Scenario Studio

Create Global Economic Scenarios With Confidence

Designed with rigorous forecast governance at the core, Moody’s Analytics Scenario Studio enables you to produce custom scenarios in a multi-user environment with process controls that provide complete oversight. Scenarios can be created for 60+ countries and 10 regional aggregates by adjusting 10,000+ detailed economic and financial time series to match your assumptions.

Forecasts are based on Moody’s Analytics highly-regarded Global Macroeconomic Model which is updated monthly. Backed by more than 100 economists and a fully validated model methodology, you can leverage Moody’s Analytics expertise to generate trusted forecasts and alternative scenarios that can withstand regulatory scrutiny.

Applications

Stress Testing and Loss Forecasting
  • Produce defensible scenarios for stress testing and expected credit loss requirements.
Economic Forecasting
  • Run your own idiosyncratic scenarios based on our highly-regarded forecasts.
“What If” Scenario Analysis
  • Quickly produce answers with reliable scenario outcomes.

Key Features

Collaborative Access and Integration
  • Develop multiple scenarios individually or with others simultaneously, in a web-based environment.
  • Integrate forecasts into your workflow seamlessly through our API and Excel Add-In.
Comprehensive Coverage
  • Create scenarios for 60+ countries and 10 regional aggregates, out to 30-years.
  • Evaluate monthly updated forecasts for 10,000+ economic and financial time series.
Robust Editing and Visualization Tools
  • Adjust detailed variables to simulate shocks or more discrete factors.
  • Visualize your changes through interactive dashboards, charting and data tables.
Full Transparency and Auditability
  • Trace linkages through full transparency of equations and data.
  • Audit using an annotated change log of edits to forecast assumptions.
Effective Process Controls
  • Test edits in a local environment before committing to the master forecast.
  • Configure user access control to data and platform functions.
Complete Documentation
  • Leverage fully documented model methodology and validation documents.
  • Access monthly updated scenario assumptions narratives.

Model Attributes

  • Forecast horizon: 30 years
  • Periodicity: Quarterly
  • Updates: Monthly
  • Scenarios: Baseline forecasts and standard scenarios, updated monthly