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Customized training for end-users and decision makers

Learning Objectives

  • Meet client-specified training needs in topics such as regulatory vs. economic capital, stress tetsing, quantifying concerntration risk, and best practices.
  • Understand how to analyze credit portfolios and the drivers of portfolio risk, and identify/quantify the sources and effects of concentration and diversification.
  • Understand the structure of the Moody's Analytics global correlation model and how correlation impacts portfolio loss distribution and economic capital.
  • Understand the data, inputs, and parameters needed to create and run a portfolio via RiskFrontier; how to specify them; and how they affect the outputs.
  • Use RiskFrontier to improve portfolio performance given the institution's constraints. Explain the materials and concepts covered.

Who Should Attend?

  • Executives, managers, and analysts in retail business lines, insurance companies, and asset management firms
  • Risk professionals who wish to gain a deep understanding of the Moody's Analytics portfolio models
  • Financial professionals whose work involves the use of credit portfolios
  • Portfolio managers, credit analysts, and credit and risk managers
  • Commercial bankers, investment bankers, and asset managers