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Gain a practical understanding of Moody's Analytics RiskCalc solution, the model of choice for estimating default probability and recovery for private firms.
- Understand the RiskCalc default and recovery methodology, along with its application across the organization.
- Learn how various ratios (inputs) are selected and how financial and default data are used to build default probability models for each region.
- Quantify the relative effect of each ratio (input) and the changes to each ratio on the firm's default probability.
- Conduct what-if and pro forma analyses, evaluate peers, and incorporate industry and customized scorecards.
- Understand the importance of loss given default (LGD) and expected loss (EL) recovery metrics and the factors utilized in the modeling framework.
- Credit professionals who wish to better understand the RiskCalc methodology and fully utilize RiskCalc models to estimate and analyze private firm credit risk
- Credit professionals who want to learn the different use cases for EDF™, LGD, and EL credit risk metrics and the range of applications in risk management
- Underwriters, credit risk managers, portfolio managers, and other stakeholder groups