Capital market scenarios are needed to simulate the capital market for planning, risk management and asset liability management software. They are also needed for simulation models in preparation of the solvency overview. With our Economic Scenario Generator (ESG), the required capital market scenarios can be generated for all common asset classes as well as for economic key figures. In addition to real-world scenarios, risk-neutral scenarios can also be generated.
We put state-of-the-art methods to use and have had the ESG certified by a leading auditing firm. Here we would like to make reference to the services we provide through ROKOCO Predictive Analytics GmbH of creating and validating capital market scenarios.