The recent sovereign debt crisis in Europe, along with the global increase in sovereign debt issuance, has motivated credit portfolio managers to renew their focus on managing sovereign risk. In response, Moody's Analytics Quantitative Research Group has developed new techniques for modeling sovereign asset correlations.
Learn more about credit risk management: A Global Fund Manager's Perspective.
Learn more about stress testing and scenario analysis.
Learn more about meaningful portfolio risk information via a data mart
Learn more about Through-the-Cycle EDF methodology.
Learn more how the CDS-implied EDF™ (expected default frequency) model can help in your risk management processes. The CDS-Implied EDF measure links two commonly used risk metrics, default probabilities and CDS spreads, in a credit measure that can be compared directly with Public Firm EDF credit measures.
Learn more about: improving the effectiveness and accuracy of your origination decisions; analyzing your commercial real estate (CRE) exposure risk on a property-specific and portfolio basis; implementing workflows to enforce bank policies; and understanding the true risk of a transaction by looking at global cash flows.
Financial institutions are faced with an ever-expanding array of challenges as expenses continue to rise and regulatory burdens grow. As a result, firms are evaluating the ways in which new strategies and technology can drive top and bottom line growth.
Solucion de Moody's Analytics Para Una Gestion Del Riesgo Mas Eficaz En Las Empresas Aseguradoras