Government Actuary's Department - Stochastic Economic Scenarios

A key part of our advice relates to, or relies on, the potential outturns for key economic variables - in particular in relation to asset returns, inflation and future interest rates. To support our advice in this area, GAD are looking to tender for a contract for the provision of a set of stochastic economic scenarios ("scenarios", "scenario set" or "economic scenario file"). The economic scenario file should contain stochastic forecasts of economic scenarios covering inflation, interest rates, credit, derivatives...