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    Dr. Sohini Chowdhury

    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.

    Expertise
    solutions
    Moody's Analytics | Credit Risk Advisory Services

    Credit Risk Advisory Services: Moody's Analytics credit risk advisory services enable faster, better informed credit decisions through a holistic and consistent assessment of risk.

    Moody's Analytics | Economic Scenarios

    Economic Scenarios: Moody's Analytics provides internally and globally consistent economic, regulatory, and custom scenarios.

    Moody's Analytics | CECL

    Current Expected Credit Loss Model (CECL): Moody’s Analytics provides tools for the most crucial aspects of the expected loss impairment model, with robust solutions to aggregate data, calculate expected credit losses, and derive and report provisions.

    Published Work
    Article

    Concerned With Forecast Uncertainty in CECL? Look Beyond the Baseline

    Using multiple scenarios in CECL can temper some of the volatility in the economic forecasts – the part that results from our inability to forecast the economy with complete precision.

    December 2019
    Presentation

    A VUCA Economy: Decoding the Signals

    Amongst all the recession chatter, what are the economic indicators really saying? Sohini connects the dots in this presentation.

    October 2019
    Presentation

    CECL Methodologies: Loss Rate Model and Cohort Analysis

    Presented at the Credit Union National Association, Ohio Credit Union League

    August 2019
    Presentation

    CECL Methodologies: Discounted Cash Flow Approach

    Presented at the Credit Union National Association, Ohio Credit Union League

    August 2019
    Presentation

    CECL: Determining Correct Segments for Loss Pooling

    Presented at the Credit Union National Association, Ohio Credit Union League

    August 2019
    Article

    Reasonable and Supportable Forecasts - From Principles to Practice

    With many of the larger SEC filers well ahead in their CECL preparations and gearing up for validation, we examine how the requirements of an R&S forecast and reversion may be interpreted.

    August 2019