Commercial providers of scenario analysis and modeling

Question

What are the major commercial providers that specialize in modeling the impact of specific global events on asset class performance?

I'm familiar with Oxford Economics' Global Scenario Service, which will map out specific macro scenarios (e.g conflict in North Korea, BREXIT) and forecast the expected impact under the scenario on variables like GDP, equity markets, growth etc.

I'm wondering if there are other researchers that provide similar scenario impact analysis but with more of a focus on portfolio management and asset class expectations. What tools are available for this kind of analysis? Besides Oxford, there doesn't seem to be anyone that provides the same kind of in-depth macro scenario modeling.

Answer 1

All the big factor risk model providers do macro scenario analysis as part of their suite of products. From the point of view of portfolio management, these sorts of products are ideal for putting your own portfolios through what-if scenarios.

For example, MSCI Barra does a macroeconomic factor model described here. Part of their sales pitch includes a "risk model and scenario analysis service". There's a similar scenario analysis for factor model provider Northfield in a pdf here, and I'm sure you could find one for other factor model providers like Axioma.