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Moody's Analytics Asset Scenarios depict the plausible future paths of variables that are related in economically coherent ways. The scenarios deliver the results of thousands of simulated future rates, yields, returns, and asset prices, plus other economic risk drivers produced by an arbitrage-free modeling framework.
- Benefit from sophisticated models that realistically capture the dynamics of the financial markets with annual, bi-annual, or quarterly scenario updates.
- Leverage calibration and direct delivery of economic scenario sets to clients.
- Receive a configurable solution to meet specific client demands.
- Benefit from comprehensive asset class coverage, including fixed income, credit, equity, property, and alternatives.
- Help evaluate the performance of current and alternative investment portfolios against the efficient frontier.
- Perform risk decompositions to evaluate diversification benefits between asset classes and between assets and liabilities.
- Assess the impact of variations in economic views, asset exposures, asset allocations, and risk budgets on portfolios.
- Support more reliable asset allocation and portfolio construction decisions.
- Manage and validate in-house economic and capital market assumptions.
Moody's Analytics asset allocation solution helps establish, test, and run different asset allocations and identify risk-return efficient portfolios.
Moody's Analytics economic scenario and asset-liability modeling offerings support investment design and risk management activities.