Built on the world’s most comprehensive capital market model library, CrossAsset Economic Scenario Generator (ESG) is a sophisticated stochastic simulation framework for producing risk neutral and real-world economic scenarios. It is powerful yet nimble - giving users full control of scenario generation and the flexibility and transparency to view and customize all model and calibration settings.
Numerix ESG is accessible via multiple APIs including Excel, C++, C#, Java, MATLAB and Python and ready to help users meet regulatory and accounting requirements set forth in Solvency II, IFRS 9 and 17, US GAAP (FAS 60/97/133/157), and US statutory reporting (reserves and capital).