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
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