Conning’s GEMS software offers users an economic scenario generator (ESG) that simulates future states of the global economy and financial markets, with both real-world and market-consistent, risk-neutral stochastic modelling, as well as stochastic-in-stochastic functionality.
Credit risk modelling has been a key area of focus for Conning during the past year. The company’s new Corporate Yield Model is a tool for both risk-neutral market-consistent and real-world applications. It can be calibrat
The week on Risk.net, October 6-12, 2017Receive this by email
- SGX, HKEX expect to be among first wave of Mifid II equivalence
- Quantile, TriOptima face off in cleared swaps compression battle
- Leaked EU doc could shield legacy swaps from clearing grab
- ABS set for revival under US Treasury’s liquidity buffer plans
- Quants stymied by lack of alternative risk premia flows data