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David Fieldhouse is a Director of Consumer Credit Analytics at Moody’s Analytics, where he oversees the development of retail loan performance models for financial lending institutions.

Dr. Fieldhouse and his team of analysts specialize in producing econometric based loss-forecasting, benchmarking and stress-testing models to meet our client’s unique strategic planning and risk management needs. He is a CECL subject matter expert with a focus on credit cards. He also produces white papers on consumer credit issues and speaks regularly at Moody’s Analytics and industry events, webinars and client engagements. David holds a PhD in economics from the University of Western Ontario, Canada.

Related Insights

Modeling Credit Card Losses Under CECL

Through this study, we illustrate the challenges for modelers under CECL and assess the impact of the new accounting standards.

January 2019 Pdf David Fieldhouse

CECL for Consumer Lending Portfolios - Checklist

As internal model development and use of vendor models for CECL submission are fast in progress for those submitting by January 2020, our analystsreview a checklist that will help you organize CECL project plans.

November 2018 WebPage Moody's Analytics, David Fieldhouse, Dr. Deniz Tudor

CECL for Consumer Credit Portfolios: Modeling Best Practices

In this webinar, our economists and consumer credit analyst share insight on techniques and best practices for modeling allowances for CECL.

August 2018 WebPage Moody's Analytics, David Fieldhouse, Dr. Deniz Tudor

Lifetime Expected Credit Loss Modeling

In this webinar, David Fieldhouse, Director in Consumer Credit Analytics and Glenn Levine, Associate Director within the Capital Markets Research Group provide an overview of ECL quantification tools Moody’s Analytics offers to support CECL implementation across all major asset classes.

September 2017 WebPage Glenn Levine, David Fieldhouse

Lifetime Expected Credit Loss Modeling Presentation Slides

In this presentation, learn more about ECL quantification tools to support CECL implementation across all major asset classes, including dual-risk rating models (PD/LGD), credit cycle adjustment and scenario conditioning models, segment-level loss rate models and discounted cash flow (DCF) and non-DCF methodologies.

September 2017 Pdf Glenn Levine, David Fieldhouse
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