Provision of Stochastic Economic Scenario Generator to the Government Actuary's Department
Government Actuary Department · Awarded contract
AwardedProvision of Stochastic Economic Scenario Generator to the Government Actuary's Department
Awarded 18 Sep 2021
Awarded18 Sep 2021
Value£170,843.38
SupplierMoody's Analytics UK Limited
RegionUnited Kingdom
CategoryFinance & Insurance
Ended 2y 2mo ago3y term
Awarded 18 Sept 2021Expired 18 Sept 2024
About
The Government Actuary's Department awarded a contract to Moody's Analytics UK Limited for the provision of a stochastic economic scenario generator.
The contract, valued at £170,843.38, covers the supply of stochastic forecasts for inflation, interest rates, credit, derivatives, FX, and various asset classes, delivered at least quarterly.
The scenarios support asset-liability model runs for pension schemes and are calibrated to market conditions and long-term economic views.
The contract also includes the ability to generate additional scenarios and conduct stress testing.
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Provision of Stochastic Economic Scenario Generator to the Government Actuary's Department
Won by Moody's Analytics UK Limited · Government Actuary Department
£171Kawarded
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