The Market-Consistent Scenario Generator is a suite of stochastic asset modeling tools in a flexible framework that allows insurers to produce risk-neutral scenarios to value optionality in insurance liabilities, as required by regulatory and accounting regimes. Risk-neutral modeling is also used for hedging and risk management activities.
The Real-World Scenario Generator contains stochastic asset models and calibration content that support realistic projections of asset returns and risk-factor distributions. The Scenario Generator allows insurers, asset managers, and institutional advisers to undertake a wide range of risk management and asset liability modeling (ALM) activities.
“The judges praised the comprehensive technical coverage and innovation, along with great client testimonials and evidence of how clients have been supported through increased discussion sessions through the crisis.”
Supporting Our Customers as They Navigate 2021
Colin Holmes, general manager at Moody's Analytics, explains how the solutions provider is helping insurers steer through 2021 and prepare for the future with its breadth of capabilities and expertise.
In a year where market movements and economic trends have been at the extremes, Moody's Analytics has cemented its reputation as a provider of economic scenario generator (ESG) systems, and claims the title of best ESG software for the second consecutive year.