Moody's Analytics economic scenario and asset-liability modeling offerings support asset managers and advisers who manage institutional assets and multi-asset portfolios for insurance, pensions, or wealth management propositions, including investment design and risk management activities.
Driven by regulators, rating agencies, or a demand for best practices in investment solution design, asset allocation, and risk management, asset managers and investment advisers are facing ever greater requirements for modeling capabilities. Built around our economic research and scenario modeling capabilities, our analytic solutions enable asset managers to build better investment solutions, where the measurement and management of risk depends on client-specific cash flows and liabilities. A flexible modeling framework provides coverage of a comprehensive range of assets, client liabilities, and risk management strategies.
Modeling options allow clients complete control and transparency into the economic assumptions embedded in their investment processes by blending their own, in-house economic views into Moody's Analytics fully documented "best views" model calibrations. Our modeling framework supports all elements of the investment process, allowing clients to exploit their specialist investment expertise consistently throughout the investment design and advisory process.
Take advantage of investment advisory solutions
For defined-benefit pension funds, design and test the effectiveness of hedging and risk mitigation strategies, using a comprehensive array of dynamic rebalancing triggers and derivative instruments, including limited price index (LPI) swaps. Understand the impact of adjusting duration or credit exposure, changing the rebalancing strategy, or applying a new hedge to part of the liability risk exposure, in terms of solvency risk metrics or other capital requirements. Improve your investment design, governance, and communication for wealth management, retail investment, and retirement income, including risk-graded and target date funds, guarantees, Commercial Property Price Indices™ (CPPI), and diversified growth.
Integrate our capabilities with your investment processes
Our modeling solutions are designed on a flexible, modular basis to allow rapid integration within our clients’ existing investment processes. Clients license modeling software and content that fits with their investment process, allowing them to exploit their own, in-house investment modeling expertise, capturing different risk types in investment solution design. Investment professionals benefit from modeling software that provides the projection of assets, portfolios, and investment strategies over multiple time-steps. Clients can model assets and liabilities and project investment strategies alongside client cash flows and liabilities, using comprehensive asset class coverage.
Director, Insurance Product Management Team
Stephen has many years of experience working with scenario generators and stochastic modeling, including calibration, development, and support. Since 2010, Stephen has led the development of the B&H Economic Scenario Generator (ESG) product suite. Stephen has also spent three years leading the delivery of the ESG calibration services, technical support, and training.
Moody's Analytics Asset Scenarios depict the plausible future paths of variables that are related in economically coherent ways.
Defined-Benefit ALM measures the market risk exposure of pension schemes allowing for the specifics of scheme liabilities and investment and funding strategies.
Investment Governance Service combines risk attitude and financial projection within an investment governance framework for evaluation, monitoring, and review.
Pension Risk Analytics measures market-risk exposure of pension schemes, allowing for specifics of scheme liabilities and investment and funding strategies.
Portfolio Risk Analytics allows wealth managers, advisers and retail product providers to create forward-looking risk analyses for multi-asset investment portfolios.
Portfolio Modeller provides a powerful stochastic modeling framework for multi-asset portfolio risk analysis and asset and liability management (ALM).
The Wealth Scenario Generator is a modeling engine that provides support for your financial planning and investment decision making.