Moody’s Analytics delivers award-winning credit risk modeling to help you assess and manage current and future credit risk exposures across all asset classes. Hundreds of institutions use our models to support origination, risk management, compliance, and strategic objectives.
Our models cover the full spectrum of credit risk, including retail, commercial and industrial, commercial real estate, and structured finance. In addition, we perform model customization, validation, and benchmarking. Our credit risk modeling is backed by our experienced advisory and client service teams who can assist you with training, implementation, applicability testing, validation support, and getting the most from your investment.
Our credit risk models are built with a wide range of applications in mind, including loan origination, risk ratings, credit loss reserving, stress testing, risk-based pricing, portfolio monitoring, and early warnings. Our award-winning "off-the-shelf" models produce probability of default (PD) or expected default frequency (EDF™), loss given default (LGD), and expected loss (EL) credit measures at a loan level, delivered to you through user-friendly applications to meet the needs of your institution.
Gain support for your regulatory compliance program
Our team of credit and modeling experts remains attuned to the ever-changing regulatory landscape, and our solutions reflect the latest requirements. Whether your needs are stress testing, credit loss reserving, risk rating, or valuation, we deliver software and services that position you to comply with current regulations.
Leverage award-winning credit risk modeling services
Our risk models are coupled with advisory services to ensure you get the most from your investment. We provide training and education, onboarding services, model configuration, applicability testing and validation, and services to help you tie our models to your business activities. Where necessary, we will customize our models to the characteristics of your portfolio. If your needs include custom PD, LGD, or EL model risk measures, our credit risk modeling experts will work with your institution to design, develop, and deliver custom models that withstand regulatory scrutiny and internal stakeholder requirements.
Managing Director, Research
Douglas heads the Moody’s Analytics single obligor research group. This group produces credit risk metrics of small businesses, medium-sized enterprises, large corporations, financial institutions, and sovereigns worldwide. The group’s models are used by banks, asset managers, insurance companies, accounting firms, and corporations to measure name-specific credit risk for a wide variety of purposes. We measure credit risk using information drawn from financial statements, regulatory filings, security prices, derivative contracts, and behavioral and payment information. Previously, Doug was a principal at William M. Mercer, Inc. He has a PhD from Columbia University and a BA from Oberlin College, both in economics.
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