RiskFrontier Client User Forum and Training Events

RiskFrontier™ Client User Forum and Training Events

The Moody’s Analytics Portfolio team would like to invite you to two distinct events focused on the application of our Portfolio tools to address risks and opportunities in the current macro/credit environment.

Firstly, join your peers and our team of Product and Research leaders at the Client User Forum for a lively discussion of portfolio risk and the latest techniques for facing these new challenges. Secondly, attend a refresher training on RiskFrontier’s product functionality, underlying methodologies, and practical applications at the two-day classroom training. Whether you attend one complimentary event or both, we look forward to seeing you then!

1. RiskFrontier Client User Forum: March 28, 2pm-4 30pm:

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 capital-based limits and the risk of portfolio deterioration as the economy heads into a possible recession.

Who should attend: Mid-level and Senior Credit Risk Managers; those involved in Stress-testing, Impairment, Capital Management, and Portfolio Strategies.

This event will be held March 28 from 2pm to 4.30pm at Vantage Venues (150 King Street West, Toronto, ON) followed by a light reception. There is no cost to attend this event.

2. RiskFrontier Training: March 29 & 30, 9am-5pm:

Please join us for a two day comprehensive training for users of RiskFrontier. This training will provide a refresh of the product, methodology, and business use cases for RiskFrontier. Day 1 will provide a conceptual review of the valuation and correlation methodologies and related RiskFrontier metrics. Day 2 will include a discussion of the risk simulation engine and capital allocation methods, as well as relevant metrics to relate product functionality to different analyses and business applications.

Both days of the training include hands-on exercises covering interpretation of the outputs and practical uses of the data. The methodology training and practical exercises are conducted in an intuitive and interactive format, where participants are encouraged to ask questions and discuss product-related issues and concepts.

Who Should Attend: Those responsible for the data loading, parameter-setting, analysis and reporting, or interpretation of RiskFrontier results.

Training will be held March 29 & 30 at Vantage Venues (150 King Street, Toronto, ON) and will run 9am-5pm each day. There is no cost to attend this event.

USER FORUM AGENDA - MARCH 28

  • 14:00

    Business and regulatory overview: What are the implications of a changing business landscape in Canada, and how can Moody’s Portfolio solutions help you thrive in this environment

  • 14:30

    Product update: An overview of recent enhancements to RiskFrontier, plus an introduction to our next-generation PortfolioStudio

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

    Refreshment Break

  • 15:15

    Portfolio steering: Leveraging model outputs to optimize your portfolio’s risk-adjusted-returns.

  • 15:45

    Limit setting: Using tail measures of credit risk to set meaningful segment limits.

  • 16:15

    Risk of recession and implications for credit risk: How will my credit portfolio perform in a recession?

    Glenn Levine
    Glenn Levine Director, Bank Sector Insights, Moody's Analytics
  • 16:45

    Reception