Economic Scenario Generation Workshop
Thursday, November 28, 2019
November
November 28-29, 2019
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Overview

Our annual Economic Scenario Generator User Group will be held in Hong Kong at November 28 and 29, 2019. This complimentary event for our Economic Scenario Generator customers is a great opportunity for you to update your skills and share best practices with fellow ESG users in the industry.

• Format will consist of a mixture of both theory and hands on practical exercises (laptops will be provided) and aims to provide the attendees with a solid base understanding of the models, how to configure, (re)calibrate and run the ESG software.

• Both Real World (RW) and Market Consistent (MC) model theory/application will be covered.

• Appropriate for both new users of the MA ESG software as well as experience users looking either for a refresher on key concepts or to explore using new models or the more recent ESG developments.

Agenda

Day 1 - Thursday, 28th November

09:00 – 09:30             Registration & Refreshments

09:30 – 11:15               Welcome & Introduction to Economic Scenario Generation (Warren Fok)

11:15 – 11:30                Refreshment Break

11:30 – 12:30               Introduction Interest Rates and Yield Curves (Warren Fok)

12:30 – 13:30              Lunch

13:30 – 14:20              E2FBK (Warren Fok)

14:20 – 15:15               LMM+ (Anna Knezevic)

15:15 – 15:30               Refreshment Break

15:30 – 16:40              Real Rates, Inflation and FX (Anna Knezevic)

16:40– 17:00               Close and Questions (Will Halley)

Day 2 - Friday, 29th November

09:00 – 09:30             Registration & Refreshments

09:30 – 09:35             Introduction (Will Halley)

09:35 – 11:15               Equity Modelling (Anna Knezevic)

11:15 – 11:30                Refreshment Break

11:30 – 12:45               Credit Modelling (Overview and the G2 credit model) (Warren Fok)

12:45 – 13:45               Lunch

13:45 – 14:20              Credit Modelling (G3) (Warren Fok)

14:20 – 15:15               Correlation and Dependency (Warren Fok)

15:15 – 15:30               Refreshment Break

15:30 – 16:45              Stressing your scenarios (Anna Knezevic)

16:15 - 17:00               Close and Economic Scenario Generation Update(Christian Curran)

Agenda

Day 1 - Thursday, 28th November

09:00 – 09:30             Registration & Refreshments

09:30 – 11:15               Welcome & Introduction to Economic Scenario Generation (Warren Fok)

11:15 – 11:30                Refreshment Break

11:30 – 12:30               Introduction Interest Rates and Yield Curves (Warren Fok)

12:30 – 13:30              Lunch

13:30 – 14:20              E2FBK (Warren Fok)

14:20 – 15:15               LMM+ (Anna Knezevic)

15:15 – 15:30               Refreshment Break

15:30 – 16:40              Real Rates, Inflation and FX (Anna Knezevic)

16:40– 17:00               Close and Questions (Will Halley)

Day 2 - Friday, 29th November

09:00 – 09:30             Registration & Refreshments

09:30 – 09:35             Introduction (Will Halley)

09:35 – 11:15               Equity Modelling (Anna Knezevic)

11:15 – 11:30                Refreshment Break

11:30 – 12:45               Credit Modelling (Overview and the G2 credit model) (Warren Fok)

12:45 – 13:45               Lunch

13:45 – 14:20              Credit Modelling (G3) (Warren Fok)

14:20 – 15:15               Correlation and Dependency (Warren Fok)

15:15 – 15:30               Refreshment Break

15:30 – 16:45              Stressing your scenarios (Anna Knezevic)

16:15 - 17:00               Close and Economic Scenario Generation Update(Christian Curran)

Speakers

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Will Halley
Director – Actuarial Modelling Services
ERS Insurance, APAC

Moody's Analytics

Moody's Analytics

ERS Insurance, APAC
Director – Actuarial Modelling Services
Will Halley
Warren Fok
Assistant Director - Actuarial Modelling Services
ERS Insurance, APAC

Moody's Analytics

Moody's Analytics

ERS Insurance, APAC
Assistant Director - Actuarial Modelling Services
Warren Fok
Anna Knezevic
Assistant Director - Actuarial Modelling Services
ERS Insurance, APAC

Moody's Analytics

Moody's Analytics

ERS Insurance, APAC
Assistant Director - Actuarial Modelling Services
Anna Knezevic

Contact

Moody’s Events – APAC

Email: events.asia@moodys.com