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Cristian is a senior director who develops credit models for a variety of asset classes. His regular analysis and commentary on consumer credit, housing, mortgage markets, securitization, and financial regulatory reform appear on and in publications such as The Wall Street Journal and The New York Times. Cristian has a PhD in economics from Johns Hopkins University and is named on two US patents for credit modeling techniques.

Related Insights

Economic Scenarios: A Glimpse Into the Future

Under CECL and IFRS 9, forecasting expected credit losses will be paramount. Join Moody's Analytics experts as they discuss our macro and regional forecasting. Learn how our full suite of scenario capabilities for CECL, IFRS 9, BAU, and stress testing can help your firm meet this essential requirement.

November 2017 Pdf Dr. Cristian deRitis

What are Some of the Pros and Cons of Loan Level versus Cohort-Level or Portfolio-Level Models for CECL?

In this video, Cris DeRitis reviews the advantages and disadvantages of the different type of models that are acceptable for CECL. A portfolio-level approach is a simpler modeling method, but lacks granularity. Loan-level models are more granular, but more complex and costly. Vintage cohort-level models are sensitive enough to capture economic changes, but not as complex and costly as loan-level models.

October 2017 WebPage Dr. Cristian deRitis

Which Modeling Methods or Techniques are Acceptable for CECL?

In this video, Cris deRitis reviews the types of models institutions can leverage to be CECL-compliant including loan-level, loss given default, probability of default, expected at default, vintage cohort, or portfolio-level models. There is no specific guidance that institutions need to follow, but the modeling method will depend on the complexity and size of the portfolio.

October 2017 WebPage Dr. Cristian deRitis