Chiara Ventura
She has experience in data-driven modelling projects that involve time series and panel data econometric techniques. Besides developing market risk and credit risk models for stress-testing purposes, Chiara has developed models for AIRB purposes (Application and Behavioural PD, LGD and EAD) and IFRS 9 (PD, LGD) credit risk models for retail and SME portfolios. Chiara started to work in Moody’s Analytics as intern in 2015 and continued her career development within the company.
Credit Risk Modeling: Moody’s Analytics delivers award-winning credit models and expert advisory services to provide you with best-in-class credit risk modeling solutions.