  In this paper, we present the principal components of an economic scenario
generator (ESG), both for the theoretical design and for practical
implementation. The choice of these components should be linked to the ultimate
vocation of the economic scenario generator, which can be either a tool for
pricing financial products or a tool for projection and risk management. We
then develop a study on some performance measure indicators of the ESG as an
input for the decision-making process, namely the indicators of stability and
bias absence. Finally, a numerical application illustrates the main ideas of
the paper.
