General Information & Client Services
  • Americas: +1.212.553.1653
  • Asia: +852.3551.3077
  • China: +86.10.6319.6580
  • EMEA: +44.20.7772.5454
  • Japan: +81.3.5408.4100
Media Relations
  • New York: +1.212.553.0376
  • London: +44.20.7772.5456
  • Hong Kong: +852.3758.1350
  • Tokyo: +813.5408.4110
  • Sydney: +61.2.9270.8141
  • Mexico City: +001.888.779.5833
  • Buenos Aires: +0800.666.3506
  • São Paulo: +0800.891.2518

Olga and her team design forecasting models that emphasize stress testing using advanced econometric techniques for three key areas: macroeconomic models, traded credit and market risk, and credit portfolio risk. Olga’s key responsibilities include management of consulting projects with banks and other financial institutions worldwide. She is also directly involved in research and implementation of Moody's Analytics risk management solutions.

Before joining Moody's Analytics, Olga worked for the Academy of Sciences of the Czech Republic and a consultancy firm focused on the macroeconomic forecasting and analysis of emerging market economies. She has taught courses in economics and statistics and authored several academic articles.

Olga holds a Ph.D. and M.A. in Economics and Econometrics from CERGE-EI (a joint workplace of the Center for Economic Research and Graduate Education of Charles University and the Economics Institute of the Academy of Sciences of the Czech Republic), and a BSc. in Applied Mathematics.

Related Insights

Moody's Analytics Webinar: Briefing on the EBA Scenarios

The European Banking Authority has released its scenarios for the 2018 EU-wide stress test. Join our experts as they analyze the EBA’s scenario assumptions, narratives driving them and compare them to other regulatory stress tests.

February 14, 2018 WebPage Dr. Olga Loiseau-Aslanidi, Petr Zemcik

Dynamic Model-Building: A Proposed Variable Selection Algorithm

In this article, we propose an innovative algorithm that is well suited to building dynamic models for credit and market risk metrics, consistent with regulatory requirements around stress testing, forecasting, and IFRS 9.

January 2018 WebPage Dr. Juan M. Licari, Dr. Olga Loiseau-Aslanidi, Dr. Dmytro Vikhrov

IFRS 9 Scenario Implementation and ECL Calculation for Retail Portfolios

Join Dr. Olga Loiseau-Aslanidi and Alaistair Chan as they discuss methods for incorporating forward-looking macroeconomic information to meet IFRS 9 impairment calculation requirements. Our economists will address the probability-weighted aspects of IFRS 9 using Moody’s Analytics economic scenarios.

October 2017 WebPage Dr. Olga Loiseau-Aslanidi, Alaistair Chan