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Gain a practical understanding of Moody's Analytics RiskCalc™ solution, the model of choice for estimating default probability and recovery for private firms.

Learning Objectives

  • Understand the RiskCalc default and recovery methodology along with its application across the organization.
  • Learn how various ratios (inputs) are selected and how financial and default data are used to build default probability models for each region.
  • Quantify the relative effect of each ratio (input) and the changes to each ratio on the firm's default probability.
  • Conduct what-if and pro forma analyses, evaluate peers, and incorporate industry and customized scorecards.
  • Understand the importance of loss given default (LGD) and expected loss (EL) recovery metrics and the factors utilized in the modeling framework.

Who Should Attend?

  • Credit professionals who wish to better understand the RiskCalc methodology and fully utilize RiskCalc models to estimate and analyze private firm credit risk
  • Credit professionals who want to learn the different use cases for EDF™, LGD, and EL credit risk metrics and the range of applications in risk management
  • Underwriters, credit risk managers, portfolio managers, and other stakeholder groups