Featured Product

    Jacob Grotta

    Risk-measurement and structured-finance expert; experienced financial data analytics executive

    Jacob Grotta leads the Risk and Finance Analytics team, which is responsible for delivering financial analytics products and services—focused on risk measurement, impairment analysis, and portfolio strategy—to financial institutions, corporations, and government agencies worldwide. Before joining Moody’s Analytics, he was Chief Operating Officer of Wall Street Analytics, a company specializing in the analysis and modeling of CLO and CMBS transactions.  

    Massachusetts Institute of Technology: BS, Mathematics

    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.

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


    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.

    Econometric Modeling: Fully transparent econometric and statistical models to assess performance of geographies, financials and various asset classes.