Webinar : Multi-Period Credit Risk Analysis: A Macro-Scenario Approach. Nov 12, 9am ET

Multi-Period Credit Risk Analysis: A Macro-Scenario Approach

Host: Juan Licari
Date: November 12, 2015
Time: 9:00 a.m. ET / 2:00 p.m. GMT
Register now

SPONSORED BY PRMIA • NOVEMBER 12, 2015 • 2:00 PM GMT

Dynamic stress testing and multi-period credit portfolio analysis are increasingly becoming priorities for risk managers. However significant challenges emerge when it comes to building stochastic multi-period environments.

In this presentation, Dr. Juan Licari of Moody’s Analytics will present an innovative framework for stochastic scenario generation that allows risk managers and economists to build multi-period environments, integrating conditional credit and market risk modeling to meet dynamic stress testing needs.

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