Fairmat Scenarios

Generation of stochastic and deterministic scenarios for Solvency and IFRS 17 purposes. The scenarios are customized to Clients needs and are the input of ALM systems.

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Customized economic scenarios

Market: Insurance

Regulatory reference: Solvency, IFRS 17

  • Solution can be installed on premise as Windows Desktop application, alternatively Fairmat can generate the needed scenarios as a service.
  • Independent generation of risk neutral/real world scenarios for various asset classes (interest rates, inflation, credit risk, property)
  • Interface with Bloomberg data (Data License or Professional) and Refinitiv (Eikon / Data Scope).
  • Performing Validation Tests: martingale, volatility, correlation and statistical tests.
  • Different output formats supported (Prophet, MG Alpha and others)
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