Kidbrooke’s Economic Scenario Generator is an API that enables a spectrum of firms to model possible future states of the global economy and capital markets to drive a wide range of portfolio and risk management decisions. Our combined expertise in risk and technology has allowed us to develop a world-class solution with leading performance scalability, at a very attractive price.

The OutRank ESG delivers the following:

• Term structures of risk, return and dependence, including dependence between driving factors like volatility and returns;
• Asymmetry between gains and losses;
• Tail dependence, allowing for more realistic behaviour;
• Volatility clustering in time; and
• Term structure of house views for more consistent benchmarking.

Easy integration
The OutRank Economic Scenario Generator can be easily integrated into your risk pipeline through our versatile API or can be accessed through our Report Viewer Web Application.

Customisation & calibration of risk factors
We provide the ability to calibrate risk factors to customer-specific data as well as an option to tweak the existing calibration of the ESG model to align it with your respective house views.

Validation toolbox
The OutRank ESG ships with a detailed and dynamic validation report, allowing you to assess the quality of the scenarios underpinning your offerings.