Development of an end-user application to support the calibration, generation and validation of economic scenarios using a risk-neutral Economic Scenario Generator (RN- ESG)
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2021
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Bachelor
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Collections
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11 - Student thesis
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Hochschule für Wirtschaft FHNW
Place of publication / Event location
Basel
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Baloise Group, Basel
Abstract
At Baloise Group, economic scenarios are generated with a comprehensive third-party software. This software provides a vast range of functionalities that is embedded within dynamic-link libraries. To enhance the existing process of generating economic scenarios, Baloise Group seeks to develop a custom end-user application that serves as guided user interface between the user and the logic that is implemented in the underlying libraries. With a self-developed application, Baloise Group aims to tailor the interface between user and underlying logic to the individual needs of the company.
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English
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Yes
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Review
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Citation
Avilés, R. O. G. (2021). Development of an end-user application to support the calibration, generation and validation of economic scenarios using a risk-neutral Economic Scenario Generator (RN- ESG) [Hochschule für Wirtschaft FHNW]. https://irf.fhnw.ch/handle/11654/41111