Director, Product Specialist
Anna focuses on portfolio analytics and regulatory compliance solutions, helping financial institutions address portfolio credit risk. In previous roles at Moody’s Analytics, she has implemented and designed economic capital solutions and worked in an advisory capacity with a focus on portfolio and correlation modeling. Anna has a BS from the University of Illinois at Urbana-Champaign and an MA in European studies. She is a CFA charterholder.
In this article, we demonstrate the effect of the new allowance framework by quantifying allowances and credit earnings volatility for a sample portfolio.