Juan and his team develop and implement solutions that explicitly connect credit performance data to the underlying economic cycle, allowing portfolio managers to plan for forward-looking macroeconomic conditions and stressed scenarios. An experienced modeler, Juan has designed and implemented several IFRS 9, A-IRB, ICAAP, and stress-testing platforms for major institutions. In addition Juan regularly publishes research and presents at Moody's Analytics and industry events. He holds a PhD and an MA in economics from the University of Pennsylvania and graduated summa cum laude from the National University of Cordoba in Argentina.
Risk Model Validation Services: Independent, unbiased validation services for proprietary and third-party risk models.
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.
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.
Economic Research: Moody's Analytics provides comprehensive economic analysis to help clients understand key economic drivers across all geographic levels.
Economic Scenarios: Moody's Analytics provides internally and globally consistent economic, regulatory, and custom scenarios.
Economic Forecasts: Moody's Analytics provides trusted macro and regional forecasts to help clients assess potential economic outcomes.
Stress Testing: Moody’s Analytics helps financial institutions develop collaborative, auditable, repeatable, and transparent stress testing programs to meet regulatory demands.
Portfolio Optimization: Quantify diversification benefits across portfolios and define risk types that inform risk management and active asset allocation decisions.