Moody’s Webinar : GCorr™ Macro – An Innovative Approach to Portfolio Stress Testing, 930pm IST, Feb 20th 2014

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.

Join Us for a Moody’s Analytics Webinar

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.

Webinar Highlights:
• 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

Register here

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