iESG - Features
- Flexible stochastic modelling. The iESG is implemented within a Monte Carlo framework allowing clients to generate many simulations over multiple time steps.
- Wide range of asset classes. Equities, both at the market and individual stock level; nominal and real interest rates; credit risk and corporate bonds, both for indices and for specific issuers; complex credit structures such as callable bonds, mortgage backed securities and CDOs; real estate; currencies and hedge funds.
- Wide range of economies. We currently provide real world calibrations for 22 economies, and market-consistent calibrations in 14 economies.
- Wide range of statistical models. For many asset classes, our flexible modelling framework includes a number of statistical models, allowing the user to choose the model most appropriate for the job at hand.
- Multiple versions. Clients can choose to access the iESG’s modelling from the purchase of a single scenario set all the way to a full multi-user, multi-economy enterprise-wide version.
- User-friendly interface and API. Easy to use standard windows interface allows models to be built via simple mouse clicks.
- Grid computing option.
- Variance reduction – iESG has a widely applicable variance reduction technique built-in to improve the accuracy of valuations.
- Market consistent calibration and validation. We provide quarterly market consistent calibrations for a wide range of asset classes and economies. iESG allows users to automatically generate analysis of market-consistent simulation runs.
- Best estimate calibration. The iESG is used to make real-world financial projections across a range of markets.
- Ongoing support and user groups. Support and training is a key part of the service provided.
To find out more about the iESG, please contact Craig Turnbull at This e-mail address is being protected from spambots, you need JavaScript enabled to view it