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The Real-World Economic Scenario Generator (ESG) contains stochastic asset models and calibration content that support realistic projections of asset returns and risk-factor distributions. The ESG allows insurers, asset managers, and institutional advisers to undertake a wide range of risk management and asset liability modeling (ALM) activities.
- Receive scenarios that provide realistic distributions for asset returns and risk factors. These scenarios can be for short-term horizons, such as 1-5 years, or for 50 years or longer.
- Benefit from a comprehensive calibration service covering a wide range of economies and asset classes, produced by our team of economists and calibration experts.
- Gain a flexible calibration toolkit that allows users to impose their own views on asset return behavior and risk distributions.
- Get comprehensive documentation of all models and calibrations, including calibration reports, model methods, calibration methods, assumption updates, and policy and compliance documents.
- Enable modeling of a wide range of assets in a flexible framework, including equities, nominal and real interest rates, corporate bonds, real estate, currencies, and hedge funds.
- Provide a broad choice of modeling options for the major risks and asset types. Choose the best model for your requirements considering the nature of your liabilities and level of sophistication.
- Leverage an easy-to-use, standard Windows interface, allowing models to be built intuitively.
- Benefit from an ongoing and extensive R&D program which continually reviews and updates models and methods as new techniques become available.
Moody’s Analytics insurance economic capital solution provides critical insights that help evaluate solvency positions and risk-based decision making.
Moody's Analytics insurance asset and liability management (ALM) solution provide scenario-based asset and liability modeling for insurers.
Moody’s Analytics insurance regulatory capital solutions help insurers comply with Solvency II and other similar regulatory regimes.
The Moody’s Analytics solution supports the solvency metrics and the associated reporting from both a group and solo perspective for Solvency II compliance.