In this session we will discuss recent improvements to our Best Views inflation modelling, review the performance of our inflation model over recent history and analyse the impact of the current elevated levels of inflation on our Scenario Generator projections.
We will also provide details of how we will be enhancing our inflation model calibrations later this year and how these will be introduced into our services.
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SpeakersGreg Isted Modelling and Calibration Services team Moody’s Analytics
Nicholas Miller Smith Director, Research Moody's Analytics
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Greg Isted leads the Modelling and Calibration Services team responsible for the quantitative content and production of the Economic Scenario Generator calibration services.
He joined the company in 2010 prior to a period working in academic research and since then has had a number of roles. These include several years leading the production of our standard market-consistent calibration services and a period working in our Research team focusing on real-world modelling enhancements.
Before joining Moody’s Analytics Greg worked as a postdoctoral research associate in The University of Edinburgh’s Physics department. He has a PhD, MRes and BSc in Physics from The University of Liverpool
Nicholas Miller Smith joined Moody’s Analytics in 2019 as a research director within the insurance scenario and asset modelling team. His focus is on the construction and calibration of ‘real world’ models for use in stochastic economic scenario generators.
Before joining Moody’s he worked in asset management, mainly in the area of research and advice on strategic asset allocation for institutional investors. He is a qualified actuary.