Webinar: Evolving Practices in Stress Testing Structured Finance Portfolios
Date: Thursday, October 16, 2014
Time: 10:00 AM EST/730Pm IST
Given the evolving regulatory environment, market participants are finding the need for greater transparency, consistency, and accuracy in reporting and analysis of their structured finance products. Join Moody’s Analytics and PRMIA for a complimentary webinar on Evolving Practices in Stress Testing Structured Finance Portfolio which focuses on:
- Identifying the most challenging asset classes
- Complexities in forecasting RWA
- How to dynamically run macroeconomic scenarios
David Kurnov – Director, Structured Analytics and Valuation, Moody’s Analytics
Alexandru Voicu, Director of Education, PRMIA
This webinar is complimentary for all participants and is organized and presented by Moody’s Analytics. Thank you to Moody’s Analytics for making this webinar available to PRMIA members for their learning opportunity
Take advantage of our new Bank Financials and Analytics platform to achieve global comparability and superior data accuracy on the financials and credit metrics for Moody’s rated banks.
Join us in this webinar and learn how to:
» Analyze peers through Moody’s single global view of bank financials.
» Assess a bank’s credit risk profile with unprecedented levels of account detail in both reported and adjusted form.
» Gain transparency into how Moody’s analysts adjust a bank’s reported financials.
Eric Girma, Senior Product Strategist, Product Strategy, Moody’s Analytics
Irene Chau, Senior Associate Product Specialist, Moody’s Analytics
Private Firm C&I Credit Risk Solutions & Best Practices
Date: Thursday, June 12, 2014
Time: 8:00 AM PDT / 11:00 AM EDT
How do you measure the credit risk of private firms? Do you have an internal rating system? How do you benchmark to ensure consistency of credit evaluation in your global operations?
Private firm risk measurement is essential in assessing the risk of direct exposures as well as counterparty risk associated with business transactions. Many risk practitioners face the challenge of building, validating, and integrating credit analytics into their internal models and stress-testing platforms. Streamlining the flow allows firms to focus less on process and more on risk analysis.
Join Moody’s Analytics for a complimentary webinar with private firm C&I credit risk experts, Christian Henkel, Director, Risk Consulting and Mehna Raissi, Director, Product Management to discuss the following topics:
- Overview of C&I credit risk management challenges
- Data management and credit risks solutions that address the needs of risk managers
- Private firm stress testing model & approach
Presented by Emilian Belev, CFA, ARPM
Head Enterprise Risk Analytics, Northfield Information Services Inc.
Wednesday, April 30, 2014 at 12 pm US Eastern Time
The rigorous risk analysis of illiquid investments like real estate and infrastructure alongside publicly traded investments in an ERM setting has been an object of many attempts, with little practical success until now. This presentation will outline the details of a new risk model designed for this task. The model is based in the philosophy of breaking complex investments down to their elemental pieces, and intuitively reassembling them into a coherent whole, using a general risk factor framework. The immediate benefits of this approach are two: a) it enables the rigorous risk measurement and estimation of the relevant factor exposures of investments with unobservable price time series, and b) it allows the seamless integration of measured risks of liquid and illiquid investments. We present evidence supporting the model results, and share the actual experience of a large scale implementation at a major pension fund.
In particular, we will focus on the following issues:
- The practical challenges of illiquid investments to risk management
- The elements of illiquid investment risk
- Identifying appropriate risk drivers for each of those risk constituents
- Finding appropriate observable real world measures for the success of a model of the unobservable
- The practical implications of setting up such a model in the investment process
The presentation is well suited for Investment Officers, ERM professionals, long term investors, asset managers, senior real estate and infrastructure research staff, as well as academics.
Register here : https://www.cvent.com/events/moody-s-analytics-corep-finrep-webinar/registration-51448ead9d064aab8e528eebec3e8d44.aspx?r=77056e27-1b10-4d8e-978f-6b321629fbb9&refid=PRMIA&RefID=PRMIA