Nihil Patel heads a global team of product managers and data scientists who design B2B SaaS products around capital planning, impairments, sentiment analysis, and portfolio risk management. As a business lead, Nihil drives product strategy related to credit portfolio analytics, drawing on his broad experience in research, modeling, service delivery, customer engagement, and from leading portfolio modeling services and correlation research teams.
Stress Testing: Moody’s Analytics helps financial institutions develop collaborative, auditable, repeatable, and transparent stress testing programs to meet regulatory demands.
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.
Credit Economic Capital: Gain insights to manage credit risk, support regulatory compliance, and make active asset allocation decisions.
Stress Testing: Gauge of how certain stressors will affect a company, industry, or specific portfolio.
Loss Accounting: IFRS 9: Recognition of loss allowance for financial assets, based on expected credit losses.
Credit Correlations: Measurement of whether risky assets are more likely to default together or separately.
Used ML/AI to develop a Credit Sentiment Score that scores news articles based on negative credit signals within the article.
Helped financial institutions assess portfolio concentrations and develop portfolio management strategies.
Moody's Analytics is pleased to announce the release of versions 5.3 and 5.4 of the RiskFrontier software. The latest version includes the following enhancements:
In this presentation, our experts discussed common CECL considerations for structured credit and answer key questions on how to provide CECL estimates for structured credit.
In this fifth webinar in our series, our experts discussed common CECL considerations for structured credit and answered key questions on how to provide CECL estimates for structured credit.
In this American Banker webinar, Moody's Analytics discusses potential approaches for firms to expand on their current sensitivity analysis and stress testing for CECL implementation.
To ease the transition to CECL, firms can leverage and align existing risk management practices. Institutions are in the process of trying to determine which methodologies can be expanded to meet the CECL impairment model requirements, while retaining a consistency between other regulatory and risk management activities.
In this webinar, expert Nihil Patel, outlines how institutions can leverage Basel and Stress Testing models to comply with FASB's new impairment accounting standards.