Numerix Economic Scenario Generator is a sophisticated stochastic simulation framework for producing risk neutral and real world economic scenarios, empowering our clients to meet the regulatory requirements set forth in Solvency II, IFRS, GAAP, AG43 and C3 Phase 2.

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.

At the same time, Numerix ESG is easy to use, with a simple workflow and fast results. 


Complete Structuring Solution


Full-Service structuring begins at designing a payoff or modeling a payoff from a term sheet, setting up payoff, building models, and constructing curves. You get a complete workbook and set up from start to finish.

Best Practices Approach


Our financial engineers leverage our market-standard model library along with our experience across more than 700 clients to ensure we employ market best practices throughout the structuring process.

Even the Most Complex Term Sheets


Because we began our company specializing in complex exotics, Numerix financial engineers are versed in advanced modeling techniques and exotic products, and can tackle even the most complex term sheets.


Benefits & Features
  • Increased Transparency and Flexibility
    Select, customize and import models from a library of 40+ market-standard models, enabling maximum model control and transparency into settings and calibrations while avoiding “black box” scenario generation.

  • Quick Results and Improved Efficiencies
    A simple application workflow makes the scenario generation process quick and efficient for users. Moreover, calibrations are optimized for rapid performance, and large scenario generation jobs can be distributed to a grid or cloud to dramatically speed up performance.

  • Robust Scenarios from Advanced Analytics
    Leverage the market-standard Numerix model library across all major asset classes, including the industry-leading hybrid framework which produces market-consistent scenarios for instruments consisting of multiple underlyings.

  • Consistency of Models Across the Enterprise
    Model dynamics are consistent for both risk neutral and real world scenarios, providing model consistency in the outer and inner loops of a nested stochastic framework.  Scenarios can also be exported to other systems and different departments for use across the enterprise.

  • Empowers Product Innovation and Fast Time-to-Market for New Products
    Leverage Numerix ESG’s scripting language to create and generate user-defined indices (such as target volatility funds, 60/40 funds, etc.), to support product innovation and new product development.
Additional Resources
Press Release
Numerix Economic Scenario Generator – Bridging Risk Neutral and Real World
Product Collateral
Numerix Economic Scenario Generator Brochure: Flexible, Transparent Risk Neutral and...
On-Demand Webinar
Economic Scenario Generation Best Practices: Overcoming Risk Neutral Modeling...
On-Demand Webinar
Economic Scenario Generation: Advanced Models and Indicators
On-Demand Webinar
Economic Scenario Generation: Risk Neutral Modeling in Theory and Practice
On-Demand Webinar
Real-World Equity & Volatility Behavior: Implications for Economic Scenario...
White Paper
Real-World Equity & Volatility Behavior
White Paper
Risk Neutral Modeling for Economic Scenario Generation: In Theory and Practice
Written Blog
Real-World Equity & Volatility Behavior: Implications for Economic Scenario...
Written Blog
The New Trend Emerging Toward Stochastic Analysis: A Primer on Risk Neutral Modeling...

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