Moody's Analytics produces regulatory analytics and best-in-class advisory services that create confidence and allow our clients to manage their structured finance risk.
We provide clients with an engagement team and analytical support to facilitate a thorough understanding of the models and outputs required for internal reporting and regulatory submission. Advisory projects often cover stress testing analytics, internal risk ratings, regulatory capital optimization, and model validation. Advisory support includes sensitivity testing, reverse stress testing, benchmarking, and full submission analytics, along with subject matter expert consultation. We also offer validation services for our clients' models.
Our customized solutions help financial institutions design and implement data or analytic systems that can incorporate our proprietary models or any third-party models. Our developers are expert in both best-in-class programming frameworks and structured finance analytics, allowing us to build robust systems or focus on specific development areas.
We are not a market maker and do not have a trading platform. We provide an independent third-party view uninfluenced by proprietary market positions.
Dedicated Client Service
Client service is of paramount importance in advisory engagements. We utilize a range of professionals to deliver best-in-class service. For example, financial engineers tackle the most technical requests, while relationship managers oversee all aspects of engagements. We engage senior professionals across Moody’s Analytics, from economists, quantitative research analysts, accountants, and systems/software developers to provide additional expertise and insight.
Structured Analytics and Regulatory Support
Moody's Analytics has assisted many CCAR/DFAST banks and insurance companies, including several G-SIFIs, in producing analytics and reporting for regulatory submission and internal risk management. We cover every step of the process, including verification of model applicability, model and process validations, parallel runs, benchmarking and providing context for results, and reporting for both preliminary and final submissions.
Managing Director, Consumer Credit Analytics
Shirish is experienced in numerical and high-performance computing and computational finance. He has worked on Monte Carlo methods, numerical optimization, and parallel computing. At Moody’s Analytics, he works in the economic and structured analytics group on the Portfolio Analyzer platform for analyzing residential mortgages, auto loans, and asset-backed securities.
APA is a powerful risk management, stress testing, and capital allocation tool for analyzing the credit risk of auto loan portfolios and auto ABS collateral.
Moody's Analytics provides baseline economic forecasts and alternative scenarios for more than 50 countries, updated monthly.
This powerful risk management, stress testing, and capital allocation tool helps you analyze the credit risk of residential mortgage portfolios and RMBS collateral.
Moody’s Analytics Portfolio Analyzer is a powerful stress testing and valuation tool for RMBS and ABS tranches.
The Regulatory Module offers key data and analytical metrics on demand to help financial institutions manage their structured regulatory risk.