Products and Services

Scenario Service Request Helplkj

Calibration

Our Market-Consistent Calibrations are used to derive a fair value for today’s balance sheet. We have two different calibrations which use the either Government Bonds or Swap rates as the underlying risk-free initial yield curve. We use market data from the last trading day of each calendar quarter (i.e. 31st March, 30th June, 30th September, 31st December).

Our Real-World Calibration is used for long-term projections of asset returns for capital calculation and management. These calibrations are based on our team of economist’s long-term assumptions of market behaviour. We also update these calibrations quarterly to recent current market changes.

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Economy

Use this box to select the economy you are interested in modelling. The economies we offer depend on calibration type (see below). Please also note that the choice of economy also affects the availability of the equity package.

If we don’t have the economy you are interested we still may be able to help – please select Other and fill in the details in the “Other Requirements” box.

We are also able to provide consistent multi-economy modelling, if you are interested please select Other and note your requirments in the “Other Requirements” box.

Market Consistent

Since our Market Consistent coverage depends on available data we currently offer the current economy and package combinations:

Region Economy Package
Interest Bonds Equities Property
Europe, Middle East And Africa Eurozone
Hungary  
Poland  
Slovakia  
South Africa
Switzerland
UK
Asia Pacific Australia
Japan
Americas Canada
USA
Real World

Our Real World calibrations are based on unconditional long-term targets so we are able to offer more economies. We currently offer the following economy package combinations:

Region Economy Package
Interest Bonds Equities Property
Europe, Middle East And Africa Czech Republic
Denmark
Eurozone
Hungary
Norway
Poland
Slovakia
South Africa
Sweden
Switzerland
UK
Asia Pacific Australia
China  
Hong Kong  
India  
Japan
Malaysia  
New Zealand
S. Korea  
Singapore
Taiwan  
Thailand  
Americas Canada
USA

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Calibration Date

We typically recommend using the most recent date. If you want to use a different date please select Other and specify this in the “Other Requirements” box.

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Number of Trials

Select the number of trials you are interested in running. If you want to run more trials please select Other and specify how many in the “Other Requirements” box.

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Time Steps

Please select if you need monthly or annual output. Note that monthly output files can be very large. If you have other requirements please select Other and specify these in the “Other Requirements” box.

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Time Horizon

Select the time horizon you are interested in and we will provide outputs up to that horizon. If you have other requirements please select Other and specify these in the “Other Requirements” box.

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Output File Type

We are currently only providing .csv format as standard, but can provide other formats if requested. If you have other requirements please select Other and specify these in the “Other Requirements” box.

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Preferred Outputs

Please select one of our two standard output types or specify your own by selecting Other and adding the detail in the “Other Requirements” box.

Returns and Yields:

We produce the following outputs for the four packages:

Package Outputs
Interest Rate Nominal Spot Rates for Risk-Free Zero-Coupon bonds with 1-30 year terms
Real Spot Rates for a Risk-Free Zero-Coupon bonds for 1-30 year terms
Nominal Cash Total Return
Change in Inflation
Bonds For Govt, AAA,AA,A and BBB rated bond indices with 5, 10 ,15 and 30 maturities:
Total Return
Price Change
Redemption Yield
Equity Total Return
Price Change
Dividend Yield
Property Total Return
Price Change
Rental Yield
Indices and Prices

We produce the following outputs for the four packages:

Package Outputs
Interest Rate Prices for Nominal Risk-Free Zero-Coupon Bonds with 1-30 year terms
Prices for Real Risk-Free Zero-Coupon Bonds with 1-30 year terms
Nominal Cash Total Return Index
Inflation Index
Bonds For Govt, AAA,AA,A and BBB rated bond indices with 5, 10, 15 and 30 maturities:
Total Return Index
Price Index
Redemption Yield
Equity Total Return Index
Price Index
Dividend Yield
Property Total Return Index
Price Index
Rental Yield

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Output Layout

Please select one of our two layouts or specify your own by selecting Other and adding the detail in the “Other Requirements” box.

Trial/Timestep – lists the outputs for each of the parameters, ordered by trial and timestep. For example:

Trial Timestep Output1 Output2 ....
1 1 1.10 1.23 ....
1 2 1.11 1.03 ....
... ... ... ... ....

Trial/Parameter – lists the outputs for each timestep, ordered by trial and parameter. For example:

Trial Parameter Timestep1 Timestep2 ....
1 Output1 1.10 1.11 ....
1 Output2 1.23 1.03 ....
... ... ... ... ....

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Frequency of Service

Please select how often you would like to receive these Scenarios with updated calibrations. We can potentially provide more frequent calibrations - if required please select Other and specify in the “Other Requirements” box.

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Other Requirements

Please use this box to summarise any bespoke requirements you have. We can discuss these in detail when we contact you.

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Interest Rates

Outputs

This package projects the following variables:

Output Format Outputs
Returns and Yields Nominal Spot Rates for Risk-Free Zero-Coupon Bonds with 1-30 year terms
Real Spot Rates for Risk-Free Zero-Coupon Bonds with 1-30 year terms
Nominal Cash Total Return
Change in Inflation
Indices and Prices Prices for Nominal Risk-Free Zero-Coupon Bonds with 1-30 year terms
Prices for Real Risk-Free Zero-Coupon Bonds with 1-30 year terms
Nominal Cash Total Return Index
Inflation Index
Market-Consistent Calibration

We calibrate our Nominal interest-rate model to Swaption-implied volatilities and an initial yield curve constructed using our innovative methodology, assuming either Government Bonds or Swaps as the risk-free rate.

We calibrate our Real interest-rate model to our long-term estimates of real rate and index-linked bond behaviour. The initial real-rate curve is determined using a mix of inflation forecasts and index-linked bond yields.

If you are interested in other calibrations then please specify in the “Other Requirements” box.

Real-World Calibration

We calibrate our models to our understanding of market behaviour expressed as targets.

For Nominal interest rates we use long-term unconditional estimates of interest-rate volatility, mean reversion and short rates and an initial yield curve constructed using our innovative methodology, assuming Government Bonds as the risk-free rate.

We calibrate our Real interest-rate model to our long-term estimates of real rate and index-linked bond behaviour. The initial real-rate curve is determined using a mix of inflation forecasts and index-linked bond yields.

If you are interested in other calibrations then please specify in the “Other Requirements” box.

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Bonds

Outputs

This package projects the following outputs:

Output Format Outputs
Returns and Yields Total Return
Price Change
Redemption Yield
Indices and Prices Total Return Index
Price Index
Redemption Yield
Calibration

Our calibration is consistent with our unconditional estimates of long-term transition probabilities, spread volatility and corporate bond spreads.

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Equities

Outputs

This package projects the following outputs:

Output Format Outputs
Returns and Yields Total Return
Price Change
Redemption Yield
Indices and Prices Total Return Index
Price Index
Redemption Yield
Market-Consistent Calibration

We currently model eight economies using implied volatilities on at-the-money options from the following indices:

Economy Index
Australia ASX 200
Canada TSX 60
Eurozone ESTOXX 50
Japan Nikkei 225
South Africa TOP 40
Switzerland SMI 20
UK FTSE 100
USA S&P500

If you want to model other indices we recommend that using the appropriate index as a proxy. Alternatively, we can calibrate to specific indices, portfolios or individual stocks as part of a bespoke solution. If this is something you are interested in please summarise your requirements in the “Other Requirements” box.

Real-World Calibration

We calibrate our models to our understanding of market behaviour expressed as targets. When setting targets we do not assume a given index, but rather examine a typical large-to-mid cap portfolio in that market. We currently model the following economies:

Region Economy
Europe, Middle East And Africa Czech Republic
Denmark
Eurozone
Hungary
Norway
Poland
Slovakia
South Africa
Sweden
Switzerland
UK
Asia Pacific Australia
Japan
New Zealand
Singapore
Americas Canada
USA

We understand that not everybody will agree with our house view and can create Scenarios based on your views as part of our bespoke service. If this is something you are interested in, please summarise your requirements in the “Other Requirements” box.

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Property

Outputs

This package projects the following outputs:

Output Format Outputs
Returns and Yields Total Return
Price Change
Rental Yield
Indices and Prices Total Return Index
Price Index
Rental Yield
Calibration

Traded property market data is not readily available for many economies so in practice we use the same calibration for Real-World and Market-Consistent Scenarios. We calibrate to our long-term assumptions of volatility, based on a well diversified portfolio, across all sectors and geography.