Moody's Analytics credit risk advisory services enable faster, better informed credit decisions through a holistic and consistent assessment of risk. Understand risks, manage them appropriately, and make decisions that mitigate financial and regulatory risk, while improving profitability.
Our leading off-the-shelf and customized models are designed to calculate the impact of macroeconomic, event-driven, and institution-specific scenarios to estimate credit losses across asset classes. We provide independent evaluations and insights that reflect a true understanding of your business – wherever you are in the world – and create solutions tailored to your organization to enable improved decision-making.
Our advisory team helps you improve the measurement and management of credit risk in your institution's financial instruments. Whether you seek regulatory compliance or competitive advantage, our experts will provide best-in-class advisory services that are tailored to your institution's needs. Our advisory services engagements include topics such as allowance for credit losses (CECL/IFRS 9), stress testing (DFAST/CCAR), risk rating enhancement, model development or customization, model validation, regulatory submission assistance, training and education, and general credit risk consulting.
Quantify risk in your financial instruments
Our experts, using industry-leading risk modeling and advisory services, can help you better quantify the risk in your financial instruments, enabling faster, better informed credit decisions.
Comply with current regulations
Our experts can help you understand and comply with current regulations, such as stress testing (DFAST/CCAR), allowance for credit losses (CECL/IFRS 9), model risk management (SR 11-7), and Basel A-IRB. We have a proven team with extensive experience partnering with the world's largest financial institutions, regional banks, community banks, credit unions, asset managers, insurers, corporates, and supervisory agencies.
Sohini Chowdhury is a Director and Senior Economist with Moody’s Analytics, specializing in macroeconomic modeling and forecasting, scenario design, and market risk research, with a special focus on stress testing and CECL applications. Previously, she led the global team responsible for the Moody’s Analytics market risk forecasts and modeling services while managing custom scenarios projects for major financial institutions worldwide.
Juan M. Licari, PhD, is Chief International Economist with Moody's Analytics. As the Head of Economic and Credit Research in EMEA, APAC and Latin America, Juan and his team specialize in generating alternative macroeconomic forecasts and building econometric tools to model credit risk portfolios.
Independent and unbiased model validation and advisory services for proprietary and third party consumer credit risk models.
Leverage trusted consumer credit risk models tailored to your business and unique exposures.
The CMM solution is the leading analytical tool for assessing default and recovery for commercial real estate (CRE) loans.
Moody's Analytics RiskCalc solution offers a comprehensive approach to assessing the default and recovery of private firms.
Moody’s Analytics RiskBench solution is a global credit risk data community and data discovery platform that provides in-depth analytics and peer insights.