VAPOR - Value at Political Risk

Put a price on political risk; integrate political risk into your modelling

Where could investors lose out to turmoil?
Analyze the financial impact of political risk on your business
Risk assessments specific to your industry
Assess value at risk and probable maximum loss from six political perils

VAPOR Online is a unique analytics service allows global companies and investors to assess in real dollar terms the financial impact of political risk exposure by industry and country both as annualised expected loss and probable maximum loss.

VAPOR Dataset is for use in risk modelling. It comprises nearly 500k datapoints spread across 14 industries, 5 perils (currency inconvertibility, expropriation, political violence, sovereign default and trade embargo) and 160+ countries.

VAPOR Ratings is a simple set of country ratings for getting started with evaluating political risk exposure which we publish quarterly for free.

VAPOR is a system developed by Oxford Analytica and Willis Towers Watson in partnership.

  • Incorporate political risk estimates into your planning, including discounted cash flow, net present value and project economics
  • Draw on risk assessments specific to one of 14 industries in 160+ countries, updated quarterly
  • Risks assessed overall and in 5 perils: currency inconvertibility, expropriation, political violence, sovereign default and trade embargo
  • Dollar-value expected loss and probable maximum loss estimates
  • Portfolio-value-at-risk estimates for one-in-100-year, one-in-200-year, and one-in-1,000-year loss scenarios
  • Conduct stress testing exercises by trying different risk scenarios
  • Algorithm developed by Willis Analytics based on field-tested catastrophe risk models
  • Risk ratings by Oxford Analytica, based on a 40-year track record of advising clients on political risk scenarios

VAPOR Online: Online access to the algorithm and dashboards with live scenario planning

VAPOR Dataset: use our unique dataset in your own risk modelling comprising nearly 500k datapoints

Pricing depends on the number of users with access and/or the editions selected.

To obtain an illustrative quotation for the service that meet your needs, please request a demonstration or contact us using the links on this page.

Electronics firm: in stress-testing this Fortune 500 firm's China exposure we modelled expected losses under baseline and adverse scenarios

Mining company: using VAPOR, client asset exposure was matched to company-specific risk scoring to produce dollar expected loss, enabling the Board to compare exposure across countries of operation

Private equity: in stress testing exposure to Mexican elections expected losses under multiple scenarios were considered