Economic scenario generation
Economic scenarios for asset and liability analysis.
GALM Economic Scenario Generator creates connected economic paths for cash flow, asset, and liability analysis. Define the question, inspect the assumptions, and work with the resulting scenario set.
Start with the economic conditions you need to examine.
Choose a horizon and frame the market question. The GALM Economic Scenario Generator creates joint paths for modeled factors such as yields, credit spreads, equities, property, and inflation.
Your team can use those paths alongside its own projected cash flows and valuation models. Scenario outputs require review in the context of their assumptions and intended use.
GALM Economic Scenarios workspace
Set up a scenario run
USD multi-asset
Define the economic paths for your analysis.
Market series
8 selected series.
Scenario settings
Generate scenarios
Review the series and model setup before submitting a run.
What it supports
Keep the scenarios connected to your models.
Economic paths
Follow how modeled factors move together over time.
Model integration
Use scenario output in asset, liability, or cash flow models.
Reviewable assumptions
Examine the setup and scenario behavior before drawing conclusions from model output.
Need portfolio analysis within the same workflow?
Portfolio Risk Profiler uses GALM economic scenarios to examine a portfolio or proposed allocation across economic paths.
Explore Portfolio Risk ProfilerResearch example
See the approach in context
Our Nigerian pension fund study examines modeled asset portfolios under alternative interest-rate regimes.
Read the analysis