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

Sohini Chowdhury is a Director and Senior Economist with Moody’s Analytics, specializing in macroeconomic modeling and forecasting, scenario design, and market risk research, with a special focus on stress testing and CECL applications. Previously, she led the global team responsible for the Moody’s Analytics market risk forecasts and modeling services while managing custom scenarios projects for major financial institutions worldwide.

An experienced speaker, Sohini often presents at client meetings and industry conferences on macroeconomic models, scenarios and CECL solutions. Sohini holds a PhD and a master’s degree in economics from Purdue University, and a master’s degree in applied statistics from West Chester University in Pennsylvania.

Related Insights

Mean Reversion in CECL: The What and the How

With the CECL guidelines on mean reversion open to multiple interpretations, our paper discusses some approaches institutions can take for reversion beyond the reasonable and supportable horizon.

October 02, 2018 Pdf Dr. Sohini Chowdhury, Dr. Cristian deRitis

To Follow the Pack or Not: CECL Based on the Consensus

This paper compares and contrasts, through the CECL lens, the two baseline scenarios Moody's Analytics produces monthly: the Moody's Analytics baseline and the consensus baseline.

September 10, 2018 Pdf Dr. Sohini Chowdhury

Beyond Theory: A Practical Guide to Using Economic Forecasts for CECL Estimates

In this paper, we discuss some of the options that institutions have for incorporating economic forecasts into their expected loan loss reserve calculations. We discuss the benefits and costs of each approach and provide practical recommendations based on institution size and complexity.

August 24, 2018 Pdf Dr. Sohini Chowdhury, Dr. Cristian deRitis