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    Zhong Zhuang

    Credit risk modeling expert; quantitative researcher

    Zhong Zhuang is in Single Obligor Research, a group that produces models that measure credit risk for private and public firms as well as sovereigns worldwide. Zhong and his team are conducting cutting-edge credit risk modeling and bond valuation research for public firms. Zhong is also an expert in LGD modeling as well as CCAR stress testing models for C&I portfolios.

    University of Wisconsin-Madison: PhD, Finance
    Georgia Institute of Technology: MS, Economics and MS, Statistics

    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.

    Stress Testing: Moody’s Analytics helps financial institutions develop collaborative, auditable, repeatable, and transparent stress testing programs to meet regulatory demands.

    Valuation : Moody's Analytics insurance valuation solution support valuing liabilities of complex insurance products that contain options and guarantees.


    Asset Valuation: Process of determining the fair market or present value of assets using book values.

    Default & Recovery Risk: Risks following a default event where the defaulting entity's contracts cannot be honored.

    Econometric Modeling: Fully transparent econometric and statistical models to assess performance of geographies, financials and various asset classes.

    Representative Projects

    Conduct research in Moody's Analytics CreditEdge public firm EDF (Expected Default Frequency) models.

    Developed the second-generation Moody’s Analytics EDF-Based Bond Valuation Model.

    Published Work