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Moody’s Analytics Scenario Service provides a convenient alternative to Economic Scenario Generator (ESG) software. Clients benefit from the same high-quality modeling framework without the overhead associated with implementing the software and managing, running, and calibrating ESG models in-house.
Receive regularly updated standard and custom model calibrations and scenarios
- Regularly updated model calibrations and scenario sets reflect changing market conditions.
- Risk-neutral, market-consistent scenarios where as much as possible is inferred from market prices help support market-consistent liability calculations.
- Real-world scenarios reflect our best view of the realistic evolution of risk factor distribution over horizons from one to 50 years.
- Gain custom calibrations that are routinely performed based on your own targets, frequency, or data.
- Benefit from research and development of new asset classes and economic risk factor modeling to meet your unique needs.
Leverage advanced models, capture risk concentration and natural hedges
- Gain access to models calibrated across more than 30 economies, including emerging markets.
- Leverage advanced models to capture features, such as fat-tails, tail-dependence, and structural relationships between asset class returns and economic risk factors.
- Get a realistic picture of the economic risks which drive capital requirements and profitability.
- Integrate modeling of asset returns and economic scenarios.
- Capture concentrations of risk and natural hedges between the asset side and the liability side of the balance sheet.
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.
Moody’s Analytics insurance regulatory capital solutions help insurers comply with Solvency II and other similar regulatory regimes.
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 insurance valuation solution support valuing liabilities of complex insurance products that contain options and guarantees.