Superior Accuracy and Performance

Economic Scenario Generator

Kidbrooke’s Economic Scenario Generator is a fully-featured scenario generator capable of replicating all important stylized facts of the widest range of financial assets. Cloud-native and API-first it is a flexible, modular and high-performance solution to any economic scenario needs.

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Easy Integration

The OutRank ESG can be easily integrated into your risk pipeline through our versatile API:s.

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 OutRank ESG to align it with your own house views.

Validation Toolbox

The OutRank ESG service includes a comprehensive validation process. You will receive detailed reports, allowing you to assess the quality of the outputs.

The OutRank ESG captures all well-known stylized facts of financial time series:

  • 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.

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