Advanced ESG Models -
With Full Transparency & Control
Numerix Economic Scenario Generator is a sophisticated stochastic simulation framework for producing risk neutral and real world economic scenarios. Using 40+ industry-proven capital market models across all asset classes, including advanced models like Libor Market Model (LMM), Bates, and Credit Transition Models (CTM), ESG empowers our clients to meet the regulatory and accounting requirements set forth in Solvency II, IFRS, GAAP, and US statutory reporting.
Putting You in Control
of Your Scenario Generation
Built on the world’s most comprehensive capital market model library, Numerix Economic Scenario Generator provides complete flexibility and transparency to view and customize all model and calibration settings, giving users full control of scenario generation.
Complete transparency and flexibility |
Accessible via multiple APIs |
Integrated with derivative analytics |
Unique hybrid model framework |
Scripting capabilities for custom indices |
Numerix ESG is also available as a managed service with Numerix responsible for calibrating and documenting the ESG on required reporting dates. Clients can access the Numerix scenarios in the cloud, or the scenarios can be delivered directly to you as a service.
Complete transparency and flexibility
Select and customize models from a library of market-standard models, plus utilize advanced model calibration tools, enabling maximum model control for power users.
Consumable from a variety of APIs including Excel, C++, C#, Java, MATLAB, and Python, enabling you to deeply embed the ESG within other solutions or business processes, and automate workflows involving ESGs.
Integrated with derivative analytics
Seamlessly integrated with Numerix’s market-leading derivative analytics, enabling Numerix ESG to be used as part of larger applications and solutions instead of just a standalone set of scenarios.
Most robust hybrid model in the industry, enabling accurate pricing and Greek calculations for products consisting of multiple underlyings from different asset classes.
Scripting capabilities for custom indices
Empowers new product innovation and dramatically faster time-to-market for new product development.