DyGIST 2026

14 May | Summary
Posting Date: May 14, 2026, 10:00:00 AM

Note: This communication is relevant only for those participating in the DyGIST stress test.  

The Prudential Regulation Authority (PRA), part of the Bank of England, is running the Dynamic General Insurance Stress Test (DyGIST) May 5-27, 2026. 

If you or your organisation are not participating in this exercise, you may ignore this message. The events in this stress test are simulated, they do not represent actual events occurring at present.  

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UK windstorm

The inject today provides further details on windstorm Nevis. Industry insured loss estimates are converging between £12-16b and the UK return period of loss for the industry is reported to be at least a 1-in-100 year. There are similarities with storm Daria in 1990 with higher windspeeds across England and Wales.

Based on this information, an Similar Stochastic Event (SSE) previously provided on May 7^th and May 12^th matches well. This SSE is valid for Touchstone v9 and later: 

• Event ID 85607; v13 total industry loss £19.3b; UK Only industry loss £14.5b

The occurrence return period of loss for Event 85607 on the UK industry insured EP curve is around 140 years. The UK Daria loss as provided in the May 7^th update is £8.8b and a 60 year occurrence return period for the UK.

Both the values and geographic distribution of loss for Event ID 85607 align well with those provided in the inject, namely £2.4b for London, £0.7b for Reading, £0.6b for Birmingham and so on.

A shapefile of the wind footprint for this SSE which can be used for accumulation purposes can be found on the ALERT portal in the May 7 2026 download page.

Today’s inject for windstorm Nevis, like for the Pacific Northwest earthquake and Hurricane Taurus events last week, concludes with “End of Event – No further updates to be provided”.

Casualty: 

For the Hurricane Taurus scenario, liability lines estimates have been provided to Verisk Casualty Cat Model clients, focusing on the sectors potentially exposed to litigation. Please contact casualtycatsupport@verisk.com for further details.

Next update:

Our next DyGIST update will be Tuesday 19^th May 2026 and any final communication is planned for Thursday 21^st May 2026. Please contact Shane Latchman, Joe Cleveland and Maeve Sweetnam or otherwise your Verisk representative, with any questions.  

14 May | Downloads
Posting Date: May 14, 2026, 10:00:00 AM