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    Peter Liu

    Credit risk modeler; quantitative researcher

    Peter Liu is in Single Obligor Research, a group that produces models that measure credit risk for firms and sovereigns worldwide. He is mainly in charge of the bond valuation research for public firms. Peter also manages the default-based credit default swap (CDS) model as well as conducting ad hoc research in credit risk models.

    Massachusetts Institute of Technology: MS, Finance
    Macalester College: BA, Applied Mathematics

    Credit Research: Tap directly into comprehensive credit research from Moody's Analytics and our sister company, Moody's Investors Service, and gain detailed insights into our views on credit-related topics.

    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.

    Stress Testing: Moody’s Analytics helps financial institutions develop collaborative, auditable, repeatable, and transparent stress testing programs to meet regulatory demands.


    Asset Valuation: Process of determining the fair market or present value of assets using book values.

    Econometric Modeling: Fully transparent econometric and statistical models to assess performance of geographies, financials and various asset classes.

    Enterprise Risk: Business strategy to identify, assess, and prepare for any dangers to a firm's operations.

    Published Work