Scenario Generator
The most advanced scenario generation technology to date
Features
| – | Generates a complete distribution of scenarios | |
| – | Discovers combinations of market drivers that are most relevant to the institution | |
| – | Effectively covers both stable and stressed market conditions | |
| – | Calculates and assesses tail risks correctly | |
| – | One set of measures that models both assets and liabilities | |
| – | Produces realistic dynamic correlations and includes unprecedented scenarios and consequent snow-ball effects |