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    Cristian deRitis, PhD

    Leading economist; recognized authority and commentator on personal finance and credit, U.S. housing, economic trends and policy implications; innovator in econometric and credit modeling techniques.

    Cristian deRitis, Deputy Chief Economist at Moody’s Analytics, specializes in assessing the economy’s impact on household finance, housing, credit markets and public policy. Named on two U.S. patents for credit modeling, he created loss forecasting and stress testing systems for financial institutions. He joined Moody’s in 2008, after serving as a director with Fannie Mae. He also was an adjunct professor of economics at Johns Hopkins University..

    education
    Michigan State University: BA, Economics
    The Johns Hopkins University : PhD, Economics
    The Johns Hopkins University : MA, Economics
    Honors & Awards
    • Named on two U.S. patents for credit modeling techniques
    • Certified Business Economist (CBE) by the National Association for Business Economics
    Expertise
    solutions
    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.

    Moody's Analytics | CECL

    Current Expected Credit Loss Model (CECL): Moody’s Analytics provides tools for the most crucial aspects of the expected loss impairment model, with robust solutions to aggregate data, calculate expected credit losses, and derive and report provisions.

    Moody's Analytics | Economic Forecasts

    Economic Forecasts: Moody's Analytics provides trusted macro and regional forecasts to help clients assess potential economic outcomes.

    Moody's Analytics | Economic Scenarios

    Economic Scenarios: Moody's Analytics provides internally and globally consistent economic, regulatory, and custom scenarios.

    Moody's Analytics | Economic Research

    Economic Research: Moody's Analytics provides comprehensive economic analysis to help clients understand key economic drivers across all geographic levels.

    Moody's Analytics | Economic Data

    Economic Data: Moody's Analytics provides comprehensive economic, demographic, and financial data at the global and regional levels.

    Moody's Analytics | Economic Capital

    Economic Capital : Moody’s Analytics insurance economic capital solution provides critical insights that help evaluate solvency positions and risk-based decision making.

    TOPICS

    Economic Forecasts: Forecasts potential economic outcomes on the performance of businesses and investments.

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

    Economic Risk Assessment: Quantitative economic assessment to help you understand the impact of forward-looking changes on the performance of your business and portfolios.

    Loss Accounting: CECL: New credit loss accounting standard that replaces the current ALLL accounting standard.

    Stress Testing: US: Examination of the possible impact of an adverse scenario on a firm and/or industry.

    Published Work
    Webinar-on-Demand

    Moody's Analytics Webinar: 2020 U.S. Economic & Consumer Credit Outlook

    Cris deRitis, Chief Deputy Economist with Moody's Analytics discusses the current and anticipated trends in U.S. economic and household credit conditions.

    December 2019
    Webinar-on-Demand

    A Global Recession: Key Indicators and Implications

    How should we prepare for the next recession?

    November 2019
    Presentation

    Mission Possible: Producing Defendable CECL Results With or Without Models

    Learn to differentiate C&I, CRE, retail, and securities. Choose approaches at the right level of flexibility and sophistication. Apply model-free solutions based on historical internal or industry data.

    November 2019
    Presentation

    Boom, Bust, Flat: Quantifying Recession and Expansion Risks with Scenarios

    Having achieved the longest expansion in history, what's next for the US economy? ‍We will identify current downside – and upside – risks that could pull the economy into recession or propel it forward. We identify short, medium, and long-term risk factors and introduce a methodology for incorporating these risks into a globally consistent framework. ‍While no model can forecast the future with certainty, scenarios with mathematically derived probability weights can manage these risks and lead to better, faster decisions. ‍

    November 2019
    Presentation

    The Risk Management Impact of Climate Change & Environmental, Social, & Governance Risk (ESG)

    Climate change and its increasing economic toll on businesses in different sectors of the economy is discussed, including how to operationalize the response to climate change risk, given stakeholder need. Also discussed is the linkage between environmental risk and other ESG risk factors to security returns and measures of credit risk.

    November 2019
    Article

    Reasonable and Supportable Forecasts - From Principles to Practice

    With many of the larger SEC filers well ahead in their CECL preparations and gearing up for validation, we examine how the requirements of an R&S forecast and reversion may be interpreted.

    August 2019