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    Zhong Zhuang

    Zhong is a Director in Single Obligor Research within ERS Research at Moody’s Analytics. Since joining Moody’s in 2013, he has been instrumental in delivering cutting-edge credit risk modeling research to our clients. He is the lead researcher for the LossCalc model and the RiskCalc LGD scorecard as well as CCAR stress testing models for C&I portfolios. He is also one of the key modelers working on next generation of public firm EDF model. In addition, he provides research support for the CreditEdge product and the RiskCalc product. Dr. Zhuang holds a Ph.D. in Finance from University of Wisconsin-Madison and a M.S. in Statistics as well as a M.S. in Economics from Georgia Institute of Technology.

    Zhong Zhuang is in Single Name 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.

    Credit Research: Tap into comprehensive credit research from Moody's Analytics and Investors Service, and gain detailed insights into our views on credit-related topics.

    Credit Risk Advisory Services: Moody's Analytics credit risk advisory services enable faster, better informed credit decisions through a holistic and consistent assessment of risk.


    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