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.

Solution capabilities

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.

Product options

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.

Contact us

The XSG team
Deloitte MCS Ltd

Case studies

Click the following links to read how companies are using XSG for ESG modelling:

Key contact

​Gabi Baumgartner

​Gabi Baumgartner


Gabi Baumgartner is an actuary and has over 10 years’ experience in the life insurance industry. She is a Director within Deloitte’s Analytics & Quantitative Modelling team and leads the Insurance Cap... More