Advanced ESG Models –With Full Transparency & Control

Numerix Economic Scenario Generator (ESG) Puts You in Control of Your Scenario GenerationEmpowering our clients to meet the regulatory requirements set forth in Solvency II, IFRS 9 and 17, US GAAP (FAS 60/97/133/157), and US statutory reporting (reserves and capital), Numerix ESG is a sophisticated stochastic simulation framework for producing risk neutral and real world economic scenarios.

Built on the world’s most comprehensive capital market model library, Numerix CrossAsset, Numerix ESG provides complete flexibility and transparency to view and customize all model and calibration settings, giving you full control of scenario generation.

NumerixESG

Risk Management & Analysis

ESG CapabilitiesNumerix ESG enables you to:

• Generate risk neutral and real world 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)

• Calibrate risk neutral models using market data from any market economy and date

• View and customize all model and calibration settings

• Create unified hybrid models that capture correlations among economies and asset classes, as well as capturing market dynamics of each risk factor

• Calibrate model parameters and risk premia to historical market data for real world scenarios

• Incorporate forward looking forecasts/internal views for real world scenarios

• Satisfy scenario criteria prescribed by regulators

• Integrate with any market data source and view underlying market data and assumptions

• Seamlessly integrate with other Numerix analytics for derivative and liability modeling

Economic Scenario Generator

Regulatory Reporting & Accounting

Asset Liability Management

Valuation

Capital Forecasting

New Product Pricing & Design

Hedging Strategy

Pension Plan Analysis Strategic Asset Allocation

Discover what makes Numerix ESG unique in the industry:

Complete transparency and flexibility – not a “black box”

Select and customize models from a library of market-standard models, plus utilize advanced model calibration tools, enabling maximum model control for power users.

Accessible via multiple APIs

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.

Scripting capabilities to create and generate scenarios for custom indices

Empowers new product innovation and dramatically faster time-to-market for new product development.

For more information, contact: sales@numerix.com

Also Available as a Managed Service

Numerix ESG is 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. This enables you to get results when you need them without having to be concerned with the technical details and considerations of operating an ESG.

The Numerix Difference

Unique hybrid model framework

Most robust hybrid model in the industry, enabling accurate pricing and Greek calculations for products consisting of multiple underlyings from different asset classes. Models are jointly calibrated to properly account for stochastic rates and redetermination of volatilities.

* The American Academy of Actuaries (AAA) ESG is available for IR and EQ

** Both Risk Neutral (RN) and Real World (RW) models are available

The Numerix Hybrid Model Framework: Unifying All Asset Classes