New Research in Portfolio Modeling Seminar
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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.
- 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.