We partner with you to define clear and consistent testing scenarios, employ comprehensive and transparent testing methodologies and help translate testing results into actionable outcomes.
Today's world is filled with uncertainty but Moody’s Analytics Stress Testing prepares you for the next challenge. Our Risk Management team works with you to model the impact macroeconomic cycles, regulatory directives and/or outlier events have on your institution’s risk profile.
We work with your team to transform the validated and dependable economic forecasts prepared by Moody’s Economy.com into the specific variables affecting your portfolio’s performance.
We utilize Moody’s full suite of services, including the software, sophisticated models and databases of Moody’s KMV, to assess the impact each scenario has on risk profile and portfolio performance.
Our team works with you to ensure all economic and financial assumptions are clearly captured. In addition, we ensure stress tests are repeatable, fulfill regulatory mandates, and expand the knowledge and capabilities of your team by providing fully transparent stress testing methodology documentation.
A multidisciplinary and integrated view of risk management across the value chain creates solutions customized to your needs – from data architecture through advanced portfolio optimization – to enable improved decision making.
Leading edge tools, robust and validated models, transparent frameworks and the industry’s most comprehensive proprietary credit risk data set drive immediate results.
Professionals with practical experience as former analysts, practitioners and regulators – backed by more than 30 years of credit risk data and a century of risk assessment – provide independent evaluations and insights that reflect a true understanding of your business.
Andrew Bockelman
E-mail: andrew.bockelman@moodys.com
Phone: +1-212-553-1433
Nicola Pearce
E-mail: nicola.pearce@moodys.com
Phone: +44-207-772-1334
Peter Tsang
E-mail: peter.tsang@moodys.com
Phone: +852-3758-1422
Elaine Wong
E-mail: elaine.wong@mkmv.com
Phone: +852-3551-3089
