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.