What you get
Multiyear paths, written methodology, and a validation scorecard on the calibration — ready for ALM, funding, and committee review.
Fixed-fee engagement for your economy and use case; refresh cycles as the data ages.
Notice when continuous monitoring of production model specifications becomes available.
Coverage
Scenario packs are built for the client economy. Asset classes include:
Short end through long government tenors
Market and large-cap indices as the book requires
Headline CPI or the local analogue
Real-estate indices and price series
Multi-currency and dollar-linked exposures
Corporate and government credit spreads
How a pack is built
From historical market data to documented stochastic paths for asset–liability and actuarial use.
Historical return series and portfolio specifications.
Model selection and joint dependence across the asset set.
Residual and dependence structure checked and addressed.
Scenario files delivered via FTP, with methodology and validation report.