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    David Kurnov

    David is a Structured Finance professional with 10+ years of experience covering all asset classes across risk management, market analytics and regulatory use-cases. He currently provides solutions for the structured finance market, covering investors, issuers, underwriters, trustees and regulators.

    Previously, he managed global operations for the structured finance valuations and advisory group, where his team developed and implemented analytic models for valuing and stress-testing securities across structured asset classes, and provided advisory support for risk analysis and regulatory submission.

    education
    University of Pennsylvania, School of Engineering
    BS, Computer Science
    University of Pennsylvania, The Wharton School
    BS, Economics
    Expertise
    solutions
    Moody's Analytics | Structured Credit Research

    ABS Solutions: Moody’s Analytics has developed a Consumer ABS suite of comprehensive solutions and tools for all of your buy-side, monitoring, pricing, and research needs.

    Moody's Analytics | Structured Credit Research

    Agency Solutions: Moody's Analytics provides comprehensive coverage via our Agency deal library and data feed, and supports extensive use cases via our APIs.

    Moody's Analytics | Structured Credit Research

    CLO Solutions: Moody’s Analytics provides CLO market participants with award-winning, end-to-end solutions, available via multiple delivery methods.

    Moody's Analytics | Structured Credit Research

    CMBS Solutions: Moody's Analytics CMBS Solutions provide market participants with advanced deal cash flow analytics, comparative deals and specific commercial loan and property income and valuation details.

    Moody's Analytics | Structured Credit Research

    RMBS Solutions: Moody's Analytics provides market participants with end-to-end, customizable, and advanced solutions for Non-Agency RMBS and analytics.

    Moody's Analytics | Data Waterfall Analytics

    Structured Finance Buy-Side Solutions: Moody's Analytics provides dependable, integrated, and comprehensive solutions for Structured Finance investors.

    Moody's Analytics | Data Visualization

    Structured Finance Risk & Regulatory Solutions: Moody's Analytics produces regulatory analytics and best-in-class advisory services that create confidence and allow our clients to manage their structured finance risk via our Structured Finance Portal Regulatory Module.

    Published Work
    Presentation

    CECL Treatment for the Investment Portfolio

    In this presentation, our experts discussed common CECL considerations for structured credit and answer key questions on how to provide CECL estimates for structured credit.

    April 2017
    Webinar-on-Demand

    Investment Portfolios CECL Methodologies

    In this fifth webinar in our series, our experts discussed common CECL considerations for structured credit and answered key questions on how to provide CECL estimates for structured credit.

    April 2017
    Article

    What Does the New Impairment Standard Mean for Structured Finance Holdings?

    The new current expected credit loss standard affects more than just loan books. Under the new update, expected credit loss is recorded through an allowance for loan and lease losses in the financial statements.