Proteus Scenario Generator July 2025 Update

New Features

Download PSG Simulation Outputs

You can now easily access the simulation outputs that you have generated for any PSG run through the File Browser. File Browser allows searching by name or tags and downloading is as simple as one click of the file name. File Browser is accessible via selecting the run in 'Run History' or 'Analysis/Scenario Generator'.

For advanced users requiring more functionality around simulation outputs, we recommend using Azure Storage Explorer. Instructions on how to set this up to work with PSG is provided on click of the button in the screenshot above.

Prepayable Bonds

An additional asset type (Fixed Coupon Bond with Prepayment) has been added to the PSG to allow modelling of fixed income assets exposed to prepayment risk. Examples of such assets are Mortgage Backed Securities (MBS) and Collaterised Mortgage Obligations (CMOs). Unlike typical fixed income assets the principal for these assets reduce over time before the scheduled maturity date. The new asset type captures prepayment risk by allowing you to input any prepayment schedule you desire. An example of prepayment schedule is the PSA prepayment model developed by the Public Securities Association in 1985 for analyzing American mortgage-backed securities.

Proteus Scenario Generator v1.1

New Features

Free Trial Sign Ups

The Proteus Scenario Generator is now available for free trial no credit card needed. This means that you can now sign up for a free trial and start using the PSG to generate scenarios for your own models.

Improvements

• Allow exporting the shock events.

New Model: Geopolitical Risk

Added new models and calibrations for Gross Domestic Product (GDP) and the Global Geopolitical Risk Index.

Geopolitical Risk has rarely been higher in the news. Conflict, populism and protectionism are all on the increase and leading to economic friction between nations and defining a new “normal” economic reality. We have added a model and associated calibration for modelling Global Geopolitical Risk Index in order to help (re)insurers quantify geopolitical risk with a coherent economic model.

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Proteus Scenario Generator v1.0

The Proteus Scenario Generator in Production

After 4 years of development, we're proud to announce the release of our Proteus Scenario Generator. Based on a highly performant cloud compute engine, the PSG will significantly improve your risk modelling workflow.

With runtimes in seconds and extremely stable calibration output, the cloud based PSG also gives you greater control on the mean paths generated.

In addition to these analytic improvements, the PSG also incorporates a suite of asset models covering major asset classes.