Jamie Stark has worked on risk system implementations, risk modeling, calibration, and other risk management projects with banks and insurers worldwide. He led a model validation consultancy team at Moody’s KMV, and then worked with insurance clients and industry groups at Barrie & Hibbert. After acquisition, Jamie returned to work in banking, heading the EMEA stress testing implementation services team and then leading the European Data Alliance efforts.
Stress Testing: Moody’s Analytics helps financial institutions develop collaborative, auditable, repeatable, and transparent stress testing programs to meet regulatory demands.
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.
Risk Data: Moody’s Analytics industry-leading global data solutions help financial institutions improve their strategic planning and capital and risk management practices.
Stress Testing: UK: Examination of the possible impact of an adverse scenario a firm and/or industry.
Enterprise Risk: Business strategy to identify, assess, and prepare for any dangers to a firm's operations.
Jamie created, expanded, and directed a team that successfully implemented the Moody’s Analytics Stress Testing product on client sites.
Increasing demand for credit has opened up the marketplace to a host of new tech-savvy lending providers. To compete in this new landscape, banks are changing their approach to credit management in order to provide faster and more convenient service to their clients.
Banks need to adopt new technology for quicker decisioning without sacrificing any of the risk assessment and analysis. At Moody's Analytics, we're helping our clients meet this challenge by investing in the latest data trends and technology advancements and implementing them into our solutions.
This article investigates some of the challenges faced by insurers when choosing new investment strategies to increase their yields.