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.
Portfolio Optimization: Quantify diversification benefits across portfolios and define risk types that inform risk management and active asset allocation decisions.
Stress Testing: Moody’s Analytics helps financial institutions develop collaborative, auditable, repeatable, and transparent stress testing programs to meet regulatory demands.
Portfolio Models: Models that enable portfolio managers to assess and optimize portfolio risk.
Scenario Generation: Mathematical model simulating possible paths of economic and financial market variables.
Stress Testing: Gauge of how certain stressors will affect a company, industry, or specific portfolio.
Worked with several CCAR and DFAST institutions to design and construct models for stress testing of Pre-Provisions Net Revenue (PPNR) during the first years of the regulation.
Helped many insurer clients parameterize and analyze their structured product portfolio alongside their credit portfolio in RiskFrontier.