Universities 7% 4%
Commercial Security Services 14% 9%
Construction Services 11% 7%
Consulting Services 15% 9%
Consumer Goods Manufacturing 7% 5%
Consumer Goods Retailers 12% 7%
Consumer Services 14% 9%
Delivery Services 8% 5%
Department Stores 8% 5%
Eating and Drinking Places 14% 8%
E-Commerce 28% 17%
Education Products and Services 14% 8%
Entertainment Media 30% 19%
Entertainment Services 17% 11%
Equipment Manufacturing 8% 5%
Equipment Services 23% 14%
Equipment Wholesalers 13% 8%
Food and Beverage Manufacturing 7% 4%
Food and Beverage Wholesalers 12% 7%
Freight Transportation 14% 9%
Gas Stations 9% 6%
General Business Services 16% 10%
Grocery Stores & Supermarkets 13% 8%
Ground Transportation 12% 7%
Hazardous Waste Services 10% 6%
Hospitals 9% 5%
Information Management Services 19% 12%
Insurance Carriers, Agents & Brokers 15% 9%
Legal Services 9% 6%
Lending Services 21% 13%
Lodging 11% 7%
Logistics 10% 6%
Magazines 23% 14%
Material Manufacturing 10% 6%
Material Wholesalers 9% 6%
Membership Organizations 13% 8%
Mining 6% 4%
Misc Manufacturing 7% 5%
News and Libraries 19% 12%
Office Supply Wholesalers 1% 1%
Pharmaceutical and Biotech Manufacturing 18% 11%
Pharmaceutical and Biotech Wholesalers 10% 6%
Power, Oil and Gas 10% 6%
Printing Services 14% 9%
Professional Organizations 20% 13%
Rail Transportation 27% 17%
Real Estate Agents, Brokers and Property Managers 28% 18%
REITs 29% 18%
Schools K-12 16% 10%
Scientific Research 9% 6%
Security Brokerage Services 17% 11%
Social Assistance 21% 13%
Software 39% 24%
Specialty Retailers 13% 8%
Staffing Services 11% 7%
Technology Hardware Manufacturing 12% 7%
Technology Services 32% 20%
Technology Wholesalers 7% 5%
Telecommunication Service Providers 14% 9%
Transaction Processing Services 11% 7%
Travel Agencies 13% 8%
Water and Waste 13% 8%
Wholesale Trade 8% 5%

4 Portfolio Overview

4.1 Industry Distribution

4.1.1 by Bradesco Industry

Original_Industry Count lof_cloud lof_malware
Agriculture 4 2.8% 4.5%
Airports 0 NA NA
Building Products 3 6.9% 11.0%
Chemicals 2 6.0% 9.6%
Commercial Services 9 8.6% 13.8%
Communications 5 8.5% 13.7%
Construction 10 6.9% 11.0%
Consumer Goods 4 7.4% 11.8%
Consumer Services 8 9.0% 14.5%
Container & Packaging 4 14.3% 22.9%
Digital Business 4 17.5% 28.0%
Direct Marketing 1 8.7% 13.9%
Education 1 8.5% 13.5%
Financial Institutions 15 8.2% 13.0%
Food, Beverage & Staples 6 4.4% 7.0%
Health Insurers (non-North America) 0 NA NA
Hospitality 1 8.5% 13.5%
Infrastructure (Energy, Power, Water, Oil & Gas) 8 6.2% 10.0%
Insurance 0 NA NA
Insurance – Personal Lines 0 NA NA
Managed Services (MSP) 0 NA NA
Manufacturing 7 4.6% 7.4%
Media 2 18.8% 30.1%
Metals & Mining 6 3.7% 5.9%
Non-Profit 7 5.6% 9.0%
Paper & Forest Products 9 6.3% 10.0%
Payroll Services 3 6.6% 10.6%
Professional Services 12 12.6% 20.1%
Public Entities 3 12.9% 20.7%
Rail Transportation: Long Haul Cargo 5 16.8% 26.9%
Rail Transportation: Long Haul Passenger 4 16.8% 26.9%
Real Estate 5 17.6% 28.1%
Retail 9 7.4% 11.8%
Security Service Providers (MSSP) 0 NA NA
Shipping: Cargo 2 9.0% 14.4%
Technology Products & Services (No Tech E&O) 9 19.9% 31.8%
Technology Products & Services (Tech E&O) 9 19.9% 31.8%
Telemarketing & Call Centers 0 NA NA
Transportation 12 7.2% 11.6%
Wholesalers 11 4.9% 7.8%

4.1.2 by Cyence Industry

Cyence_Industry Count lof_cloud lof_malware
Advertising Services 1 8.7% 13.9%
Agriculture 4 2.8% 4.5%
Air Transportation 0 NA NA
Banking Services 15 8.2% 13.0%
Charitable Organizations 7 5.6% 9.0%
Chemical Manufacturing 2 6.0% 9.6%
Commercial Security Services 9 8.6% 13.8%
Construction Services 13 6.9% 11.0%
Consumer Goods Retailers 13 7.4% 11.8%
Consumer Services 8 9.0% 14.5%
E-Commerce 4 17.5% 28.0%
Eating and Drinking Places 1 8.5% 13.5%
Education Products and Services 1 8.5% 13.5%
Entertainment Media 2 18.8% 30.1%
Equipment Services 4 14.3% 22.9%
Food and Beverage Manufacturing 6 4.4% 7.0%
Freight Transportation 2 9.0% 14.4%
Ground Transportation 12 7.2% 11.6%
Information Management Services 0 NA NA
Insurance Carriers, Agents & Brokers 0 NA NA
Material Manufacturing 9 6.3% 10.0%
Mining 6 3.7% 5.9%
Misc Manufacturing 7 4.6% 7.4%
Power, Oil and Gas 8 6.2% 10.0%
Professional Organizations 12 12.6% 20.1%
Rail Transportation 9 16.8% 26.9%
Real Estate Agents, Brokers and Property Managers 5 17.6% 28.1%
Social Assistance 3 12.9% 20.7%
Staffing Services 3 6.6% 10.6%
Technology Services 18 19.9% 31.8%
Telecommunication Service Providers 5 8.5% 13.7%
Wholesale Trade 11 4.9% 7.8%

4.1.3 Bradesco-Cyence Industry Mapping

Original_Industry Cyence_Industry
Agriculture Agriculture
Building Products Construction Services
Commercial Services Commercial Security Services
Communications Telecommunication Service Providers
Construction Construction Services
Consumer Services Consumer Services
Container & Packaging Equipment Services
Food, Beverage & Staples Food and Beverage Manufacturing
Metals & Mining Mining
Non-Profit Charitable Organizations
Paper & Forest Products Material Manufacturing
Professional Services Professional Organizations
Real Estate Real Estate Agents, Brokers and Property Managers
Technology Products & Services (No Tech E&O) Technology Services
Transportation Ground Transportation
Wholesalers Wholesale Trade
Chemicals Chemical Manufacturing
Consumer Goods Consumer Goods Retailers
Digital Business E-Commerce
Financial Institutions Banking Services
Hospitality Eating and Drinking Places
Insurance – Personal Lines Insurance Carriers, Agents & Brokers
Manufacturing Misc Manufacturing
Media Entertainment Media
Payroll Services Staffing Services
Rail Transportation: Long Haul Passenger Rail Transportation
Retail Consumer Goods Retailers
Technology Products & Services (Tech E&O) Technology Services
Airports Air Transportation
Direct Marketing Advertising Services
Education Education Products and Services
Health Insurers (non-North America) Insurance Carriers, Agents & Brokers
Infrastructure (Energy, Power, Water, Oil & Gas) Power, Oil and Gas
Insurance Insurance Carriers, Agents & Brokers
Managed Services (MSP) Information Management Services
Security Service Providers (MSSP) Commercial Security Services
Public Entities Social Assistance
Rail Transportation: Long Haul Cargo Rail Transportation
Shipping: Cargo Freight Transportation
Telemarketing & Call Centers Telecommunication Service Providers

4.2 Revenue Band Distribution

4.2.1 Portfolio Distribution

Revenue_Band Count Revenue
250m to 2bn 43 $1,125,000,000
2bn to 5bn 63 $3,500,000,000
5bn to 10bn 38 $7,500,000,000
10bn to 50bn 28 $30,000,000,000
50bn to 100bn 18 $75,000,000,000
100bn plus 10 $100,000,000,000

4.2.2 Revenue Mapping

Revenue_Band Min Max Mid Mid_USD
250m to 2bn 250,000,000 2,000,000,000 1,125,000,000 1,125,000,000
2bn to 5bn 2,000,000,000 5,000,000,000 3,500,000,000 3,500,000,000
5bn to 10bn 5,000,000,000 10,000,000,000 7,500,000,000 7,500,000,000
10bn to 50bn 10,000,000,000 50,000,000,000 30,000,000,000 30,000,000,000
50bn to 100bn 50,000,000,000 100,000,000,000 75,000,000,000 75,000,000,000
100bn plus 100,000,000,000 NA 100,000,000,000 100,000,000,000

4.3 Limit/Deductible Distribution

Industry_Category limit_USD deductible_USD Count
Amber $7,500,000 $50,000,000 60
Green $10,000,000 $30,000,000 120
Red $5,000,000 $100,000,000 20