Nominal and index-linked government bonds Fixed and floating rate corporate bonds Equities and index-like assets Residential mortgage-backed securities (*) General nominal and inflation-linked cashflow profiles Swaps (*) Cash

The Proteus Scenario Generator is designed to be suitable for: Insurance capital modelling, such as a Solvency 2 Internal Model and other economic capital models Asset Liability Modelling for insurers, pension funds and other institutional investors Strategic Asset Allocation studies Life-insurance valuation (using a market consistent calibration *)