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Mikael leads Moody’s Analytics global practices for portfolio management and valuation, balance sheet management, insurance, regulatory and compliance, and stress testing. These practices cover consulting services based on a broad range of experience in enterprise risk software. This team of practice leads assembles risk management services solutions for banks, regulators, and insurance companies.

His background includes having worked since 1998 on the global implementation and product management of KMV EDF™ and Portfolio Manager™ products. In these roles, Mikael was responsible for the research and new development of models, software, and data products. His education includes a BSc (ECON) in Finance and Accounting from the London School of Economics and a MBA from IESE in Barcelona.

Related Insights

Liquidity Stress Testing: A Moody's Analytics and PRMIA Webinar

Learn more about liquidity stress testing.

December 2013 WebPage Mikael Nyberg

Is Reverse Stress Testing a Game Changer?

This article outlines the steps to perform reverse stress testing, which explores tail risks and reveals hidden vulnerabilities and scenarios not reflected through traditional stress testing analysis.

September 2013 WebPage Cayetano Gea-Carrasco, Mikael Nyberg

Optimizing the Capital Ratio under Basel III

This paper explores the integration of credit and liquidity risk in Basel III, and shows how banks can optimize their capital under Basel III.


Building an Enterprise-wide Risk Appetite Framework

Under Basel III, financial institutions are subject to additional liquidity, capital, and equity costs that will affect their investing and lending activities and returns for shareholders and investors. This paper reviews these challenges and analyzes how an institution should address them when defining their risk appetite statement and strategic goals.

November 2012 Pdf Cayetano Gea-Carrasco, Mikael Nyberg, Richard Vasicek
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