GEMS® Economic Scenario Generator
Economic scenario generators are a key component of an enterprise risk management approach. An economic scenario generator simulates future paths of economies and financial markets and illuminates the nature of risk elements within the economy that drive financial variability.
Understand Your Environment
Gain insight into asset behavior and power your ALM models with a comprehensive range of economic scenarios.
GEMS® software works seamlessly within our FIRM® Portfolio Analyzer and ADVISE® Enterprise Risk Modeler software, and also with our new Investment Optimizer tool. GEMS® software is the engine behind Conning’s software, providing stochastic simulation — including real-world and risk-neutral scenarios — and the flexibility to view returns by asset class. It supports the following capabilities:
- Strategic Asset Allocation
- Economic Capital Modeling
- Custom Calibration
- Credit Modeling
Contact our risk management professionals to learn more.