Deloitte - XSG – Economic Scenario Generator
Type of system
- Economic / risk scenario generator
- IFRS 17 solution
- LDTI solution
Type of platform
- Cloud
- Desktop-based
- SaaS
- Server-based
Other features
- Curve-fitting
- Least-squares Monte Carlo
- Solvency II internal model
Has the product an open API? Yes / No?
XSG offers a robust API for seamless integration with your existing workflows and applications, including Microsoft Excel. For extra flexibility, this offering comes with a suite of user-friendly Excel tools that leverage this API, providing a wrapper to set up run files and access the scenario engine.
What are the typical implementation costs for your product?
The XSG software can be licensed and implemented directly by clients. Bespoke implementation support can also be provided at additional cost depending on individual client requirements. This may feature client-specific tools and integration with up- and down-stream models.
How long does your product take to implement on site?
As a user, you can be equipped with the knowledge to run the software to generate scenarios within half a day of training. Tailored training is available as part of the licensing agreement.
Please name companies that use the system/product
We’ll be happy to provide references on an individual basis.
Product summary: Please summarise your product’s key points for re/insurers in no more than 100 words.
XSG is a complete solution for the stochastic modelling of economic and financial variables. It includes several model libraries:
- Risk-neutral – for market consistent valuation and hedging of insurance liabilities
- Real-world – for setting investment strategy, pricing, risk quantification and ALM
- One-year VaR – for quantifying capital requirements, e.g. in Solvency II Internal Models
XSG enables you to take full control of the ESG modelling process in-house – from calibration to scenario production – with intuitive, user-friendly tools.