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Shirish is experienced in numerical and high-performance computing and computational finance. He has worked on Monte Carlo methods, numerical optimization, and parallel computing. At Moody’s Analytics, he works in the economic and structured analytics group on the Portfolio Analyzer platform for analyzing residential mortgages, auto loans, and asset-backed securities.

Shirish has also taught at IIT Bombay and Cornell University and has a PhD in Mechanical Engineering from Cornell University and an MA in Mathematical Finance from NYU.

Related Insights
Webinar-on-Demand

CECL Quantification: Retail Portfolios

In this webinar, our experts discuss the important considerations in the modeling and implementation of the CECL standard for retail portfolios. Learn more about loan-level modeling approaches that can be used to forecast credit losses for retail portfolios and how to leverage existing risk measurement practices.

April 2017 WebPage Dr. Shirish Chinchalkar, Dr. Cristian deRitis
Presentation

CECL Quantification: Retail Portfolios Webinar Slides

In this webinar, our experts discuss the important considerations in the modeling and implementation of the CECL standard for retail portfolios. Learn more about loan-level modeling approaches that can be used to forecast credit losses for retail portfolios and how to leverage existing risk measurement practices.

March 2017 Pdf Dr. Shirish Chinchalkar, Dr. Cristian deRitis
Presentation

CECL Quantification: Retail Portfolios Webinar Slides

In this webinar, our experts discuss the important considerations in the modeling and implementation of the CECL standard for retail portfolios. Learn more about loan-level modeling approaches that can be used to forecast credit losses for retail portfolios and how to leverage existing risk measurement practices.

March 2017 Pdf Dr. Shirish Chinchalkar, Dr. Cristian deRitis
Article

Complying with IFRS 9 Impairment Calculations for Retail Portfolios

This article discusses how to address the specific challenges that IFRS 9 poses for retail portfolios, including incorporating forward-looking information into impairment models, recognizing significant increases in credit risks, and determining the length of an instrument's lifetime.

June 2016 WebPage Barnaby Black, Dr. Shirish Chinchalkar, Dr. Juan M. Licari
Article

Stress Testing for Retail Credit Portfolios: A Bottom-Up Approach

This article focuses on model building from a bottom-up perspective of mortgages and home equity lines of credit to underscore the importance of loan-level analytics.

November 2013 WebPage Dr. Shirish Chinchalkar
Presentation

Account Level Retail Modeling

Why are mortgages complicated? In this presentation, Moody's Analytics expert Dr. Shirish Chinchalkar shares the challenges to modeling a retail portfolio – and how to solve them.

October 2013 Pdf Dr. Shirish Chinchalkar
Article

Mortgage Models for CECL: A Bottom-Up Approach

In this article, we describe how a loan-level modeling approach can be used to forecast credit losses in residential mortgages, and review the challenges a bank may face in complying with the FASB’s recent Accounting Standards Update on reporting credit losses.

WebPage Dr. Shirish Chinchalkar
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