Economic Scenario Generator

Kidbrooke’s Economic Scenario Generator is a Software as a Service (SaaS) solution that enables financial as well as other industries to model possible future states of the global economy and capital markets to drive a wide range of portfolio and risk management decisions. Our combined background in risk and technology has allowed us to develop a world class solution with leading performance scalability at a very attractive price.

The OutRank  ESG delivers the following features:

  • term structures of risk, return and dependence, including dependence between driving factors like volatility and returns;
  • asymmetry between gains and losses;
  • tail dependence, allowing for more realistic behaviour;
  • volatility clustering in time; and
  • term structure of house views for more consistent benchmarking.

Easy Integration 

The OutRank Economic Scenario Generator can be easily integrated into your risk pipeline through our versatile API. Alternatively, you can access the generated scenarios and pre-built supporting analytics through our Report Viewer Web Application.

Customisation & Calibration of Risk Factors 

We provide the ability to calibrate risk factors to customer-specific data as well as an option to tweak the existing calibration of the ESG model to align it with your respective house views. Bespoke calibration can be delivered through our managed services or may be performed directly by clients, using our self-service tools.

Validation Toolbox 

The OutRank ESG ships with a detailed and dynamic validation report, allowing you to quickly assess the quality and reliability of the scenarios underpinning your offerings. Moreover, our economic scenario generator may be used as a benchmarking tool for independent validation of scenarios provided by other vendors.