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economic scenario generator

noun

Definitions

  1. A software tool that creates a set of economic assumptions (such as interest rates,…

    A software tool that creates a set of economic assumptions (such as interest rates, inflation rates, investment returns) for use in a stochastic model.

    • Both asset and ALM models are to be run in a stochastic mode, which in turn requires having an additional sub-model generating the required scenarios, i.e. the economic scenario generator (ESG).

The neighborhood

Vish — recursive loop

No curated loop yet for economic scenario generator. Loops are being traced one word at a time while the ingestion pipeline matures.

sense glosses and etymology drawn from English Wiktionary · source · CC-BY-SA