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The Market-Consistent Economic 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.

Generate market-consistent scenarios

  • Leverage risk-neutral scenarios for liability valuation. Models are calibrated to market data where appropriate, resulting in market-consistent liability values.
  • Gain a robust and easy-to-use automation framework to support the production of many stress and sensitivity calibrations.
  • Benefit from comprehensive calibration services covering a wide range of economies and asset classes, produced to exacting standards of governance and quality assurance.
  • Receive comprehensive documentation of all models and calibrations, including calibration reports, model methods, calibration methods, assumption updates, and policy and compliance documents.
  • Implement a suite of financial models covering many asset classes and sophistication levels.

Get up and running quickly with modeling options to meet your requirements

  • Combine easy-to-use software, calibration services, comprehensive documentation, and expert advisory services to get up and running quickly.
  • Choose modeling options for the major risks and asset types, and also for your own requirements, considering the nature of your liabilities and level of sophistication.
  • Model a wide range of assets in a flexible framework, including equities, nominal and real interest rates, corporate bonds, real estate, currencies, and hedge funds.
  • Minimize run times using advanced software with a range of automation and performance scaling capabilities, including grid and cloud computing.
  • Benefit from an ongoing and extensive R&D program which continually reviews and updates our models and methods as new techniques become available.

Product Brochure

Moody's Analytics | Economic Capital

Economic Capital

Moody’s Analytics insurance economic capital solution provides critical insights that help evaluate solvency positions and risk-based decision making.

Moody's Analytics | Asset Liability Mangement

Insurance Asset and Liability Management

Moody's Analytics insurance asset and liability management (ALM) solution provide scenario-based asset and liability modeling for insurers.

Moody's Analytics | Regulatory Capital

Regulatory Capital

Moody’s Analytics insurance regulatory capital solutions help insurers comply with Solvency II and other similar regulatory regimes.

Moody's Analytics | Solvency

Solvency II

The Moody’s Analytics solution supports the solvency metrics and the associated reporting from both a group and solo perspective for Solvency II compliance.

Moody's Analytics | Valuation


Moody's Analytics insurance valuation solution support valuing liabilities of complex insurance products that contain options and guarantees.