Case Study: CNP Assurances achieves more accurate ALM and scenario projections with NumeriX Economic Scenario Generator

CNP Assurances - Customer Case Study

CNP Assurances, France’s leading provider of life insurance, needed more accurate projections of risk-neutral and real-world scenarios to improve derivatives and liabilities pricing, support fund allocation strategies, and strengthen ALM studies. It turned to NumeriX and its Economic Scenario Generator (ESG) for a more consistent and transparent modeling approach.

NumeriX implemented a unified stochastic simulation framework built on CrossAsset, allowing CNP Assurances to customize model and calibration settings and combine asset-class models with correlated hybrid scenarios. The result was more robust, consistent scenarios for ALM and benchmarking, giving CNP Assurances greater confidence in both pricing and real-world scenario use.

CNP Assurances

Jean-Philippe Medecin

Head of ALM