
Numerix Economic Scenario Generator
Industry-leading solution for real-world and risk-neutral economic scenario generation
Advanced economic scenario generator models with full transparency and control
Numerix Economic Scenario Generator (ESG) is an advanced stochastic simulation framework designed to generate both risk-neutral and real-world economic scenarios. Leveraging over 40 industry-leading capital market models across a wide range of asset classes—including sophisticated models like the Libor Market Model (LMM), Bates, and Credit Transition Models (CTM). ESG empowers financial institutions to perform scenario analysis and meet critical risk management, regulatory and accounting requirements, including Solvency II, IFRS 17, GAAP, and US statutory reporting. Whether you're managing insurance liabilities, evaluating strategic asset allocations, or conducting stress tests, ESG offers the most sophisticated and reliable toolset for your financial modeling needs.
Capabilities
Built on the world’s most comprehensive capital markets model library
Access 40+ market-standard models across all asset classes, including sophisticated models like the Libor Market Model (LMM), Bates model, and Credit Transition Models (CTM).

Putting you in control of your scenario generation
Numerix ESG provides full visibility and customization of model settings and calibration parameters, allowing users to adjust and optimize scenarios to meet their specific needs and fine-tune their scenario generation process.

Comprehensive scripting capabilities
Users can create custom indices and generate tailored scenarios for new product development, enhancing innovation and accelerating time-to-market.

Accurate modeling of correlated markets and asset dynamics
Numerix ESG offers the most robust hybrid model in the industry, enabling accurate pricing and Greek calculations for products consisting of multiple underlying assets from different asset classes.
Time Slice Observer (TSO)
Numerix ESG’s Time Slice Observer (TSO) offers powerful capabilities for generating both risk-neutral and real-world economic scenarios across all asset classes, leveraging its robust hybrid model framework. This flexible tool enables users to customize Monte Carlo paths with settings such as the number of paths, projection time horizon, and observation frequency, ensuring that scenario analysis is precisely tailored to business requirements. Built-in validation tests uphold the integrity and quality of the scenarios, which can then be seamlessly applied for valuation and risk management purposes.
Deep integration
Numerix ESG is fully compatible with multiple APIs including Excel, C++, Java, MATLAB, and Python, offering seamless integration with existing systems and enabling workflow automation across departments.
Benefits
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Full transparency and control with enhanced model calibration
Numerix ESG offers extensive customization options, giving users complete visibility into model calibration and parameter selection. With the option to integrate with any market data source and incorporate both historical data and forward-looking views, ESG ensures greater accuracy and precision in generating risk-neutral and real-world scenarios
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Regulatory compliance with flexibility
Numerix ESG meets key regulatory and accounting requirements, including Solvency II, IFRS, GAAP and US statutory reporting. It also supports a wide range of compliance standards, enabling firms to easily adapt to evolving regulatory landscapes.
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Superior stress testing & scenario analysis
Numerix ESG allows for detailed stress testing and sensitivity analysis, enabling users to assess a wide array of risk scenarios. This is complemented by its integration with Numerix’s market-leading derivative analytics, providing deeper insights into risk exposures compared to other solutions.
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Accelerated time-to-market for new products
Numerix ESG’s scripting capabilities and hybrid model framework dramatically reduce the time needed for new product development and pricing, providing a competitive edge in rapidly changing markets.
Numerix named a leader
In the 2024 Chartis Research RiskTech Quadrant® for Pricing and Valuation Systems, 2024 – Integrated Pricing and Risk Management

Capital markets awards that speak for themselves







































































































































































































































































































