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    Juan Manuel Licari

    Juan M. Licari, PhD, is Chief International Economist with Moody's Analytics. As the Head of Economic and Credit Research in EMEA, APAC and Latin America, Juan and his team specialize in generating alternative macroeconomic forecasts and building econometric tools to model credit risk portfolios.

    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.

    Expertise
    solutions

    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.

    Published Work