STAR ESG can be used to generate both real-world and risk-neutral economic scenarios. These can be used by clients for setting investment strategy benchmarks, portfolio construction, ALM, pricing, capital setting and the market consistent valuation of options and guarantees.
Our philosophy is to transfer knowledge and empower clients to control the outputs from our models. Extensive documentation and a comprehensive suite of training are included. Most importantly we deploy intuitive calibration tools that easily allow clients to control the model outputs. Technical specialists located in North America, Europe and Asia are on hand to provide local support to our global client base.
STAR ESG
WTW's economic scenario generator toolkit, based around STAR Real World (RW) and STAR Risk Neutral (RN), which gives clients access to the modelling suite used for investment and risk management.
STAR RN
Generates risk neutral scenarios used in market-consistent valuation. STAR RN offers advanced technical models and is able to replicate a wide range of market prices accurately.
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Generates realistic real-world distributions of economic scenarios and asset returns, which are used in risk management, the calculation of risk capital and strategic investment decisions.
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| Title | File Type | File Size |
|---|---|---|
| STAR ESG | 3.2 MB |
