An Economic scenario generator is a tool to project economic and financial risk factors. This is an important element in the technical management of the insurance business, especially in the assessment of economic provisions, strategic asset allocation and management of financial risks. In the literature, the GSE models that we meet are difficult to apply in francophone Sub-Saharan Africa mainly because of inadequate or absence of data. To overcome this problem, we propose in this paper an approach for designing a generator of economic scenarios adapted to the context of CIPRES zone.