Enterprise-Wide Stress-Testing Product of the Year
About This Award
Sponsor Infopro Digital, the publisher of Risk Magazine and Risk.net, is a leading player in business-to-business information and services. It offers multimedia products and solutions such as analysis and insight, events, and training.
How Winners Are Chosen
The Risk Technology Awards focus on market risk, trading, and investment risk technology. The award winners are decided by a panel of judges selected by the editors of Risk.net. In 2019, the judging panel included technology users, risk management practitioners, and members of the Infopro Digital editorial team.
Learn More About This Award
"Scenario Analyzer acts as a centralised model catalogue. Banks can integrate their own models, or those from specialist external providers, with Moody’s Analytics’ RiskCalc and Commercial Mortgage Metrics models. The framework supports models developed in a number of scripting languages"...
“Stress testing plays a critical role in how banks manage risk. Understanding the potential impacts of different scenarios leads to more informed business decisions,” said Andy Frepp, General Manager at Moody’s Analytics. “Our award-winning stress testing solutions allow banks to optimize their resources, data, and technology, and transform their stress testing program from a purely regulatory compliance exercise to a strategic management resource.”...
"A market leader that has improved data integration and has added integration of third-party statistical scripting languages."
About Scenario Analyzer
About Scenario Analyzer
Scenario Analyzer enables financial institutions to implement transparent, repeatable, and auditable stress testing processes that integrate data, models, and reports. It allows banks to facilitate end-to-end bank-wide stress testing and capital planning exercises, with a workflow to orchestrate and review data ahead of regulatory submissions (such as for CCAR, DFAST, EBA, and PRA).
Designed with rigorous forecast governance at the core, Moody’s Analytics Scenario Studio enables you to produce custom scenarios in a multi-user environment with process controls that provide complete oversight. Scenarios can be created for 60+ countries and 10 regional aggregates by adjusting 10,000+ detailed economic and financial time series to match your assumptions.