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The Property & Casualty Economic Scenario Generator (ESG) contains stochastic asset models and calibration content for the evolution of various economic and financial market variables. The Property & Casualty ESG is a critical input into capital models, investment processes, and claims modeling. It allows insurers, asset managers and institutional advisors 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.