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    Craig Peters

    Experienced quantitative risk control manager and researcher; applied mathematics expert; model risk management professional

    Craig Peters heads a Model Risk Management team, where he promotes independent challenge processes that have been adapted for the unique nature of a software analytics firm. He designs and runs model risk management processes for his group, which develops and maintains Moody’s Analytics well-known credit risk models. He also manages a group of quantitative financial analysts performing implementation verification of these same models.

    University of California, Davis: PhD, Applied Mathematics
    University of California, Davis: BS, Applied Mathematics
    University of California, Davis: MS, Applied Mathematics
    Moody's Analytics | Credit Modeling

    Credit Risk Modeling: Moody’s Analytics delivers award-winning credit models and expert advisory services to provide you with best-in-class credit risk modeling solutions.


    Econometric Modeling: Fully transparent econometric and statistical models to assess performance of geographies, financials and various asset classes.

    Enterprise Risk: Business strategy to identify, assess, and prepare for any dangers to a firm's operations.

    Portfolio Models: Models that enable portfolio managers to assess and optimize portfolio risk.

    Published Work

    Machine Learning Interpretability Techniques in Credit Risk Modeling

    We explore constructing and applying Machine Learning Techniques that are both transparent and interpretable. Also discussed are leveraging a model-agnostic perspective and demystifying and socializing chosen ML risk models.

    November 2019

    New Impairment Model: Governance Considerations

    In this article, we review some of the most important model governance considerations, including how to approach new modeling needs, key differences between models for CECL and models for AIRB and DFAST, and the differing expectations for less complex banks.