Tomer Yahalom heads the Insurance Research Team - Americas, supporting research efforts for risk management solutions for insurance companies, pension funds, and asset managers. He has initiated and led research initiatives in areas such as modeling of complex instruments in a portfolio setting, PPNR modeling and validation for stress testing, credit ALM for insurers and pension funds, and risk integration.
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.
Credit Economic Capital: Gain insights to manage credit risk, support regulatory compliance, and make active asset allocation decisions.
Valuation : Moody's Analytics insurance valuation solution support valuing liabilities of complex insurance products that contain options and guarantees.
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.