Featured Product

    Sohini Chowdhury

    Leverages deep expertise of macroeconomic forecasting and consumer credit modeling to advise executives on stress testing and CECL/IFRS 9.

    Sohini Chowdhury, a senior economist at Moody’s Analytics, specializes in macroeconomic forecasts and scenario design, consumer credit models and market risk research, especially as they apply to risk management, stress testing and CECL/IFRS 9. A frequent presenter at industry conferences, Sohini previously led the firm’s global team providing market risk forecasts and modeling services and managed custom scenario development projects for major financial institutions.

    education
    Purdue University – Krannert School of Management: PhD, Economics
    Purdue University – Krannert School of Management: MS, Economics
    West Chester University of Pennsylvania: MS, Applied Statistics
    Jawaharlal Nehru University, New Delhi, India: MA, Economics
    Presidency College, Kolkata, India: BS, Economics
    Expertise
    solutions

    Credit Risk Advisory Services: Moody's Analytics credit risk advisory services enable faster, better informed credit decisions through a holistic and consistent assessment of risk.

    Economic Scenarios: Moody's Analytics provides internally & globally consistent economic, regulatory, and custom scenarios. Explore the economic scenarios tool.

    Current Expected Credit Loss Model (CECL): Moody’s Analytics provides tools for the most crucial aspects of the expected loss impairment model, with robust solutions to aggregate data, calculate expected credit losses, and derive and report provisions.

    Representative Projects

    Led custom scenario development projects for many financial firms for stress testing and CECL.

    Managed a global team developing models to forecast global market risk indicators.

    Published Work