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    Nick Jessop

    Scenario modeling expert; risk management specialist; quantitative financial modeler

    Nick Jessop leads a team of UK-based quantitative analysts, economists, and financial engineers focused on researching risk management solutions. He recently worked on research to help clients decode the impact, significance, and use of discount curves in the IFRS 17 reporting process. Nick’s experience includes developing financial stochastic models and calibration methods, as well as research experience in the financial and scientific fields.

    The University of Edinburgh: PhD, Astronomy and Astrophysics
    The University of Edinburgh: BSc, Astronomy and Astrophysics

    IFRS 17 Insurance Contracts: The Moody’s Analytics suite of software solutions, models, content, and services helps support the new requirements of IFRS 17 Insurance Contracts.

    Economic Scenarios: Moody's Analytics provides internally & globally consistent economic, regulatory, and custom scenarios. Explore the economic scenarios tool.

    Regulatory Capital : Moody’s Analytics insurance regulatory capital solutions help insurers comply with Solvency II and other similar regulatory regimes.


    Scenario Generation: Mathematical model simulating possible paths of economic and financial market variables.

    Regulatory Reporting: EU: Submission of raw information and summary data to satisfy regulatory requirements.

    Regulatory Capital: Amount of capital financial institutions must hold as required by financial regulators.

    Representative Projects

    Developing credit and illiquidity assumptions for IFRS 17 discounting using a cost of capital approach

    Incorporating negative interest rates and absolute volatilities into market-consistent yield curve models and calibrations

    Published Work