Use macroeconomic data to generate scenarios

[asitav-sen]

Currently scenario generation/monte-carlo simulation is done to estimate possible variations in change of value of collateral (or similar). The the possible range is asked from the user.
When we forecast macroeconomic data, we already get a range of possible outcomes. Perhaps, we can include these possible macroeconomic forecast to generate additional simulation.
The concern however is the computation power requirement. Is it worth it?