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.
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Agenda13:00EDT13:30EDT13:50EDT
Break
14:00EDT14:30EDTPortfolio 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.
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Martin A. Wurm is a senior economist with Moody’s Analytics. He covers financial markets, with a focus on market risk, as well as regional economies in the U.S. Before joining Moody’s Analytics, he served as associate professor of Economics at Pacific Lutheran University in Tacoma WA. Dr. Wurm has published on financial market development and informal economies and has conducted local impact studies and forecasts. He holds a doctorate and master’s degree from the University of Wisconsin–Milwaukee and completed his undergraduate work at the University of Potsdam and the Ludwig-Maximilian’s University in Munich, Germany.
Jordan currently heads the Capital Modeling & Analytics group at KeyBank in Cleveland, Ohio. His group focuses on Economic Capital modeling, loan pricing, profitability and origination strategies. Prior to this role, Jordan was a Senior Manager in Credit Portfolio Management at KeyBank and was a Software Developer at Bridgewater Associates, in Westport, Connecticut.
Libor Pospisil heads the Correlation Research Team within the Portfolio Research Group of Moody’s Analytics. The team is responsible for research, modeling, and data analysis in the area of credit correlations. This includes correlation models for portfolio credit risk assessment as well as models for stress testing of a credit portfolio and integrating credit risk with other types of risk. Libor holds a Ph.D. degree in statistics from Columbia University in New York. Before joining Moody’s Analytics, he was a faculty member at the Department of Statistics at Columbia University. In addition to teaching graduate level courses ranging from Time Series Analysis to Stochastic Methods in Finance, he conducted research in the field of mathematical finance. His research on pricing derivatives, risk measures, in corporate bond prices was published in Journal of computational Finance and Journal of Fixed Income. He joined Moody’s Analytics in 2010 and since then he has worked on credit correlation research for risk management products as well as on projects which involve direct cooperation with clients, using their data and designing customized models.
Jin Oh is a Senior Director in the Global Risk Solutions Practice for the Americas, responsible for solution structuring of portfolio risk management, stress testing, and capital planning solutions for large financial institutions including banks and insurance companies. She also works with clients on the impact of ESG and climate on portfolio credit risk and stress testing. Prior to joining Moody’s, she was an engagement director at KPMG, leading capital planning and stress testing implementations for large global financial institutions. Jin holds a Bachelor of Arts in Economics from Cornell University.
Jeff Graham is a Director in the Americas Advisory services team and leads the Portfolio Management Advisory Practice. His client and internal work are focused on bespoke portfolio risk management analysis for banks and insurance companies, including economic capital analysis, regulatory capital analysis, and stress testing. Prior to joining Moody’s Jeff was a Manager with KPMG where he led credit risk model development and model validation projects for commercial banks and credit unions. Jeff holds a Ph.D. in Economics from the University of California Davis.