Economic scenario generator
Calibrated economic scenarios for your market
High-quality, validated real-world and risk-neutral scenario sets for insurers, pension funds, and financial institutions - fitted to each client's market, jointly consistent across the factor set, and documented end to end.
How a scenario set 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 with methodology and validation report.
Comprehensive Economic Coverage
Our economic scenarios are tailored to your market, covering the financial factors that drive portfolio and liability dynamics.
We model a broad spectrum of interest rates, including central bank policy rates and government yield curves.
Our scenarios incorporate major global and local market indices, alongside a breakdown of equity sectors.
We include projections for both consumer price inflation and producer price inflation.
Scenarios integrate movements in real estate and broader property values.
Our coverage extends to cross-currency exchange rates, so you can evaluate portfolios with multi-currency assets and liabilities.
We model corporate and government bond spreads, providing insight into credit risk.
Residual diagnostics
Every scenario set is checked for residual structure. Run the same model-agnostic diagnostics on your own series in one session.
Residual diagnostics check the calibration behind every scenario set. Try them on sample residuals , or run your own series.
When diagnostics show residual structure, the usual next step is recalibration - fixable, and measurable once fixed. See advisory services, request economic scenarios, or email the team.