Featured Product

    Property & Casualty Scenario Generator

    Register for the Course

    There are no sessions currently scheduled

    The Property & Casualty Scenario Generator contains stochastic asset models and calibration content for the evolution of various economic and financial market variables. The Property & Casualty Scenario Generator 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.

    Leverage real-world scenarios with comprehensive documentation

    • 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.

    Easily and intuitively model a wide range of assets

    • 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.

    Product Brochure

    Related Solutions

    Economic Capital

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

    Insurance Asset and Liability Management

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

    Regulatory Capital

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