Scenario Manager

The Financial Modeler / Analyst Toolbox

Features

  • Scenario Inventory
    		• –load and manage any external scenario (FED, Economists’ views, etc.)
  • Expansion
    		• –expand a given scenario to any number of variables
  • What-If
    		• –produce a full-fledged scenario based on just 1 or 2 variable forecast
  • Analysis
    		• –discover variable correlations (for both stressed  and normal market conditions)
  • Back Testing
    		• –generate out-of-sample back tests to confirm model effectiveness  Life-Like – produces realistic dynamic correlations