We're pleased to invite you to the upcoming Scenario Generator assumptions and calibration update webinar, where we'll share details around the assumption and model calibration updates taking effect at the end of September 2026 in our standard Scenario Generator calibration services.

This session will provide an overview of the updates coming at the end of September 2026 across our market-consistent and real-world calibration services, including the rationale behind the changes, how evolving market conditions have been reflected in the latest assumptions, and the impact on key Scenario Generator outputs.

What to expect:

• Overview of the end-September 2026 assumptions and model calibration updates, including changes to the calibration of key risk drivers such as nominal and real interest rates, inflation, credit, equity, property, and their correlations
• Discussion of the impact of these updates on key Scenario Generator outputs
• Overview of the supporting documentation covering the calibration and assumptions updates
• Introduction to new model calibrations being added to our services for the first time as part of the end-September 2026 release
• Live Q&A session

If you are unable to attend live, we encourage you to register. A recording of the session and presentation materials will be shared with all registrants following the event.