Integrated Risk Analytics: A Proposed Framework for Mapping and Connecting Risks
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In an increasingly complex world, firms face dramatic shifts in an expanding landscape of interconnected risks, including credit, macroeconomic, climate, ESG, supply chain, and cyber risks, that should not be managed in silos.
How can we analyze the exposure and resilience of firms to current and future events of different natures, severities, and time horizons?
In this session, we will discuss developing a framework to quantify risks in a consistent and interconnected way and show practical case studies for firms and portfolios. The framework is supercharged with analytics to handle risks of different natures to identify vulnerabilities, navigate uncertainty and build resilience.
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SpeakersJuan M. Licari, Ph.D Managing Director, Predictive Analytics Moody's Analytics
Olga Loiseau-Aslanidi Head of Predictive Analytics for Asia Pacific and Middle East Moody's Analytics
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Dr. Juan M. Licari is a managing director at Moody's Analytics. Juan and team-members are responsible for the research and analytics that enable our quantitative solutions. The team helps our customers solve complex business problems; adding value through data and analytics.
The analytics team specializes in solutions that help (i) understand, (ii) quantify, (iii) manage, and (iv) integrate risk. When it comes to specific methods to be selected the team has an open-mind approach; leveraging alternative tools ranging from traditional statistics & econometrics to machine learning & AI data-driven algorithms.
The solutions enabled by the team’s analytics are leveraged by our valued customers into core practices such as credit origination & pricing, stress testing & forecasting, optimal investment & portfolio management, ESG risk/opportunity quantification, capital & liquidity adequacy and cash-flow analysis.
A key value added to existing modelling methodologies comes from the explicit connection to the underlying economic cycle. This forward-looking philosophy allows decision-makers to plan for alternative scenarios and anticipate changes in credit and business conditions.
Juan is actively involved in communicating the team’s research and methodologies to the market. He is a public speaker at risk management events and economic conferences worldwide. Dr. Licari is a thought-leader in the risk management industry with frequently cited research publications.
As for his education, Dr. Licari holds Ph.D. and M.A. degrees in economics from the University of Pennsylvania and graduated Summa Cum Laude from the National University of Cordoba in Argentina. He is currently enrolled at the Executive MBA from the University of Cambridge, expecting to graduate in 2023. Juan is a proud Latino and ambassador for Moody’s Diversity, Equity & Inclusion initiatives.
Olga is a Managing Director in the Predictive Analytics team. She has dual responsibilities: overseeing Consumer Credit, Emerging and Integrated Risks research, while also serving as the Regional Manager of EMEA and APAC regions for Predictive Analytics.
Currently in Singapore and previously in Europe, she is a trusted advisor to senior leaders with a passion for helping them build resilience in their organization. Olga is with Moody's Analytics since 2010. She has been building teams and frameworks across a wide spectrum of disciplines and implementing complex systems and analytics for our clients globally, working across divisions including quantitative research, business development and customer success.
Olga holds a double Ph.D. and M.A. degree in Economics and Econometrics from CERGE-EI New York and by Charles University in the Czech Republic, following studies for MSc. in Mathematics and a BSc. with honors in Applied Mathematics.