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    James Edwards

    James leads the initiative to model the risk implications of climate change for corporates, SMEs, and sovereigns.

    He and his team developed the Climate-Adjusted EDF model, a probability of default and valuation framework that accounts for the effects of both physical climate events and carbon transition. He additionally works in the development of MA’s structural credit risk models, provisioning tools, and fixed-income valuation products. James is based in New York City and holds a PhD in Economics from the University of Chicago.

    Representative Projects:

    • Developed Public and Private Firm Climate-Adjusted EDFs, Sovereign Climate-Adjusted PDs, and Climate- Adjusted Equity Valuation Model.
    • Developed the second-generation Moody’s Analytics EDF-Based Bond Valuation Model.
    • Developed model enhancements of CreditEdge Public EDF framework.

    University of Chicago: PhD, Economics
    Case Western Reserve University: BA, Economics

    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.

    Credit Research: Tap directly into comprehensive credit research from Moody's Analytics and our sister company, Moody's Investors Service, and gain detailed insights into our views on credit-related topics.

    Credit Risk Advisory Services: Moody's Analytics credit risk advisory services enable faster, better informed credit decisions through a holistic and consistent assessment of risk.

    Stress Testing: Moody’s Analytics helps financial institutions develop collaborative, auditable, repeatable, and transparent stress testing programs to meet regulatory demands.


    Climate Risk

    Published Work