Moody's selected by Admiral Group for Analytics ESG
Moody's Analytics announced that its technology has been selected by Admiral Group Admiral will be using the Moody's Analytics Economic Scenario Generator for market risk calculation as part of their Solvency II Internal Model, and will also use the ESG for investment modelling and stress and scenario testing, benefitting from the flexibility of the ESG solution. The Moody's Analytics ESG offers a comprehensive solution - combining models, software, economic assumptions, and model calibrations - that helps insurers calculate capital requirements, value liabilities, and assess investment strategies. The ESG models a wide range of assets and economic variables including equities, corporate bonds, real estate, interest rates, and various macro-economic variables. Implementing the ESG also allows insurers to adapt their models. For instance, insurers using the ESG can add new assets or exposures to reflect a change in investment strategy or to implement regulatory stress tests.