Featured Product

    Emil Lopez

    Credit risk modeling advisor; IFRS 9 researcher; data quality and risk reporting manager

    Emil Lopez oversees customer success for Impairment Accounting and Capital Planning Solutions. He has more than 14 years of experience in financial services, with extensive background in credit risk modeling, financial analysis, US and international accounting standards, and data quality control. Emil spent five years leading risk modeling advisory engagements for Basel and DFAST institutions.

    education
    NYU Stern School of Business
    MBA, Finance
    University of Vermont
    BS, Finance
    Expertise
    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.

    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 | Stress Testing

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

    TOPICS

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

    Loss Accounting: IFRS 9: Recognition of loss allowance for financial assets, based on expected credit losses.

    Stress Testing: Gauge of how certain stressors will affect a company, industry, or specific portfolio.

    Representative Projects

    ImpairmentStudio onboarding for community bank: Deployed a non-modeled approach (using historical loss experience) for commercial and consumer loan portfolios within ImpairmentStudio.

    ImpaimentStudio onboarding for large regional bank: Deployed custom PD/LGD models in the Moody's Analytics Collaborative Analytics Platform (CAP) solution and integrated those models for execution within ImpairmentStudio.

    Published Work
    Webinar-on-Demand

    Empowering Users, Satisfying Auditors for CECL

    In this webinar, Emil Lopez and Olivier Brucker from Moody's Analytics, demonstrates how the Moody's Analytics Credit Loss and Impairment Analysis suite helps financial institutions overcome CECL challenges and implement best-practice allowance processes.

    October 2017
    Presentation

    Empowering Users, Satisfying Auditors for CECL Presentation Slides

    In this presentation, Emil Lopez and Olivier Brucker from Moody's Analytics, demonstrates how the Moody's Analytics Credit Loss and Impairment Analysis suite helps financial institutions overcome challenges with CECL and implement best-practice allowance processes.

    October 2017
    Webinar-on-Demand

    CECL Quantification: Commercial & Industrial (C&I) Portfolios

    In the third webinar in our CECL quantification webinars series, our experts discussed which commercial and industrial (C&I) models and methodologies can be leveraged to fulfill CECL requirements, and key considerations in transitioning these models.

    March 2017
    Presentation

    CECL Quantification:Commercial & Industrial (C&I) Portfolios Webinar Slides

    In the third webinar in our CECL quantification webinars series, our experts discussed which commercial and industrial (C&I) models and methodologies can be leveraged to fulfill CECL requirements, and key considerations in transitioning these models.

    March 2017
    Presentation

    Introduction to CECL Quantification Webinar Slides

    In this presentation, our experts Emil Lopez and Jing Zhang, introduce some key CECL quantification methodologies and enhancements that can be made to existing approaches to make them CECL compliant.

    February 2017
    Webinar-on-Demand

    CECL Webinar Series: Introduction to CECL Quantification

    In this presentation, our experts Emil Lopez and Jing Zhang, introduce some key CECL quantification methodologies and enhancements that can be made to existing approaches to make them CECL-compliant.

    February 2017