A general purpose ESG, GEMS® Scenario Master software provides advanced modeling and estimation technology, and is the baseline product from which GEMS® Portfolio Analyzer software and GEMS® Enterprise Modeler software are built upon. GEMS® Scenario Master software features best-in-class capabilities for modeling interest rates, inflation, corporate credit risk, equity markets, and foreign exchange. Additionally it provides the ability to model factors such as GDP and unemployment and includes asset aggregation at the individual security level.
At a Glance
GEMS® Scenario Master software is a general purpose ESG that is used for many applications such as economic capital modeling, Solvency II, calculating Market Consistent Embedded Values, product design, and stochastic liability and capital valuations. Capabilities include:
- Comprehensive Set of Economic Models and Financial Instruments
- Superior Modeling Technology for Equities, Interest Rates, and Inflation
- Ability to Build Custom Correlated Market Indices
- Realistic Relationships Between Asset Class Returns
- Ability to Model as the Security Level Which Can Save Capital
- Exceptional Calibration & Validation
- Multi-economy, Multi-currency
- Runs in Real World and Risk Neutral Mode
- ODBC Data Access
- Asset Aggregation Capabilities
- Flexibility and User Customization
- Transparency and Documentation
- Scalability from PC to Grid and runs on both 32 bit and 64 bit platforms
- Built-in Analytics and Reporting
For more information about Conning’s risk modeling systems and strategic advisory services, please contact us.