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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.

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.