Introduction

Hi there, welcome to the Open-Source Economic Model's main repository. A modelling solution that allows financial companies to simulate their future financial performance. We hope it can be an alternative to classical asset-liability models often found in insurance companies, pension funds, and banks.

We would like OSEM to be useful in the following areas:

• Scenario analysis
• Calculation of capital reserves
• What-if exercises

OSEM takes into consideration both sides of the balance sheet. It also allows the user to define any future investments and liabilities. The basic unit of OSEM is a cash-flow in time. Through a simplified representation of the economy, it simulates decision-making such as trading and balance sheet rebalancing driven by both internal demands and external shocks.

This is an live project. Most of the functionalities and tests are not implemented yet. Dont use parts of the code without properly testing them first. Also, if you worked in this field or have relevant comments, reach out.

Send an email to GREGOR@OSMODELLING.COM