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Wednesday 21 October 2026 (agenda shown in BST)
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09:00
Registration Opens
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09:30
Welcome Address
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09:45
Scenario Generator Product Update
KBKaty Barlow Associate Director, Product Manager, Moody's -
10:30
Calibration Services and Assumptions Update
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11:15
Refreshment Break
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11:45
Navigating Uncertainty: Moody's Macroeconomic Outlook and Scenario Modelling
TSThomas Sgouralis Associate Director, Senior Economist, Moody's -
12:30
Lunch Break
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13:30
Stress Testing in Practice: Peer Discussion and Knowledge Sharing
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alt_route14:20
Breakout Sessions
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Stream 1
- Valuation of Non-Listed Assets
- Extending Real World Credit Models with Private Assets -
Stream 2
- Addressing the Phase Shift in the Interest Rate Environment: Effects of IFRS 17 and Impacts of Insurance Capital Standards
- Connecting the Dots: Revealing Complex Interactions by Integrating Credit and Market Risk
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15:10
Refreshment Break
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15:30
SG Cloud in 2026: Flexible, Fast, Scenario Generation in the Cloud
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16:00
Event Closes
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CloseMoody's Events
closeDean works within the Product Management team and is responsible for the development of the Scenario Generator suite of products. Dean joined Moody's in 2014 with the Advisory Services team, helping to implement bespoke solutions for clients.
He later moved to the Modelling and Calibration Services team before joining Product Management. Dean holds a BSc in Physics from the University of Glasgow and a PhD in Particle Physics from the University of Edinburgh.
Greg Isted leads Moody's Edinburgh-based Modelling and Calibration Services team. He oversees the delivery of the standard Scenario Generator calibration services and the development of the modelling assumptions that underpin them. Since joining Moody's in 2010 following a career in academia, Greg has held a variety of Scenario Generator-based roles, all of which have had a strong focus on the calibration of stochastic models for use by insurers, pension funds, and asset managers. He holds a PhD, MRes, and BSc in Physics from the University of Liverpool.
Ruth is a Director in the Insurance division at Moody’s Analytics, where she works within the Scenario Generator Advisory Services team. Ruth leads advisory services for clients using the Scenario Generator within their capital modelling and valuation functions. In this role, Ruth has gained a broad understanding of the challenges facing insurers, in particular, the challenges posed by regulatory capital regimes and IFRS 17.Ruth has supported a wide range of life and general insurance clients in the implementation of the ESG and the delivery of bespoke modelling and calibration solutions. Ruth is a Fellow of the Institute and Faculty of Actuaries, and holds a MSci in Mathematics from Glasgow University.
Ruth is a Director in the Insurance division at Moody’s Analytics, where she works within the Scenario Generator Advisory Services team. Ruth leads advisory services for clients using the Scenario Generator within their capital modelling and valuation functions. In this role, Ruth has gained a broad understanding of the challenges facing insurers, in particular, the challenges posed by regulatory capital regimes and IFRS 17.Ruth has supported a wide range of life and general insurance clients in the implementation of the ESG and the delivery of bespoke modelling and calibration solutions. Ruth is a Fellow of the Institute and Faculty of Actuaries, and holds a MSci in Mathematics from Glasgow University.
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.
Alasdair joined Moody’s Analytics in 2012 from a post-doctoral position at the University of Edinburgh. He currently leads the market consistent calibration stream within the ERS Insurance Research team and is focused on developing methodology for IFRS 17 and decomposing credit risk. Prior to joining the research team he played a key role in the delivery of advisory and implementation services projects, focusing on the use of statistical regression techniques for capital modeling. He has a PhD in Statistical Physics from the University of Edinburgh.
Dean works within the Product Management team and is responsible for the development of the Scenario Generator suite of products. Dean joined Moody's in 2014 with the Advisory Services team, helping to implement bespoke solutions for clients.
He later moved to the Modelling and Calibration Services team before joining Product Management. Dean holds a BSc in Physics from the University of Glasgow and a PhD in Particle Physics from the University of Edinburgh.
Ruth is a Director in the Insurance division at Moody’s Analytics, where she works within the Scenario Generator Advisory Services team. Ruth leads advisory services for clients using the Scenario Generator within their capital modelling and valuation functions. In this role, Ruth has gained a broad understanding of the challenges facing insurers, in particular, the challenges posed by regulatory capital regimes and IFRS 17.Ruth has supported a wide range of life and general insurance clients in the implementation of the ESG and the delivery of bespoke modelling and calibration solutions. Ruth is a Fellow of the Institute and Faculty of Actuaries, and holds a MSci in Mathematics from Glasgow University.