Featured Product

    What’s New in RiskFrontier™ and GCorr – 2020 Update

    March 2021

    Moody’s Analytics is pleased to announce the release of the GCorr 2020 correlation model and version 6.0 of the RiskFrontier™ software. Based on global client feedback, the latest software version introduces new key enhancements and bug fixes.

    Tune in to this webinar to learn about the new software updates and releases. Products and topics to be covered include:

    • GCorr 2020 Updates
    • GCorr Europe Retail Correlation
    • Enhancement to include CUSIP as Public Counterparty Identifier
    • RiskFrontier Software as a Service (RF SaaS) Updates
    • Dynamic Allocation of Cores for OnDemand offering
    • Support RiskFrontier Deal Analyzer on RF SaaS
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    Understanding GCorr 2020 Europe CRE

    For portfolio credit risk management, it is essential to understand how various commercial real estate exposures correlate with one another. We provide an overview of Moody's Analytics Global Correlation model (GCorr) for European CRE instruments, GCorr 2020 Europe CRE.

    August 2021 Pdf Anton Astakhov, Olcay Ozkanoglu, Sara Jiang

    Understanding GCorr 2020 Europe Retail

    The European retail correlation model builds on the forward-looking, multi-factor global correlation model that has been extensively validated. This model adds a great level of granularity into our correlation framework, allowing for more accurate identification, quantification, and management of portfolio credit risk.

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