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 as well as illuminates the nature of risk elements within the economy that drive financial variability.

GEMS Product Sheet

Learn more

GEMS File Services

Learn more
computer

Risk Advisory Services

Learn more

A Guide to Economic Scenario Generators

What characteristics of an economic scenario generator are necessary and appropriate for the applications that investment professionals will be encountering in the years to come? With extensive input from Conning’s software team, the Society of Actuaries recently released a major white paper that serves as a practical guide to Economic Scenario Generators.

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.

 


Changes in regulatory frameworks around the world have placed increased pressure on risk management practitioners to use quantitative models and build risk management frameworks with enough sophistication to be proportionate to the exposures they face.