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Scenario Generator - North America User Group & Training

In-person event | 7 World Trade Center, New York, NY

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ABOUT

Join us for the 2025 Moody’s Scenario Generator – North America User Group and User Training for product users. This year we will host an in-person two-day event on Wednesday, November 12- Thursday, November 13 at our office in New York covering a range of topics related to Scenario Generator relevant to Insurers, Asset Managers and Pension Funds.

A team of Moody’s Scenario Generator experts will be on hand during the days to support users and answer any questions related to the course or more widely on Scenario Generator topics.

The User Group on day 1 (Wednesday, November 12) will focus on our latest research and development on the Scenario Generator including:

  • Recent and forthcoming model and calibration developments 
  • Latest technology developments for our Scenario Generator product 
  • Latest research to extend the Scenario Generator’s modelling and calibration capabilities around private assets

The one-day Training session (Thursday, November 13) will cover topics including:

  • The technical details on the stochastic models underpinning the Scenario Generator
  • Details on calibration approaches covering both our Market Consistent and Real World Best Views calibration services
  • Software Demonstrations and Overview
  • Hands-on practical exercises for users to work through with realistic examples covering different aspects of the Scenario Generator, Calibration Tools and Automation Module

These events are complimentary. Attendees are welcome to register for either or both of the day sessions depending on their interests. 

AGENDA

  • 09:30

    Breakfast and Registration

  • 10:00

    Welcome Address

    Alasdair Johnston
    Alasdair Johnston Director, Advisory Services, Moody's
  • 10:05

    Topic 1 - Scenario Generator Product and Calibration Update

    In this session we will provide an overview of recent product updates to the Scenario Generator suite and Calibration Services alongside our plans for the remainder of 2025 and 2026. In addition, we will also have a deeper dive of the model updates to support clients with sensitivity and project analysis of Reserves and Capital under the new GOES framework. 

    YJ
    YoungJu Jo Associate Director-Modelling & Calibration, Moody's
    Alasdair Johnston
    Alasdair Johnston Director, Advisory Services, Moody's
  • 11:05

    Networking Break

  • 11:20

    Topic 2 – Breakout Session

    In this interactive session, users will have an open forum space to discuss topics and ask questions related to Scenario Generation with Moody’s experts. Moody’s experts will help facilitate conversations to encourage open and practical dialogue.

    Alasdair Johnston
    Alasdair Johnston Director, Advisory Services, Moody's
    Christian Curran
    Christian Curran Director - Advisory Services, Moody's
    Pawel Lojko
    Pawel Lojko Director-Solutions Specialist, Moody's
    YJ
    YoungJu Jo Associate Director-Modelling & Calibration, Moody's
    Fanyu Ma
    Fanyu Ma Associate Director-Advisory Services, Moody's
  • 12:00

    Lunch

  • 13:00

    Topic 3 – Advanced ALM and EC modelling

    In this session, we’ll explore how the Risk-Integrated Credit Solution (RICS) enhances advanced ALM and economic scenario modelling by providing granular credit and market risk insights. We’ll highlight RICS’s key features and demonstrate its value through a practical ALM matching use-case, showing how it supports robust portfolio management and liability matching

    Pawel Lojko
    Pawel Lojko Director-Solutions Specialist, Moody's
  • 14:00

    Networking Break

  • 14:15

    Topic 4 – Private Asset Modelling and Illiquidity Premia

    In this session we will explore approaches to modeling private assets. This includes discussion around approaches to setting illiquidity premia. We will cover recent enhancements to the real-world calibration services.

    Christian Curran
    Christian Curran Director - Advisory Services, Moody's
  • 15:00

    Topic 5 – Leveraging AI to code with the SG API

    In this session we will provide an overview of how AI features have been used to enhance some our existing products at Moody’s. In addition, we will provide a demo of how AI can be used in conjunction with Moody’s Scenario Generator documentation to help build out API capabilities and automate workflows.

    Fanyu Ma
    Fanyu Ma Associate Director-Advisory Services, Moody's
    Alasdair Johnston
    Alasdair Johnston Director, Advisory Services, Moody's
  • 15:45

    General Q&A and Wrap-Up

  • 16:00

    Event Concludes

  • 08:30

    Breakfast & Welcome

  • 09:00

    Intro to the Scenario Generator and Overview of Support Resources

  • 09:45

    Model Overviews – Nominal Rates, Real Rates and Inflation

  • 10:45

    Networking Break

  • 11:00

    Model Overviews – Credit and Equity Modelling

  • 12:00

    Lunch

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    13:00

    Hands-on Scenario Generator Training (Two breakout sessions)

    • 13:00

      Market Consistent Stream

    • 13:00

      Real World Stream

  • 15:00

    Event Concludes

  • Speakers

    Alasdair Johnston
    Alasdair Johnston Director, Advisory Services, Moody's
    Christian Curran
    Christian Curran Director - Advisory Services, Moody's
    YJ
    YoungJu Jo Associate Director-Modelling & Calibration, Moody's
    Fanyu Ma
    Fanyu Ma Associate Director-Advisory Services, Moody's
    TZ
    Tony Zu Advisory Services Associate, Moody's

LOCATION


Event Details:

Venue Name: Moody’s Headquarters

Address: 7 World Trade Center
New York, NY 10007


Date: November 12th (User Group)
November 13th (Training)

CONTACT US

If you have any questions about this event, please contact Anita Wai. 

Contact Us