AIRG vs GOES: Robust Asset Classes
Conning Viewpoint
On its current timeline, the NAIC will switch the models it uses for reserve and capital calculations from the Academy Interest Rate Generator (AIRG) to their new Generator of Economic Scenarios (GOES) platform in 2026. This transition represents a significant shift in how companies will model and project economic scenarios. However, despite the time and effort that has been spent on documenting this conversion, many companies still have questions about its impact. Given the complexity of the model changes, Conning has prepared a white paper series focusing on discrete, easily comparable differences between the two models. In the fourth installment of this series, Conning looks at the impact of the model changes on asset allocation decisions by constructing efficient portfolios based upon the respective AIRG and GOES scenarios.
Previous installments in the series:
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AIRG vs. GOES:
Efficient Portfolio Analysis
Efficient Portfolio Analysis
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