Using a Market Share-Based Approach for Credit Loss Forecasting

Wednesday, March 28, 2018 | 11:00 AM EDT

In this webinar, Tony Hughes and Brian Poi of Moody’s Analytics discuss how peer-relative measures of performance can be used for effective credit risk analysis and stress testing. Through a series of brief case studies, our experts will demonstrate how a market share-based approach has utility for credit risk management, while sharing the rationale behind the methodology.

Tony Hughes is a Managing Director with Moody’s Analytics. As the head of specialized modeling, Tony leads a team of high caliber modelers to develop innovative solutions that serve the financial services industry.

Brian Poi is a Director with Moody’s Analytics, where he develops new products for forecasting and stress testing purposes and leads external model validation projects.