With constantly evolving, interconnected threats and opportunities, risk managers need a complete picture of portfolio risks, emerging risks, and mitigation strategies to advise the business confidently. Moody’s Analytics PortfolioStudio™ software combines portfolio analytics and decision enabling tools to effectively identify, measure, and manage risk. 

Integrating Moody's Climate and ESG data within PortfolioStudio™
 
QuantTech50: Category Leader

 

 

 

 

 

QuantTech50: Category Leader

The QuantTech50 ranks the world’s leading providers of quantitative solutions for the financial services industry.


"Moody’s QuantTech rankings are testament to the company’s overall breadth of solutions and continued innovation in new analytics and credit theory, Moody’s integration of climate data is a step towards a more holistic view of risk that insurers are looking for now.”

 

Sidhartha Dash, Chief Researcher at Chartis Research

Enable business decision-making through portfolio analysis and optimization

Identify your short, medium, and long-term risk positions and portfolio segments. Use decision-ready business reporting geared to the front office and the board to communicate portfolio strengths and weaknesses.
Define, test, and refine your portfolio steering strategy. Implement and test lending and hedging strategies by segment, name, and product mix. React quickly to opportunities, economic outlook uncertainty, and changes in consumer needs.
Communicate your analysis to management, the board, and regulators. Use the essential information in the interactive actionable insights report to effectively transfer data to stakeholders and decision-makers.
Act on your analytics with confidence. Communicate business growth capacity and pricing strategy to internal teams by setting limits and targets that reflect risk appetite and business constraints.
An integrated view of current and emerging risks in one platform
An integrated view of current and emerging risks in one platform
  • Benefit from an integrated ecosystem of risk, finance, and lending solutions sharing data, assumptions, and models—all contributing to accurate, intelligence-backed insights. 
  • Translate analytics into economic, accounting, and regulatory terms to ensure consistency across risk, finance, and business teams.
  • Take full advantage of the solution through the user-friendly design plus advanced automation.
Client Spotlight: Momentum Metropolitan


Client Spotlight: Momentum Metropolitan
"We chose this cloud-based solution in a bid to achieve higher efficiency and we are expecting shorter processing times as a result. Other considerations included the ability to model credit risk limits within the tool, which enhances confidence and the improved visuals that provide peace of mind by enabling better analysis of outputs."

Head of Quantitative Analytics and Liquidity Risk Management
Momentum Metropolitan
Insurer and Asset Manager in South Africa 
View Client Spotlight
The Impact of Emerging Risk on Credit Portfolio Management
The Impact of Emerging Risk on Credit Portfolio Management
In this Risk.net audiocast, Stella Farrington speaks to Som-lok Leung, Elisabetta Bernardini, and Alexis Hamar about non-financial risks falling under the purview of credit portfolio management. The panelists also discuss the extent of work required by the CPM function to address these new risks and explore the tools credit portfolio managers are currently employing.
Return Matters, Risk Matters
Return Matters, Risk Matters
    To answer the need for active credit portfolio management, PortfolioStudio™ delivers:

  • Credit models that provide a robust credit risk measurement
  • Capabilities to anticipate emerging risks and test impacts
  • Proactive credit decisioning at origination and loan transfer pricing
Learn More
PortfolioStudio™ Case Study

PortfolioStudio™ Case Study
This case study uses PortfolioStudio™ to analyze the credit risk of a sample portfolio of corporate bonds and private debt holdings. The analysis yields important insights about credit losses in downside scenarios, portfolio concentrations, and the risk-return payoff.
View Case Study
Active Credit Portfolio Management Drives Profitability: Podcast with Risk.Net
Active Credit Portfolio Management Drives Profitability: Podcast with Risk.Net

In this Risk.Net audiocast, Zoi Fletcher speaks to Biagio Giacalone and Alexis Hamar about how active credit portfolio management can be the linchpin of improved risk/reward ratios and how the efficient use of capital drives banks’ overall profitability.

Portfolio expertise coupled with the power of SaaS

Our SaaS offering joins our expertise with the benefits and flexibility of the cloud. Choosing SaaS, you outsource the hosting, managing, and maintenance of the solution. This means that your solution fits your business needs; comes with state-of-the-art business intelligence; is always up to date; and is scalable, flexible, and secure. With seamless upgrades, reduced total cost of ownership, and greater cost predictability, the subscription model is ideal for businesses looking to adapt to growing demands without revisiting their entire solution setup.


The PortfolioStudio tool is part of Moody’s Analytics cloud-native, integrated Risk and Finance platform. This suite of award-winning solutions combines leading risk analytics and highly scalable processing capabilities that enable you to address risks with speed and precision and drive growth.

Relevant resources

  • PortfolioStudio™ brochure

    Moody’s Analytics PortfolioStudio software combines portfolio analytics and decision-enabling tools to effectively identify, measure, and manage risk.

  • PortfolioStudio™ Press Release

    Moody’s Analytics is pleased to announce the launch of PortfolioStudioTM , new cloud-based credit portfolio management software. PortfolioStudio provides a whole portfolio view of current and emerging risks in one platform so users can scan for risks and opportunities, evaluate possible actions, and decide how to act.

  • Whitepaper: Understanding GCorr 2020 Europe Retail

    The European retail correlation model builds on the forward-looking, multi-factor global correlation model that has been extensively validated since its first release in 1997. This model adds a great level of granularity into our correlation framework, allowing for more accurate identification, quantification, and management of portfolio credit risk.

  • Whitepaper: Understanding GCorr® 2020 Europe CRE

    Commercial real estate (CRE) exposures constitute a large share of credit portfolios held by financial institutions. In this paper, we provide an overview of the Moody’s Analytics Global Correlation model (GCorr) for European CRE instruments, GCorr 2020 Europe CRE.

Want to learn more about our PortfolioStudio solution?

Tell us a little more about your organization and request a demo of our PortfolioStudio solution today.

 

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