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Janet joined the research team of Moody's Analytics in 2008. She leads RiskCalc model development and small business modeling efforts. Janet works closely with clients to facilitate better understanding and applications of RiskCalc models. She also pushes forward on research initiatives such as exposure-at-default modeling, accounting quality measurement, and machine learning in credit risk modeling. She has published in academic and professional journals. Janet has a PhD in finance from City University of Hong Kong and a PhD in accounting from Carnegie Mellon University.

 

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Machine Learning: Challenges, Lessons, and Opportunities in Credit Risk Modeling

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In the third webinar in our CECL quantification webinars series, our experts discussed which commercial and industrial (C&I) models and methodologies can be leveraged to fulfill CECL requirements, and key considerations in transitioning these models.

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