General Information & Client Services
  • Americas: +1.212.553.1653
  • Asia: +852.3551.3077
  • China: +86.10.6319.6580
  • EMEA: +44.20.7772.5454
  • Japan: +81.3.5408.4100
Media Relations
  • New York: +1.212.553.0376
  • London: +44.20.7772.5456
  • Hong Kong: +852.3758.1350
  • Tokyo: +813.5408.4110
  • Sydney: +61.2.9270.8141
  • Mexico City: +001.888.779.5833
  • Buenos Aires: +0800.666.3506
  • São Paulo: +0800.891.2518

Find a Course Near You

No course available at this time.

Register for the Course

There are no sessions currently scheduled

This one-day seminar is intended for people interested in the latest and cutting-edge research in portfolio risk modeling. Members of Moody’s Analytics Quantitative Research team will present the results of their most recent research undertakings.

Learning Objectives

  • Learn about new correlation studies of the relationships between credit, spread drivers, and other economic factors, as well as applications for credit portfolio modeling in multi-period stress testing.
  • Learn about the effects of liquidity on pricing and risk.
  • Learn about modeling and the theoretical implications of regulatory requirements. 
  • Learn about alignment with loss accounting and the use of a portfolio framework to model allowance and credit earnings dynamics. 

Who Should Attend?

  • Risk professionals who wish to gain a deeper understanding of Moody's Analytics portfolio models. 
  • Portfolio managers, credit and risk managers, commercial bankers, investment bankers, asset managers, credit analysts, model risk managers, and other financial professionals. 
  • While this is recommended for individuals with a good understanding of calculus, statistics, and modern financial theory, all clients and prospective clients are welcome. 

Register for the Course

There are no sessions currently scheduled