Following the increase in regulations, evaluating credit portfolio risk through stress testing is a major focus for banks and a key opportunity to forecast the future performance of portfolios to improve overall risk management.
Nihil Patel, Director of Portfolio Research at Moody’s Analytics, will explore a correlation-based approach to macroeconomic stress testing and reverse stress testing. Along with an overview of methodology, this webinar will also cover how this approach can improve risk management practices.
• Explore methods and best practices used in the stress testing process
• Receive an overview of the GCorr Macro model – a new extension to Moody’s Analytics Global Correlation credit factor model
• Learn how to apply GCorr Macro with risk integration, stress testing, and reverse stress testing
Details : : Thursday, February 20, 2014, 11:00 AM – 12:00 PM , Eastern Time or 930pm IST