Our capabilities

We take pride in our extensive modelling capabilities. The ESS supports most of our institutional investment clients as well as underpinning our GO (Guided Outcomes) based offerings and the risk models embedded in the APIs used by asset managers.

The ESS is a flexible framework for generating economic scenarios and asset returns. We can do this for single or multiple economies over any time horizon. A large set of asset classes is realistically projected using sophisticated stochastic modelling and calibration techniques. This includes:

• Nominal and real interest rates 
• Inflation
• Equities and other growth assets
• Property
• Currencies
• Credit 

Our team of experts can model bespoke funds, complex portfolio structures and strategies, including derivatives. We look at short-term market behaviour and blend it with longer-term outlooks based on capital market views to generate realistic outputs.

It is updated with the most recent market data to ensure it is reliable and accurate, allowing you to make effective business decisions. We also ensure the ESS is fully transparent to enable management, auditors and regulators to gain an understanding of the methods used.