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    Stress Scenarios Software of the Year: Moody's Analytics

    March 2021

    Stress Scenarios Software of the Year: Moody's Analytics

    InsuranceERM Annual Awards 2021 - UK & Europe

    ​Written by InsuranceERM.

    The Covid-19 pandemic has sparked renewed interest stress and scenario testing, and Moody's Analytics' response to client demand has helped it win this category once again, following victory in the InsuranceERM 2018/19 Awards.

    "As our clients continue to address the challenges posed by Covid-19, they're also interested in more frequent modelling analysis, coupled with economic insights into the evolving economic effects of the pandemic," a spokesperson for the firm says.

    To help insurers during the pandemic, Moody's Analytics has provided stress testing scenarios on a deterministic and stochastic basis, supporting insurers in understanding the possible recovery scenarios and impacts across global markets.

    Its Scenario Generation automation capability produces fast production time scales for risk-neutral stochastic scenarios along with the validation reports required to support regulatory submissions.

    According to the company, the high level of automation in its solutions has allowed clients to look at a wide range of additional stress analyses with greater efficiency and overall effectiveness.

    Moody's Analytics also offers a range of Climate Pathway Calibration services and a stress testing framework to support the use of climate change scenarios and related assumptions in real-world projections, covering both deterministic and stochastic modelling options.

    Clients can use a range of economic inputs to produce scenario set content. For example, the economic inputs can use the framework produced by the Network for Greening the Financial System, Moody's Analytics Economic Climate assumptions, or the client's own input.

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