Featured Product

    Irina Korablev

    Data scientist and analyst; CAP™ and RiskBench™ platform strategist; Credit Research Database expert

    Irina Korablev leads product management and go-to-market strategy for the CAP platform, as well as its data assets and content. Her team is responsible for developing the strategy and bringing to market the RiskBench solution and its related data products. Previously, Irina also led operations for the Credit Research Database, one of the world’s largest private firm credit risk data repositories that enabled the Moody’s Analytics RiskCalc™ product line. 

    Expertise
    solutions
    Moody's Analytics | Credit Research

    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.

    Moody's Analytics | Wealth Mangement and Capital Markets Training

    Data Visualization: Moody's Analytics data visualization and discovery solutions deliver comprehensive, enterprise-wide visibility into risk and finance data.

    TOPICS

    Portfolio Models: Models that enable portfolio managers to assess and optimize portfolio risk.

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

    Published Work
    Whitepaper

    August 2018 U.S. Middle Market Risk Report

    Private firm default rates have declined steadily during the past five years. At 1.4%, the rolling 12-month default rate is down 74% from its September 2009 peak of 5.2%. This trend has been driven primarily by a decline in the charge-off rate, now at its lowest level in ten years. In addition, the percentage of borrowers in non-accrual status has decreased 56% since September 2009. The number of borrowers rated “Substandard” has seen a steady increase since the first quarter of 2016, above pre-crisis levels, reflecting banks' cautious lending practices.

    August 2018
    Webinar-on-Demand

    Applications of Alternative Data in Credit Decisioning

    With an immense amount of available data generated worldwide within the last two years, the next evolution of banking analytics will include information from a variety of open and closed sources.

    April 2018
    Presentation

    Applications of Alternative Data in Credit Decisioning

    In this webinar, a panel of research and data scientist experts across Moody's Analytics discuss social data in probability of default modeling, closed and open data for location scoring, and text analytics for credit risk.

    April 2018
    Whitepaper

    November 2017 U.S. Middle Market Risk Report

    Private firm default rates have declined steadily during the past five years. At 1.5%, the rolling 12-month default rate is down 73% from its September 2009 peak of 5.3%. This trend has been driven primarily by a decline in the charge-off rate, now at its lowest level in the past ten years. In addition, the rate of borrowers in non-accrual status has decreased 53% since September 2009. Banks downgraded 17% of borrowers on their internal rating scales during the past year, compared to 15% in 2016.

    November 2017
    Webinar-on-Demand

    Leveraging Industry Data for CECL Compliance

    In this webinar, Irina Korablev, Senior Director and Deniz Tudor, Director will discuss various tools that can capture economic, loan-level, and cohort-level data across several asset classes, which can be used for forecasting credit losses and benchmarking internal models.

    August 2017
    Presentation

    Leveraging Industry Data for CECL Compliance Presentation Slides

    In this presentation, Irina Korablev, Senior Director and Deniz Tudor, Director will discuss various tools that can capture economic, loan-level, and cohort-level data across several asset classes, which can be used for forecasting credit losses and benchmarking internal models.

    August 2017