Economic Scenario Generator: A Case Study on Conditional Simulations for Future Eurozone Inflation
The Economic Scenario Generator (ESG) measures credit and market risk from an integrated perspective. Here we take a look at how it can be used in a case study on future Euro zone inflation from both the quantitative and qualitative perspectives, and how ESG can also assist with effective ALM strategy since it can also apply scenarios to complex financial products such as variable annuities.
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