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    Ed Young

    Risk management process and solution expert; capital planning strategist; CECL authority

    Ed Young works on projects involving credit risk, enterprise capital planning/stress testing, and CECL, helping clients solve complex financial risk management challenges. He develops robust, cross-company solutions to address clients’ needs and improve risk management processes. His background includes leadership roles at the Federal Reserve with a focus on credit, market, and liquidity risk; model risk management; and capital stress testing.

    University of Alabama at Birmingham: MBA, Finance
    University of Alabama at Birmingham: BS, Finance
    Strategic Capital Planning

    Strategic Capital Planning: Moody’s Analytics strategic capital planning solutions provide key capital ratio and credit metric projections based on a variety of strategic and economic scenarios.

    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 | Asset Liability Mangement

    Asset and Liability Management Solutions: Moody's Analytics offers a powerful combination ALM solution that integrates enterprise ALM, FTP, business management, and regulatory compliance.


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

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

    Asset Liability Management: Mechanism to address the risk banks face from a mismatch between assets and liabilities.

    Representative Projects

    Capital planning and stress testing solutions for banking institutions.

    Aligning credit risk management and CECL processes.

    Published Work

    Stress Testing Evolution: A Scalable Approach to Maximize Your Investment

    This webinar discusses how to leverage stress testing processes for tactical and strategic decision-making.

    November 2017

    DFAST Quick Takes: Looking Toward CCAR Results

    This article outlines recent approaches to managing credit risk when facing regulatory capital requirements. We explore how institutions should best allocate capital and make economically-optimized investment decisions under regulatory capital constraints, such as those imposed by Basel or CCAR-style rules.

    June 2016

    Reading the Tea Leaves of Recent Regulatory Guidance

    In this article, we review the common themes reflected in recent regulatory guidelines released by the Federal Reserve and the BCBS.

    June 2016

    Making Risk Appetite Stick: How Data and Analytics Can Help

    In this webinar, we discuss how institutions can overcome challenges to ensure that risk appetite can be monitored as well as key analytic metrics which can be leveraged for strategic decision-making.

    April 2016

    Reading the Tea Leaves of Recent Regulatory Guidance

    December 2015 was a busy month for regulatory agencies and global standard setters. Throughout the year the industry has been waiting for additional guidance on high impact topics including capital planning and allowance methodologies, and in the final stretch of 2015 both the Federal Reserve and the Basel Committee on Banking Supervision (BCBS) complied. This paper will primarily focus on common themes in the two releases.

    January 2016

    Using a Risk Appetite Framework to Align Strategy and Risk

    In this article, we provide an overview of some common problems organizations face and introduce a solution to develop an integrated, transparent, measurable, and actionable Risk Appetite Framework.

    December 2015