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Sohini Chowdhury is a director at Moody’s Analytics. She leads client projects related to stress testing and other regulatory requirements, and oversees the modeling of market risk instruments among the US staff. She has a PhD in economics from Purdue University, and a master’s in applied statistics from West Chester University. Before joining Moody’s, Sohini taught at the University of Cincinnati.

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Moody's Analytics Webinar: Briefing on the CCAR Scenarios

The Federal Reserve has released its scenarios for the 2018 CCAR stress test. Join Mark Zandi and the Moody’s Analytics team as they discuss the narratives behind the Fed’s scenarios under forecasts of more than 1,500 detailed economic variables.

February 01, 2018 WebPage Mark Zandi, Ed Friedman, Dr. Sohini Chowdhury
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Modeling and Forecasting Interest Rate Swap Spreads

In this article, we model and forecast the term structure of swap spreads across a range of currencies using a principle component decomposition.

October 2017 WebPage Dr. Sohini Chowdhury, Dr. Martin A. Wurm
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Potential Bumps Ahead for US Financial Markets

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