- CRR 2 CRD 5: SA-CCR, NFSR, Leverage Ratio, Non-Performing Exposures, FRTB
- EBA 3.0 and 3.1 regulatory reports updates
- COVID-19 loans reporting requirements
- Basel IV
Unlike IBOR rates, alternative reference rates are overnight rates. This session will focus on the challenges for macroeconomic forecasting with the transition to the new benchmarks occurring in stress testing and balance sheet management.
- Acceleration in SaaS adoption (as opposed to on-premise solutions)
- Creating confidence in remote collaboration (how “strangers” can work well together)
- Key collaboration tools for a successful implementation (for example, video-conferencing, document sharing, shared software environment, etc.)
- A global reach for the right expertise (projects are no longer bound to team on the ground)
- Opportunities to increase project efficiency: lower costs and shorter timelines
- The importance of understanding systematic and idiosyncratic risk. How have credit and bonds reacted to COVID & how can we predict movements.
- How to monitor CLO holdings efficiently.
- Key risk and asset class themes that will be most relevant over the next 12-18 months
- Being ahead of the game with the future evolutions of early warning and portfolio monitoring
- What firms can do to better manage their CRE lending
- How increased transparency helps lenders understand current market conditions
- How models can be used to better understand risk and manage its impact
In this session, we will evaluate the expected credit losses for retail mortgage portfolios across Europe using Moody’s Analytics Portfolio Analyzer.
We will share estimates of default, prepayment, loss given default and provisions under baseline and alternative economic scenarios.
- Outlook of key macroeconomic indicators for housing and mortgage market
- How COVID-19 is expected to continue impacting mortgages portfolios, their IFRS 9 impairments and loss distribution
- Which mortgage characteristics and customers’ features are particularly sensitive to COVID-19 impact and drive losses
ESG, sustainable finance and climate risk are complex issues to navigate and are now critical considerations for companies, be it for managing future investments or risk management. So far mostly impacting larger public corporations, these issues are now also considered by smaller entities either as part of an ESG Portfolio analysis or for ESG supply chain assessments. Moody’s provides trusted insights and standards that help decision makers act with confidence. In response to the growing global demand for trusted ESG insights, Moody’s created a dedicated center of excellence “ESG Solutions Group”. A foundational initiative for this unit has been to develop innovative methodologies tailored to the SME segment.
This panel will address the following four ESG challenges:
- The level of maturity on ESG matters
- The availability of SME ESG data to implement ESG frameworks for Financial Institutions and Large Corporations
- The need for adapted ESG assessment methodologies
- Connecting ESG and Climate Scenarios to credit risk parameters (SME lending book or CLO exposures)
Dr. Juan Licari, Managing Director - Chief International Economist, Moody's Analytics
Dr. Olga Loiseau-Aslanidi, Head of Risk Modelling, Economics and Business Analytics APAC, Moody's Analytics
Wilfrid Xoual, Senior Vice President - ESGC SME Initiative, Moody's Risk Assessment
Emilie Beral, Executive Director, Vigeo Eiris
- Liquidity and solvency outlook under different economic scenarios
- Industry-level credit trends
- How much funding do firms need in order to survive?
- Quantifying COVID-19’s varying impact on credit across industries and countries
- Hidden concentration risks and evaluation of portfolio segmentation
- Use of alternative data and modeling during this crisis, and the inevitable crisis down the road
- Market update on the current credit landscape
- Hear directly from banking and innovation leaders
- Learn how emerging technology is enabling key banking processes in the age of COVID-19
- How Moody's Analytics can empower your remote workforce
- What are the developments in technology that enable institutions to gain greater insights?
- Where does is this insight come from, and how does it transform application of analytics?
- Has the Covid pandemic illuminated problem areas and opportunities?
How has the opportunity for accelerated digital transformations been thwarted by attempts to infiltrate the world’s financial markets?
Barry Egan has 20yrs experience of trading interest rate derivatives and bonds. He built out the external risk dealing desk within Lloyds Bank Treasury for the Ring Fenced Bank.
With 20 years of consulting experience for banks and regulators, Thomas brings a deep expertise in financial regulations (Risk, Accounting, Markets Compliance) with a special focus on regulatory reporting. Thomas is Belgian and previously worked in Paris where he founded a consulting company from 2006 to 2017. He is now based in London and Associate in BM&A UK, director for Banking & Regulation. He is also a regulatory expert on fizReg.com, the hub for Finance and Business Regulations.
David is an experienced leader in the prudential regulatory space, and has led BAU, Policy and Change teams. He has been at Standard Chartered for six years and spent the decade before at Barclays. With the pandemic curtailing his love for travel, David has spent most of his free this year being humbled by simple home DIY tasks.
More than two decades of deep experience in IT industry in many different roles such as director in Danish Financial Supervisor Authority with responsibility for supervision of IT security of Danish financial sector. Head of several areas in Central Bank of Denmark such as IT outsourcing, application development and entire IT area. Roles include partner in software consultancy firm with specialty in application architecture and project methods. Help companies achieving challenging goals through hands on advisory and on site implementation execution.
Michael Kazula is the head of Pricing & Risk Management IT sector in Bank Leumi. In this role, Michael manages 3 IT departments in the following fields:
- Operational Risk & Anti Money Laundering;
- ALM, Market Risk & Pricing;
- Credit Risk, Basel & CECL.
Michael has 15 years of experience in implementation projects, Product management and ongoing support for more than 15 compliance & Risk systems from top leading providers like: Moody Analytics, SAS, Walter Kluwer, Nice Actimize, Prometeia and more. Michael has MBA in Business Management & finance from Ben Gurion University and Management & Industrial Engineering diploma from Shenkar - with excellence
Yaniv Yohanan is the Head of the Department of Professional Practice in Bank Leumi. I this role, Yaniv has responsibility for complex accounting, regulatory and compliance matters across the organization. Having extensive experience in US GAAP, Yaniv is also responsible for the design of the accounting policy of Leumi. Yaniv is leading the CECL project from the end-users perspective in Leumi, representing both the accounting and risk divisions. Prior to joining Bank Leumi, Yaniv served as manager in KPMG Israel, specializing in IFRS and US GAAP issues and leading the firm's accounting services for banking clients. Yaniv is Certified Public Accountants (isr.), cum laude (Financial Accounting Medal and Medal in Auditing), and graduate of Tel Aviv University, BA in Accounting and Arabic and Islamic Studies, Suma Cum Laude.
Dr. Nicole Lux is a Senior Research Follow at Cass Business School, City University of London with over 15 years of banking experience. Throughout her career, she has worked in loan origination and distressed asset workout at leading international banks such as Citigroup and Deutsche Bank. She is now the lead author of the Commercial Real Estate Lending Report at City Business School and COO at Finloop, a B2B digital lending platform for commercial real estate.
Emilie Béral is the Executive Director of Methods, Innovation & Quality for Vigeo Eiris. Emilie has over 15 years’ experience in ESG, leading ESG analyst teams for more than 13 years, driving the expansion of global research operations, supporting research activities and the development of new products and methodologies. As a former Executive Director of Issuers markets, Emilie has been supporting the development of sustainable finance solutions for issuers (green, social, sustainability bonds, sustainability linked bonds and loans). Emilie sits as a member of the Board of Finance for Tomorrow, of the Advisory Board of Nadsaq Sustainable Bond Network, and is a member of the EFRAG Project Task Force on reporting of non-financial risks and opportunities and linkage to the business model.
Simon Cureton is Chief Executive Officer at Funding Options, where he's using his extensive experience in the alternative finance sector to ensure the company is at the forefront of Open Banking and other innovations within the industry. Before becoming a founding member of Esme Loans, Simon was a graduate of investment banking, holding senior posts globally at Barclays, Deutsche Bank and Morgan Stanley. His travels have taken him as far as Hong Kong and Australia, where he now has dual citizenship having spent eight years working in finance, most notably at CBA where he started his fintech journey. His international pedigree leaves him well placed to lead Funding Options through the evolving landscape of digital finance.
Since February 2015, Christian de Kerangal has joined the Institut de l'Epargne Immobilière et Foncière (IEIF) as Deputy Managing Director. He became Chief Executive Officer in July 2016.He has a long experience in real estate studies and has managed several companies such as MSCI Real Estate Southern Europe or Crédit Foncier Expertise. He is a board member and former President of the Observatoire de l'Immobilier d'Entreprise en Ile-de-France (ORIE) and a Fellow of RICS (FRICS). He teaches commercial real estate at ESSEC and Paris IX Dauphine.
As an innovative entrepreneur, founder of Credit Data Research Ltd., and CEO of CRIF Business Solution Ltd., Alessio leads the teams’ development of credit scoring models, innovative FinTech products and services, enabled by Open Banking solutions and real time credit scoring, to help SMEs better manage their finances, access to funding and grow in international markets. An entrepreneur and CEO with global and regional experience, Alessio has led teams at Moody's, S&P and CRIF that have delivered solutions to risk management challenges, helping financial institutions improve their decisioning processes. He has a unique understanding of the evolving risk management sector and considerable experience of creating successful products enabled by new technologies such as open banking.
Mr. Faisal is an executive leader with a qualified and highly skilled Management Information System & Project Management professional with a proven 18 years’ experience in the area of Information Technology and related business in banking industry. Currently working as a VP - Head of Automation & Robotics in Bank Al Jazira leading the implementation of RPA, CRM, Data warehouse using Artificial intelligence technology to enhance customer digital experience.
Florentina Diacu works as a Solutions Delivery Manager for Bureau van Dijk’s Compliance Catalyst product, covering the UK & Ireland and Middle East & Africa. Her role is to deliver complex implementation projects; this involves streamlining the client onboarding journey and driving the product delivery forward through client implementation support. Her experience is focused on understanding clients’ AML requirements and providing a suitable solution through Compliance Catalyst. Florentina Diacu has been with Bureau van Dijk for over 4 years and is a certified Anti-Money Laundering Specialist. Prior to her current role she spent 7 years in different roles at Thomson Reuters.
Mr. Zuck’s core focus is on defining market strategy, developing and delivering the product roadmap and leading operational and technological transformation. Prior to joining RDC, Alex spent 10 years as a management consultant with Ernst & Young, Deloitte and Booz Allen Hamilton advising global customers on corporate strategy.
Hugo is a seasoned campaigner in the banking industry, having spent the last eight years of his 30+ year career within the financial crime prevention space. He has worked for Bank of America Merrill Lynch, JP Morgan and Commerzbank in a variety of roles including Global Financial Crimes Compliance, KYC Remediation and KYC Advisory.Prior to this he spent over 23 years with Barclays working primarily in their front office, fulfilling numerous Relationship Manager roles, most notably in UK Premier Banking, Commercial Banking and International Wealth Management. He has experience of working with UK and US regulators and could be called a poacher turned gamekeeper given his move from sales to the middle office.He joined RDC in the summer of 2019 as Director of Anti-Financial Crime Solutions and splits his time evenly between thought leadership, providing an internal point of compliance reference and developing relationships with existing and prospective clients with a view to providing maximum screening efficiency. He is a Certified Financial Crime Specialist with a particular interest in politically exposed persons (PEPs) and adverse media.
Pierre-Etienne Chabanel is a Managing Director in Moody’s Analytics Enterprise Risk Solutions division heading Product Management and Specialist Consultant teams. Based in Paris, he has been with the firm for more than twelve years. He is responsible for developing and supporting Moody’s Analytics banking regulatory and balance sheet management software solutions. Pierre-Etienne has a significant risk management background specializing on credit risk and liquidity risk. He is a regulatory expert on Basel, Dodd-Frank and Regulatory Reporting. He completed his Electronic Engineering degree from Supelec (France), has a Master of Sciences in Electrical Engineering and Computer Sciences from GeorgiaTech (USA) and a bachelor degree in Economics from Paris University(France).Prior to joining Moody’s Analytics he had product management experiences in other software companies.
Pierre Mesnard is a Solution Specialist at Moody’s Analytics. Based in Paris, he works closely with Financial Institutions across the EMEA region. He advises them on how they can cope with increasing regulatory requirements as well as on managing their balance sheet within Moody’s Analytics software solutions. Pierre joined Moody’s Analytics in 2007, and prior to joining, Pierre was a project manager in a consulting company where he advised major industrial groups on their IT infrastructure and processes. Pierre holds a Telecommunications Engineering degree from Télécom ParisTech one of the French “Grandes Ecoles”.
Diego Mastroianni is the Senior Services Strategist for the Risk and Finance Solutions group within ERS. He has first joined Moody’s Analytics in 2008 and he has worked in several implementation projects across Europe, Canada, US and Brazil. He has strong expertise on many of our software solutions such as the RiskFoundation Product Suite and also our more recent cloud-based offerings. More recently, his focus has been on designing and delivering on new service models aimed at improving clients’ experience, and also reducing costs and implementation timelines. Diego is a computer engineer and he also holds a PhD in Management Information Systems from McGill University in Canada.
Yann Delacourt is Director of Product Management in our Saas Platform group. This group is in charge of providing the right set of technologies supporting Moody’s Financial Risk product portfolio in the Cloud.Yann has a significant track record in the technology and software industry. He’s expert in building highly user adopted products leveraging innovative technologies in the cloud.Prior to Moody’s Analytics, Yann held various senior management positions in engineering, product management in the field of Analytics, Data Management, Big Data, Cloud. Global companies for which Yann has been working includes SAP, Business Objects & Talend.He holds a master degree in computer science from EPITA Engineering school in France.
Steve Kidd is a Director and quantitative solution specialist at Moody’s Analytics. Specifically, Steve is an expert in our quantitative models, data and solutions covering many different asset classes. He has spearheaded many projects across EMEA, advising numerous leading buyside, sellside, corporate and governmental institutions on themes such as early warning, portfolio monitoring and portfolio construction. Steve has over 15 years’ front office experience working for the buy and sell side before joining Moody's Analytics.
Dr. Samuel W. Malone currently leads the quantitative research team within the Credit Analytics group at Moody's Analytics. In this role, he works with asset managers to develop novel investment solutions, as well as with global banks on risk management and early warning. His group also provides thought leadership on financial market trends.
Carlos Castro, Director in the Content Solution Structured Finance team, has worked for Moody’s Analytics for the past 11 years from MA’s London office. He managed a number of CSS (previous known as SAV) client relationships in Europe, where he has and continues to provide custom implementation services, client support, analysis and advice across all structured finance asset classes. He also has extensive experience developing cash flow models for structured finance transactions of all asset classes, with significant focus on EMEA RMBS and ABS. Mr. Castro has spearheaded our ongoing efforts to improve data accuracy and completeness for EMEA securitizations. Prior to joining Moody’s, Mr. Castro was an ABS credit analyst at the European Bank for Reconstruction and Development and a rating analyst at Fitch Ratings focusing in the monitoring of the Consumer ABS European transactions. Carlos holds an Economics degree from the Nova School of Business and Economics (Lisbon).
Jamie Stark is a Director at Moody’s Analytics, where he leads a team of data scientists. Jamie has worked on risk system implementations, risk modelling, calibration, and other risk management projects with banks and insurers worldwide. He led a model validation consultancy team at Moody’s KMV, and then worked with insurance clients and industry groups at Barrie & Hibbert. After acquisition, Jamie returned to work in banking, heading the EMEA stress testing implementation services team, working on commercial strategy and leading the European Data Alliance efforts. He holds a PhD in Computer Science and a BSc(Hons) in Artificial Intelligence and Mathematics.
Stephanie joined Moody’s Analytics in May 2018 as a specialist for the credit risk quantitative solution in commercial real estate, covering Europe and North Africa and is based in London. Stephanie has more than 8 years of experience in the real estate sector. Prior to joining Moody’s Analytics, Stephanie has held various roles: she started her career at JPMorgan in Mergers & Acquisitions in Real Estate, Infrastructure and Diversified Industries in London in 2011. She then joined CPPIB in 2014, focusing on real estate investments in Europe and then worked as Strategic Advisor at CBRE Capital Advisors. Stephanie holds a Master’s Degree in Corporate Finance and Financial Engineering from Paris Dauphine University.
Brenda Solís González is an assistant director within the Moody’s Analytics EMEA Economic and Consumer Credit. She is responsible for leading advisory projects focusing on market risk, retail credit risk and ALM with major banks and other financial institutions worldwide. Brenda and her team develop methodologies for stress testing including CCAR, EBA, PRA, IFRS 9, IRB and ALM. Before joining Moody's Analytics, Brenda worked for SITA in Prague as a Treasury analyst responsible for the cash flow, currency risk management and bank relationship. In addition, she worked as a Senior Transfer Pricing consultant for Ernst and Young in Mexico. Furthermore, she worked in the Mexican Ministry of Finance focusing in the liability management of the public debt in local and international markets. Brenda holds a BA in Economics from Instituto Tecnológico Autónomo de México, and MA degree in Economics and Finance with honors from Charles University in Prague, where she is currently working on her Ph.D. thesis.
Petr Zemcik is senior director of economic research at the Moody’s Analytics London office. He is responsible for analysis, modeling, and forecasting for Europe. Dr. Zemcik also supervises the real-time coverage of Europe for the Dismal Scientist web site. He previously worked at CERGE-EI, a joint workplace of the Center for Economic Research and Graduate Education of Charles University in Prague and the Economics Institute of the Academy of Sciences of the Czech Republic, and at Southern Illinois University in Carbondale. He has published numerous articles on econometric methodology and on real estate bubbles in the United States and in Europe in peer-reviewed professional journals. He holds a PhD and M.A. in Economics from the University of Pittsburgh and M.Sc. in Econometrics and Operations Research from the University of Economics in Prague.
Chiara Ventura is an Assistant Director at the Moody's Analytics - London office. She is responsible for data-driven modelling projects that involve time series and panel data econometric techniques. Besides developing market risk and credit risk models for stress-testing purposes, Chiara has developed models for AIRB purposes (Application and Behavioural PD, LGD and EAD) and IFRS 9 (PD, LGD) credit risk models for retail and SME portfolios. Chiara started to work in Moody's Analytics as intern in 2015 and continued her career development within the company.Chiara got her MSc and BS in Mathematical Engineering from Politecnico di Milano (Italy), and graduated after a collaboration with the Imperial College in London (UK). Now she is a MPhil student at Henley Business School- University of Reading (UK).
Olga is the Head of Risk Modelling at Economics and Business Analytics APAC based in Singapore office. She manages a team of economists and risk modelers in Prague, Shanghai and Sydney who design models for forecasting and simulation, with an emphasis on stress-testing for three key areas: macroeconomic models, market risk and credit portfolio risk. During her time at Moody’s based in Europe and now in Asia, Olga has led consulting projects with major banks and other financial institutions worldwide focusing on stress testing including CCAR, EBA, PRA as well as IFRS 9, IRRBB and IRB model design and implementation. She is directly involved in the research and implementation of Moody's Analytics risk management solutions for market risk and retail credit risk modelling, and often speaks at credit events and economic conferences worldwide, communicating the team’s research and methodologies to the market. Before joining Moody's Analytics, Olga worked for the Academy of Sciences of the Czech Republic and at a consultancy firm focused on macroeconomic forecasting and analysis of emerging market economies. She has published several academic articles and has been teaching graduate courses in economics, statistics and econometrics. Olga holds a Ph.D. and M.A. in Economics and Econometrics from Charles University (CERGE-EI), following studies for MSc. in Mathematics and a BSc. with honors in Applied Mathematics.
Dr. Juan Licari is a Managing Director at Moody’s Analytics and the head of the Economics and Consumer Credit Analytics team for Asia-Pacific and EMEA. Dr. Licari’s team is responsible for generating alternative macroeconomic forecasts for Europe and for building econometric tools to model credit risk phenomena. His team is an industry leader in developing and implementing risk solutions that explicitly connect credit data to the underlying economic cycle, allowing portfolio managers to plan for alternative macroeconomic scenarios. These solutions are leveraged into stress testing, reverse stress testing, and IFRS 9 practices. Juan is actively involved in communicating the team’s research and methodologies to the market. He often speaks at credit events and economic conferences worldwide. Dr. Licari holds a PhD and an MA in economics from the University of Pennsylvania and graduated summa cum laude from the National University of Cordoba in Argentina.
Wilfrid Xoual is a Senior Vice President in charge of leading SME ESG assessments initiatives within Moody’s ESG Solutions. Wilfrid was previously leading Moody’s global initiative to expand its credit rating and research solutions for SMEs and Mid-caps. Wilfrid joined Moody’s in April 2008 through the acquisition of Fermat by Moody’s Analytics, where he was COO for the EMEA region. He then became Global Head of Business development and transferred to Moody’s Investors Service in February 2014, to lead the Small Business and Mid-Caps strategy. He has recently joined Moody’s ESG Solutions to help develop new approaches to SME sand Mid-Caps ESG assessments. Prior to this, Wilfrid worked as a strategy and management consultant in Paris and London, before moving to more operational general management roles in France and Europe, mostly for large companies involved in financial services. Wilfrid has an MSc in Artificial Intelligence from Université Pierre et Marie Curie, an MSc in Engineering from Ecole Nationale Supérieure des Mines de Saint-Etienne and an MSc in Financial Risk Management from NYU Stern.
Douglas W. Dwyer, Managing Director, heads the Single Obligor Research Group in the Moody’s Analytics Quantitative Research Group. This group produces credit risk measures of corporations and financial institutions worldwide. The group’s models are used by banks, asset managers, insurance companies, accounting firms and corporations to measure name specific credit risk for a wide variety of purposes. We measure credit risk using information drawn from a mixture of financial statements, regulatory filings, security prices and derivative contracts. For each asset class, the methodology is developed based on the available information for each obligor. Recent research includes deriving a physical default probability from CDS spreads, updating our LGD model and extending coverage of RiskCalc models to include private firms in emerging markets including China and Russia. The group also designed a scorecard that incorporates qualitative and quantitative information for an improved assessment of credit risk, and extended the coverage of the private firm default models to include Not-For-Profits, Dealerships and Real Estate Operators. One current focus of the group is the application of its risk models to the stress testing of bank portfolios. Prior to working at Moody’s Analytics, Dr. Dwyer was a Principal at William M. Mercer, Inc., in their Human Capital Strategy practice. Dr. Dwyer earned a Ph.D. in Economics at Columbia University and a B.A. in Economics from Oberlin College.
Richard Loeser joined Moody’s Analytics in 2017 as part of the Single Obligor Research Team. His area of expertise is credit risk models for public and private firms, commercial real estate, and sovereigns. He is currently working on a number of research initiatives, including financial statement forecasting and ESG risk measurement. Richard holds a Ph.D. in economics from Georgetown University, and an M.Sc. in mathematics from Heidelberg University.
Dr. Amnon Levy heads the group responsible for research development and quantitative services related to Moody’s Analytics portfolio, balance sheet, and impairment solutions. Dr. Levy holds a B.A. in Economics from the University of California at Berkeley and a Ph.D. in Finance from the Kellogg Graduate School of Management, Northwestern University. Prior to joining MKMV, Dr. Levy was a visiting assistant professor at the Stern School of Business, New York University, and the Haas School of Business, University of California at Berkeley. He has also taught Corporate Finance at the Kellogg School of Management, Northwestern University and worked at the Board of Governors of the Federal Reserve System. Dr. Levy has been published in the Journal of Financial Economics, Journal of Monetary Economics, Encyclopedia of Quantitative Finance, Journal of Banking and Finance, and Journal of Risk Model Validation. He has published chapters in CCAR and Beyond - Capital Assessment, Stress Testing and Applications, as well as The New Impairment Model Under IFRS 9 and CECL. His current research interests include the impact of regulatory requirements, new accounting standards, and climate on credit valuation and credit portfolio management. He interests also include credit modelling in asset liability management, and the use of artificial intelligence and machine learning in credit portfolio strategies.
Karen Moss is a Director in Moody’s Analytics. Karen has 15 years of experience in International Banking, with the last 3 years in Asia. She is an expert in liquidity and interest rate risk management. In her last role, she was responsible for managing the balance sheet of Royal Bank of Scotland in Asia Pacific. Prior to this she has worked in various positions in a Treasury capacity in Europe. Based in Singapore, Karen is responsible for delivering value to our ALM client base, bringing them the latest thought leadership and best practice. Karen holds a degree in Economics from The University of Birmingham in the UK and the ACTM qualification from the Association of Corporate Treasurers.
Lorenzo Boldrini is an Associate Director in the Portfolio Research and Modeling team at Moody’s Analytics. Lorenzo joined Moody’s in 2016and has since been working on several efforts towards the development and implementation of risk management solutions, with particular focus on credit portfolios, regulatory capital (SA-CCR, FRTB, LCR), optimization, correlation estimation, and credit loss accounting (IFRS9). Lorenzo obtained his PhD degree from Aarhus University, Denmark, where he conducted research in the field of time series econometrics, and was affiliated with the Center for Research in Econometric Analysis of Time Series, CREATES. Additionally, he holds a Graduate Diploma in Mathematics, an MSc in Finance, and a BSc in Economics and Finance.
Libor Pospisil is a quantitative researcher with the Portfolio Research Group at Moody’s Analytics. He focuses primarily on research, modeling, and data analysis in the area of credit correlations and stress testing. Most recently, he collaborated with other researchers at Moody’s on studying impact of the COVID-19 pandemic on risk of credit portfolios. 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, and patterns 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. In addition to working at Moody’s, Libor teaches statistics at UC Berkeley.
Roshni is a Sales Director based in London. She has been working at Moody’s Analytics for the past 7 years and manages a team of specialists focusing on Risk & Portfolio Management and Regulatory and Accounting related themes in EMEA. Prior to joining Moody’s Analytics, Roshni has worked with Lloyds Banking Group as a Credit Portfolio Manager, leading work on portfolio optimisation and origination deals. For 6 years, Roshni was part of the Risk Management Advisory Practice at KPMG, working on strategic and risk related engagements. Roshni holds a certification for MBA Essentials from London School of Economics (LSE), MSc in Finance from CASS Business School and an undergraduate degree in Economics and Statistics.