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 Managing Director, Predictive Analytics Moody's
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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 Loiseau-Aslanidi is a Managing Director in the Predictive Analytics team. She leads Integrated Risks research and coordinates the efforts of Regional Senior Leaders across the Americas, Asia-Pacific, and Europe, Middle East, and Africa. Her role drives impactful research innovation in Moody's solutions, ensuring they are locally relevant while maintaining global strategic alignment. Based in Dubai, with previous stints in Singapore and Europe, Dr. Loiseau-Aslanidi has been with Moody's since 2010.
A trusted advisor to senior leaders worldwide, Olga specializes in building organizational resilience across various risk disciplines. Her expertise spans quantitative research in credit risk and macroeconomics, business development, and customer experience. She has a proven track record in building high-performing teams, developing frameworks, and implementing complex systems and analytics for clients located around the world.
Olga holds a double Ph.D. and M.A. in Economics and Econometrics from CERGE-EI New York and Charles University in the Czech Republic. She completed studies for M.Sc. in Mathematics and holds a B.Sc. with honors in Applied Mathematics.