Economic Scenario Generator
- Benefit from T+2nd calendar-day delivery of the fully calibrated GEMS® Expert View Parameterization for real world.
- Simulated distributions based on a well-defined and fully documented process for target setting, with parameter stability as a built-in design criterion.
- Suitable for multiple applications, including capital modeling (e.g., Solvency II and RBC), strategic asset allocation (SAA), climate scenario analysis, and general risk management.
Market Consistent Scenarios
- Consistent models and software platform for both real-world and risk-neutral calibration and simulation.
- Calibrate market prices or implied volatility of options across swap rates, swaptions, inflation swaps, inflation caps and floors, credit spreads, and equity derivatives.
- Get up and running quickly by using the calibration and simulation software in-house or benefit from Conning’s fully managed calibration services.
Asset Class Coverage
- Full range of asset classes, including nominal and real interest rates, equity returns, corporate credit, sovereign credit, municipal bonds, mortgage-backed securities, real estate, and many alternative investments.
- Widest range of security and derivative types modeled natively, including government bonds, floating-rate notes, inflation-linked bonds, and derivatives on interest rates, inflation, equity markets, and foreign exchange.
- For non-standard risk exposures, inbuilt frameworks exist for modeling user-defined asset classes at different levels of sophistication.
Platform and Technology
- GEMS scenarios can be generated via desktop software, cloud-based simulation, SaaS, or flat file delivery.
- Fast, accurate, user-friendly tools for recalibrating interest rates, credit, inflation, equity returns, foreign exchange, and simulated correlations to a user’s own views of future risk and reward.
- The Risk Neutral Automation Tool enables streamlined calibration of user-defined stresses for regulatory reporting and IFRS17 applications.
Service and Support
- Experienced client support team to help you get up and running quickly.
- Extensive documentation of models, software, and parameterization processes.
- Regularly scheduled software updates incorporating the latest features.