Portfolio Analytics and the Next Frontier in Risk Management

RiskFrontier/PortfolioStudio User Group

Please note: Registration will close 24 hours prior to the live event

Recent financial market volatility, against a backdrop of rising interest rates and a slowing economy, has underscored the need for an efficient system of portfolio risk management.

Join your peers and our team of Moody’s Analytics experts in an engaging discussion of portfolio risk and explore the latest techniques for facing these new challenges.

In this forum, we will present recent developments from our portfolio team, including the next generation in portfolio analytics and an integrated view of finance and portfolio risk. We’ll also explore the risk of portfolio deterioration and credit rating downgrades as the economy heads into a possible recession. As well as gaining insights on:

  • Current economic outlook and the risk of a US recession
  • Relevant product updates across the portfolio suite
  • Stress testing and the risk of deteriorating credit quality

This event is virtual and will be held over Zoom.  The full agenda will be announced in the coming weeks.


Questions

If you have any questions about this event, please contact us.

  • Agenda keyboard_arrow_down
    13:00
    EDT

    Are We Headed For Recession?

    In this session, Martin Wurm from our Economics team will provide an update on the post-pandemic economy, and the prospects for the Federal Reserve to engineer a soft landing amid many economic challenges.

    13:30
    EDT

    Guest speaker: Leveraging RiskFrontier in practice

    In this session, Jordan Barry from KeyBank will discuss how his company utilizes the metrics coming out of RiskFrontier, including limit-setting, composite capital, and other uses.

    13:50
    EDT

    Break

     

    14:00
    EDT

    Portfolio Research update

    In this session, Libor Pospisil will discuss the latest innovations and analytics, including linking economic capital to accounting impairments, and an approach to modeling non-financial risks, such as cyber risk or a China-Taiwan conflict.

    14:30
    EDT

    Portfolio Product Update and Roadmap

    In this session, Deepak Parmani will provide a product update, including SaaS enhancements and the roadmap for the portfolio product suite.


    Deepak Parmani
    Deepak Parmani Director-Product Management, Moody's Analytics
    15:00
    EDT

    Understanding Credit Deterioration of your Portfolio Under Economic Stress

    In this session, Jin Oh and Jeff Graham will examine the impact of an economic recession on portfolio credit quality. 


    Jeff Graham
    Jeff Graham Director-Portfolio Advisory Services, Moody's Analytics
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