Economic Scenario Generation Solutions Conference
Thursday, October 10, 2019
October
Register Here
Jump to:
OverviewAgendaSpeakersContact

Overview

Our annual Economic Scenario Generator User Conference will be held in New York on Thursday, October 10, 2019.

This complimentary event for our Economic Scenario Generator customers in North America is a great opportunity for you to update your skills, earn CPE credits, and share best practices with fellow ESG users in the industry.

 
This year's agenda includes:

·      Product and research updates

·      The latest on cloud and technology developments

·      Information on enhanced portfolio modelling and solutions

The event is complimentary, but space is limited.  Register now!

Agenda

9:00 AM Registration and Breakfast

9:30 AM Welcome Address

Speaker: Alasdair Johnston

9:45 AM ESG Product Update

An overview of developments to the Moody’s Analytics Economic Scenario Generator (ESG) including:

  • Recent releases and updates
  • Upcoming developments
  • Technology themes

Speaker: Jack Cheyne

10:45 AM Networking Break

11:15 AM Panel Discussion - Scenario Generator Use Cases: Model Calibration and Validation

A panel discussion including MA and external representatives covering topics including:

  • Different applications that ESGs can be used to support
  • Approaches to ESG model calibration
  • How different companies approach validating ESG models

Speakers: Christian Curran, Pawel Lojko, Edward Freeman, Henry Yim

12:00 PM Scenario Generation in the Cloud

This session will provide details on approaches, benefits and upcoming developments related to utilizing cloud technologies in the generation of stochastic scenarios.

Speaker: Jack Cheyne

12:30 PM Networking Lunch

1:30 PM ESG Research Update

The ESG Research team have been working on a number of topics in recent months. This session will provide details on the latest developments related to ESG models and calibration content.

Speaker: Pawel Lojko

2:30 PM Networking Break

2:45 PM Portfolio Insight Solution

An Economic Scenario Generator can be used to support a variety of use cases across the Investment and Asset Management space. This session provides an overview of Moody’s Analytics Portfolio Insight solution which combines the advanced asset and portfolio modelling in the MA ESG, cloud technologies and visual analytics.

Speaker: Christian Curran

3:45 PM Advanced Equity Modelling

Equity modelling has been at the core of the modelling available in the Moody’s Analytics ESG. This sessions goes into detail on recent developments around:

  • Modelling Equity Risk Premia
  • The theoretical and empirical case for and against dynamic equity and FX risk premia
  • Implementing dynamic risk premia within an ESG
  • Implications for asset allocation
  • Modelling Equity Option Implied Volatility Surfaces

Speaker: Alasdair Johnston

4:30 PM Closing Remarks

4:45 PM Networking Reception

Agenda

9:00 AM Registration and Breakfast

9:30 AM Welcome Address

Speaker: Alasdair Johnston

9:45 AM ESG Product Update

An overview of developments to the Moody’s Analytics Economic Scenario Generator (ESG) including:

Speaker: Jack Cheyne

10:45 AM Networking Break

11:15 AM Panel Discussion - Scenario Generator Use Cases: Model Calibration and Validation

A panel discussion including MA and external representatives covering topics including:

Speakers: Christian Curran, Pawel Lojko, Edward Freeman, Henry Yim

12:00 PM Scenario Generation in the Cloud

This session will provide details on approaches, benefits and upcoming developments related to utilizing cloud technologies in the generation of stochastic scenarios.

Speaker: Jack Cheyne

12:30 PM Networking Lunch

1:30 PM ESG Research Update

The ESG Research team have been working on a number of topics in recent months. This session will provide details on the latest developments related to ESG models and calibration content.

Speaker: Pawel Lojko

2:30 PM Networking Break

2:45 PM Portfolio Insight Solution

An Economic Scenario Generator can be used to support a variety of use cases across the Investment and Asset Management space. This session provides an overview of Moody’s Analytics Portfolio Insight solution which combines the advanced asset and portfolio modelling in the MA ESG, cloud technologies and visual analytics.

Speaker: Christian Curran

3:45 PM Advanced Equity Modelling

Equity modelling has been at the core of the modelling available in the Moody’s Analytics ESG. This sessions goes into detail on recent developments around:

Speaker: Alasdair Johnston

4:30 PM Closing Remarks

4:45 PM Networking Reception

Speakers

Alasdair Johnston
Associate Director - Advisory Services

Moody's Analytics

Moody's Analytics

Associate Director - Advisory Services
Alasdair Johnston
Jack Cheyne
Senior Director - Product Management

Moody's Analytics

Moody's Analytics

Senior Director - Product Management
Jack Cheyne
Pawel Lojko
Associate Director - Advisory Services

Moody's Analytics

Moody's Analytics

Associate Director - Advisory Services
Pawel Lojko
Christian Curran
Director - Advisory Services

Moody's Analytics

Moody's Analytics

Director - Advisory Services
Christian Curran
Edward Freeman
Managing Director - ALM Investment Analytics, Risk and Reporting

Guest Speaker

Guardian Life

Guest Speaker

Guardian Life

Managing Director - ALM Investment Analytics, Risk and Reporting
Edward Freeman
Henry Yim
Head of Scenario & Investment Modeling Solutions

Guest Speaker

New York Life

Guest Speaker

New York Life

Head of Scenario & Investment Modeling Solutions
Henry Yim

No items found.

Contact

Moody's Analytics Events

Wendy Zuluaga

Asst Director - Events & Outreach

wendy.zuluaga@moodys.com