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: Lowest Investment-Grade Industrial Company Bond Yields since 1956

The latest rally by Treasury bonds drove Moody's long-term industrial company bond yields down to new 63-year lows. On August 14, the single-A industrial company bond yield closed at 3.30% and the Baa industrial yield ended at 4.08%.

August 2019
Article

Weekly Market Outlook: Sluggish Business Revenues Pressure Corporate Credit Quality

It was a tumultuous week. Volatility will lurk until trade issues are resolved. Perhaps the best markets can hope for on the trade front is a long-lived truce.

August 2019
Article

Weekly Market Outlook: Successful Rate Cuts Are Short and Shallow; Failures Are Deep and Extended

Since 1984, there have been seven distinct series of Fed rate cuts. Four of the seven rate cut episodes occurred amid a mature business cycle upturn and managed to stave off a recession. They happened in 1985, 1987, 1995, and 1998.

August 2019
Article

Weekly Market Outlook: Faster Loan Growth Would Bode Poorly for Corporate Credit Quality

Forecasts of a prolonged depreciation of the dollar exchange rate may be overlooking to the increased importance of U.S. spending as a driver of global economic growth.

July 2019
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