Enhancing Commercial Credit Lifecycle Management with Advanced Analytics
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Access to robust commercial credit data has always been a challenge. But how do you put it to good use once you have it? Join our fireside chat to learn how historical performance data and machine learning techniques are used to deliver decision intelligence across the credit lifecycle beyond traditional default risk modeling. We'll discuss how one of the largest repositories of commercial credit data is being combined with machine learning to enhance deal pricing, and borrower risk monitoring.
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SpeakersEmil Lopez Managing Director – Strategic Programs Moody's Analytics
Irina Korablev Senior Director-Data Scientist Moody's Analytics
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Emil Lopez is a Managing Director at Moody's, where he spearheads strategic initiatives for market growth and operational scalability. In the last half-decade, he has been a key player in formulating the growth strategy for Moody's lending, risk, and finance workflow solutions catering to Banks. This includes the introduction of innovative products and the establishment of strategic partnerships. Previously, Mr. Lopez spent eight years advising banks on impairment accounting (IFRS 9/CECL) and credit risk modeling. This followed his tenure overseeing operations for Moody's Credit Research Database, one of the world's premier repositories for private firm credit risk data. He has extensive experience in market development, including partnerships, M&A due diligence, competitive intelligence, and product launches. Mr. Lopez holds an MBA from New York University and a BS in finance and business administration from the University of Vermont.
Irina Korablev leads Banking OU Data Science and Analytics team. Her team explores application of decision intelligence, text analytics and gen AI to Banking products, provides data driven insights, products and innovations based on Moody’s Analytics’ data assets.
Prior to her current role, Irina led product management and go-to-market strategy for Moody’s Analytics’ platform (CAPTM), as well as its data assets and content.
Previously Irina led operations for Moody’s Analytics’ Credit Research Database, one of the world’s largest private firm credit risk data repositories that enabled the Moody’s Analytics’ RiskCalc™ product line. Her team also developed RiskCalc model monitoring and validation process. As a member of Research Team Irina developed the Loss Given Default model for LossCalc™ and private firm default probability models that are part of RiskCalc suite. A veteran of Moody’s Analytics, Irina was one of the early employees at KMV, taking over management of the data assets from one of the founders.
Irina holds an MS in Applied Mathematics from Moscow State University and MA in Economics from Central European University, completing her studies in Essex, UK and Budapest, Hungary. When not at work, you can find Irina and her family on ski slopes or in the wilderness, exploring the far away and exotic places.