Powerful, easy to use ESG software for insurers, fund managers and banks
XSG economic scenario generator
Maximise the insights delivered through stochastic modelling by using XSG, Deloitte’s economic scenario generator (ESG) solution. Our leading edge software and services – including calibration, automation and validation tools, an efficient calibration service and expert support – can help financial institutions better understand their risks and accelerate reporting timescales.
XSG combines Deloitte’s comprehensive expertise across financial services and technology with the deep quantitative financial modelling know-how of its dedicated development team. The result is an ESG solution consisting of sophisticated models which take into account the key requirements of today’s evolving business and regulatory landscape.
Core to XSG’s design is the ability for users to easily modify calibrations in order to overlay their own views and understand the impact of these. This, along with the comprehensive documentation of the XSG tools and methodologies, allows companies to get the most out of their ESG solution and demonstrate ownership of the modelling approach. The software can be easily integrated with data services and downstream models in order to achieve high levels of automation, helping you minimise operational risk and reduce model run times.
XSG is a complete solution for the stochastic modelling of economic and financial variables, offering the following libraries of models and tools for you to choose from:
- Risk-neutral library: For market consistent valuation of options and guarantees
- Real-world library: For setting investment strategy, pricing, risk quantification and ALM
- One year VaR library: Quantifying capital requirements, for example in Solvency II Internal Models
XSG’s open nature and user-friendly tools make it possible for you to carry out the full scenario calibration and production process in-house. In addition, we provide a reliable and regular calibration service spanning a broad range of economies and asset classes, and can also provide bespoke calibration support if required.