Voicing a View - The Rise of Custom Calibrations in Economic Scenario Generators

May 01, 2015


Voicing a View - The Rise of Custom Calibrations in Economic Scenario Generators

Will interest rates fall or become negative in the next five years? What is the probability that the Eurozone breaks up in the next 12 months? What will be the value of the large cap equity index tomorrow? If we were to independently ask these questions to a number of investment and risk professionals we would likely receive a range of answers. Each would form an “Own View” based on past history, current information regarding the state of the economy and expert judgment.

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