Benefit from efficient, consistent, realistic and independent scenarios, powered by the frequency domain approach of our Economic Scenario Generator.
Our Economic Scenario Generator integrates short and long investment horizons consistently across all asset classes and economies. Investment and risk management applications like ALM, SAA, ORSA, ECAP can now be served with a single model.
It provides realistic stochastic risk and return scenarios for all relevant time horizons and balance-sheet-level applications in one go, bringing consistency and efficiency to enterprise-wide investment decision-making and risk management.
Its proprietary frequency domain methodology, combined with dynamic factor models, captures the complex realities of financial and economic markets for all horizons and asset classes at any point in time.
Back-testing results indicate a 10% outperformance compared to competing approaches.
Scenarios are available for the end of every month, for horizons from one month to many decades and delivered via the software or scenario file service.