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This one-day seminar is intended for people interested in the latest and cutting-edge research in portfolio risk modeling. Members of Moody’s Analytics Quantitative Research team will present the results of their most recent research undertakings.

Learning Objectives

  • Learn about new correlation studies of the relationships between credit, spread drivers, and other economic factors, as well as applications for credit portfolio modeling in multi-period stress testing.
  • Learn about the effects of liquidity on pricing and risk.
  • Learn about modeling and the theoretical implications of regulatory requirements. 
  • Learn about alignment with loss accounting and the use of a portfolio framework to model allowance and credit earnings dynamics. 

Who Should Attend?

  • Risk professionals who wish to gain a deeper understanding of Moody's Analytics portfolio models. 
  • Portfolio managers, credit and risk managers, commercial bankers, investment bankers, asset managers, credit analysts, model risk managers, and other financial professionals. 
  • While this is recommended for individuals with a good understanding of calculus, statistics, and modern financial theory, all clients and prospective clients are welcome. 

Register for the Course

There are no sessions currently scheduled