Guide to economic scenario generators

16 June 2011

Published in: Derivatives, Software - IT

Companies: Algorithmics, Barrie + Hibbert, Conning, Deloitte MCS, Milliman, Moody's, Prudential, Scor, Towers Watson

Regulatory change and the proliferation of guarantee products have driven the development of a range of economic scenario generators (ESGs). Here's a detailed look at the different approaches of 11 such models, based on responses from their producers and providers to an InsuranceERM questionnaire.