An overview of Economic Scenario Generator models
Document ID: 2009-1346
Published on: 7th May 2009
Author: Financial Economic Research Team, B&H
This document is intended to provide a high-level overview of the motivations and techniques used in financial modelling for risk and capital management purposes as well as providing an overview of the risk factors covered by Barrie & Hibbert’s current library of Economic Scenario Generator models.
For those seeking more explanation of the technical detail behind our models and calibrations, a technical library is available to clients as well as detailed documentation included in the Economic Scenario Generator software itself.
