Yukyung is a member of the research team within the Credit Risk Analytics Group at Moody’s Analytics. She focuses on research projects related to fixed income and equity strategies for buy side and other clients. She contributed to developing the CreditEdge Alpha Factor and the firstEDF-based ETF launched by Ossiam. Her expertise is also utilized on other CreditEdge customized projects pertaining to asset managers. In addition, Yukyung is a co-author of various practical research papers. One of her papers was published in the Journal of Fixed Income. Before joining Moody's, Yukyung was at Lehman Brothers as a fixed income strategist in the asset allocation group.

Yukyung started her career as a macro strategist at a pan-Asia hedge fund. She has an M.S. in Statistics from Columbia University.

Expertise
solutions
Moody's Analytics | Asset Allocation

Asset Allocation : Moody's Analytics asset allocation solution helps establish, test, and run different asset allocations and identify risk-return efficient portfolios.

Moody's Analytics | Multiasset Portfolio Managemetn

Multi-Asset Portfolio Management : Moody's Analytics economic scenario and asset-liability modeling offerings support investment design and risk management activities.

Moody's Analytics | Credit Modeling

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.

Moody's Analytics | Operational Risk Audit Compliance Training

Portfolio Optimization: Quantify diversification benefits across portfolios and define risk types that inform risk management and active asset allocation decisions.

Published Work
Article

Weekly Market Outlook: Likelihood of a 1.88% Fed Funds Rate by End of July Soars

The release of second quarter corporate earnings is moving into full gear and investors are not entirely happy with the results.

July 2019
Article

Weekly Market Outlook: Market Implied Ratings Differ on the Likely Direction of Baa3 Ratings

Baa3-grade issuers constitute the bottom rung of the investment-grade ratings ladder. Once a Baa3 rating is subject to a “fallen angel” downgrade to speculative-grade, investors who are mandated to hold only investment-grade obligations must sell the now high-yield debt.

July 2019
Article

Weekly Market Outlook-Below-Trend Spreads Bank on Profits Growth, Lower Rates and Healthy Equities

Sequential declines by the Bureau of Economic Analysis' quarterly estimate of nonfinancial-corporate profits from current production, or core pretax profits, often reveal little about the current or future states of the business and credit cycles.

June 2019
Webinar-on-Demand

Moody's Analytics Webinar: Topics@CreditEdge – Dealing With Fallen Angel Risk

Fallen Angel risk results from the possibility and price impact of bond downgrades from investment grade (IG) into high yield (HY).

June 2019
Article

Weekly Market Outlook: Global Collapse by Bond Yields Stems From Worldwide Slowdown

Both the corporate bond and equity markets responded positively to the latest drop by Treasury bond yields and the likelihood of at least two reductions of the federal funds rate during the remainder of 2019.

June 2019
Article

Weekly Market Outlook: Borrowing Restraint Likely Despite Lower Interest Rates

According to the Federal Reserve's “Financial Accounts of the United States”, first-quarter 2019's outstanding debt of U.S. nonfinancial corporations advanced by 8.1% year-over-year to a new record high of $9.926 trillion.

June 2019