This is a Faculty of Actuaries Students' Society (FASS) event.
Economic scenario generators (ESGs) are sophisticated tools which produce realistic, forward-looking scenarios for various economic risk factors. ESGs are used for many different applications throughout the financial services industry, ranging from risk-neutral valuation and regulatory capital calculation, through to real-world financial planning and fund management.
Brett Manning, an associate director at Moody’s Analytics, will be giving a general introduction to economic scenario generators, how they work, and how they are calibrated. He will also talk about some current issues affecting how ESGs are calibrated and used, such as:
- Modelling negative interest rates
- Modelling macroeconomics in ESG and using narrative scenarios
This session will be followed by Networking at the close by Badabing.
More information can be found on the official event site
Speaker:
Brett Manning, Associate Director, Moody's Analytics
Timings:
- 17.30 Refreshments
- 18.00 Talk starts
- 19.00 Networking at Badabing, Fountainbridge
Location
Address
Scottish Widows
Port Hamilton
69 Morrison Street
Edinburgh
EH3 8YF
Nearest Public Transport
Haymarket