Enhancements to the Best Views Calibration Service at End March 2018

Friday, 16 March, 2018 | 10.00am EST / 2.00pm GMT

During the webinar we will discuss some significant improvements that have been made to the nominal, real and inflation rate modelling associated with the Best Views calibration service that come into effect at end March 2018.  

Technical details of these modelling enhancements will be covered in the session along with how the changes typically impact Scenario Generator output and how the new Best Views model calibrations will be made available to our clients.

SPEAKERS
Greg Isted, Associate Director, Modelling Services
Greg joined Barrie and Hibbert in 2010 prior to the company being acquired by Moody’s Analytics. He has spent 4 years leading the production of the company’s market-consistent ESG calibrations and 1 year working in the Research team focusing on the calibration of models for real-world applications. He currently leads the team (the Modelling and Calibration Services team) responsible for quantitative content and production of the ESG standard calibration services. Before joining Barrie and Hibbert Greg worked as a postdoctoral research associate in The University of Edinburgh’s Physics department. He has a PhD, MRes and BSc in Physics from The University of Liverpool.

Harry Hibbert, Director, Research
Harry Hibbert has been with Moody’s Analytics since 2009. Over that time he has worked on a range of quantitative projects; client consulting engagements and the development of our modelling solutions. He has been responsible for developing methodologies to justify and maintain core model assumptions across a broad set of financial economic risk factors and has deep experience in model construction, calibration, and validation. He now leads a team of quantitative analysts specializing in stochastic model development, single name credit risk assessment, and portfolio credit risk management. Harry is an Economist by training and holds a degree in Social and Political Sciences from Cambridge University. He is based in our London office.