Moody's Analytics Experts
Our dedicated experts provide deep industry expertise, business value, and insight on the global financial markets.
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Leading economist; recognized authority and commentator on personal finance and credit, U.S. housing, economic trends and policy implications; innovator in econometric and credit modeling techniques.
Commercial real estate; market and submarket forecasting, econometric infrastructure; data modeling; credit risk modeling; portfolio assessment; custom commercial real estate analysis
Leading APAC economist oversees regional economic analysis and forecasting; presents company's economic research and outlook, and leads consulting projects to help clients assess effects of these developments on their business.
Sydney-based economist responsible for research and analysis of economies throughout the Asia-Pacific region, as well as management of the Asia-Pacific edition of Economy.com.
Economist covering Latin America and emerging markets across Asia; specializes in trade policy, international capital flows and economic development.
Leading U.S economist, specializing in U.S. monetary policy; recognized by MarketWatch and Bloomberg LP as among the most accurate high-frequency forecasters of U.S. economy; contributor and editor-in-chief, Economy.com.
Richard Cross is the Director of the Quantitative Research Group at Moody's Analytics, responsible for numerous analytical productivity and data quality initiatives.
Commercial real estate; market and submarket forecasting; data modeling; capital markets thought leadership
Amnon Levy heads the group responsible for model development and quantitative services related to portfolio, balance sheet, and impairment solutions.
Juan M. Licari, PhD, is Chief International Economist with Moody's Analytics. As the Head of Economic and Credit Research in EMEA, APAC and Latin America, Juan and his team specialize in generating alternative macroeconomic forecasts and building econometric tools to model credit risk portfolios.
Jamie Stark has worked on risk system implementations, risk modeling, calibration, and other risk management projects with banks and insurers worldwide.
Douglas Dwyer heads Single Obligor Research, a group that produces models that measure credit risk for a variety of purposes.