The Moody’s Analytics Portfolio team would like to invite you to our two-day training workshop for users of RiskFrontier and PortfolioStudio.

This two-day comprehensive training will focus on the details behind the modeling methodologies implemented in RiskFrontier and PortfolioStudio, and includes many practical exercises where participants use the product and analyze the outputs. The first day of the training will focus on how RiskFrontier models the values of credit instruments and the correlations between value changes. The second day of the training will include a discussion of the Monte Carlo simulation engine, Risk Contribution, return on risk-adjusted capital (RORAC), and active portfolio management.

Both days of the training include hands-on exercises using RiskFrontier/PortfolioStudio. The goal of these exercises is for participants to learn to identify the sources of risk in a sample portfolio in order to improve portfolio performance. The exercises will emphasize the interpretation of the outputs, including Allocated Capital, Risk Contribution, Expected Return, Sharpe Ratio, and RORAC. 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.

Training will be on-site at the Moody’s New York office, located at 7 World Trade Center in downtown Manhattan. Training will run 9am-5pm each day. The training agenda will be posted in the coming weeks.