GALM
Economic scenarios, calibrated and validated
We build real-world and risk-neutral scenario sets for insurers, pension funds, and financial institutions — fitted to each client's market and documented end to end. Start with a free residual validation run: upload synchronized residual series and get a diagnostic report in one session.
Residual validation leverages the validation engine integrated within our best-in-class ESG — try it on sample residuals , or run your own series.
How a session works
CSV or tab-delimited residuals
Model-agnostic residual checks
PASS / FAIL / INCOMPLETE findings
What a residual run shows
ARCH-LM flags conditional heteroskedasticity remaining in the residuals.
Ljung–Box detects autocorrelation left in the series.
Positive-semidefinite and conditioning checks on the empirical correlation matrix.
Residual validation runs in the browser session; uploads are cleared afterward.
When the report shows residual structure, the usual next step is calibration — fixable, and measurable once fixed. See advisory services, request economic scenarios, or email the team.