Credit Risk Advisory Services
Moody's Analytics credit risk advisory services enable faster, better informed credit decisions through a holistic and consistent assessment of risk. Understand risks, manage them appropriately, and make decisions that mitigate financial and regulatory risk, while improving profitability.
Our leading off-the-shelf and customized models are designed to calculate the impact of macroeconomic, event-driven, and institution-specific scenarios to estimate credit losses across asset classes. We provide independent evaluations and insights that reflect a true understanding of your business – wherever you are in the world – and create solutions tailored to your organization to enable improved decision-making.
Our advisory team helps you improve the measurement and management of credit risk in your institution's financial instruments. Whether you seek regulatory compliance or competitive advantage, our experts will provide best-in-class advisory services that are tailored to your institution's needs. Our advisory services engagements include topics such as allowance for credit losses (CECL/IFRS 9), stress testing (DFAST/CCAR), risk rating enhancement, model development or customization, model validation, regulatory submission assistance, training and education, and general credit risk consulting.
Quantify risk in your financial instruments
Our experts, using industry-leading risk modeling and advisory services, can help you better quantify the risk in your financial instruments, enabling faster, better informed credit decisions.
Comply with current regulations
Our experts can help you understand and comply with current regulations, such as stress testing (DFAST/CCAR), allowance for credit losses (CECL/IFRS 9), model risk management (SR 11-7), and Basel A-IRB. We have a proven team with extensive experience partnering with the world's largest financial institutions, regional banks, community banks, credit unions, asset managers, insurers, corporates, and supervisory agencies.
Advises U.S. and Canadian financial institutions on risk and finance integration, CCAR/DFAST stress testing, IFRS9 and CECL credit loss reserving, and credit risk practices.
Leverages deep expertise of macroeconomic forecasting and consumer credit modeling to advise executives on stress testing and CECL/IFRS 9.
Michael Denton, PhD, PE
Dr. Denton provides industry leadership in the quantification of sustainability issues, climate risk, trade credit and emerging lending risks. His deep foundations in market and credit risk provide critical perspectives on how climate/sustainability risks can be measured, communicated and used to drive commercial opportunities, policy, strategy, and compliance. He supports corporate clients and financial institutions in leveraging Moody’s tools and capabilities to improve decision-making and compliance capabilities, with particular focus on the energy, agriculture and physical commodities industries.
Model Validation Services for Consumer Credit Risk
Independent and unbiased model validation and advisory services for proprietary and third party models.
Moody's CreditCycle solution provides econometric consumer credit loss forecasting, benchmarking, and stress testing models.
The CMM solution is the leading analytical tool for assessing default and recovery for commercial real estate (CRE) loans.
Moody's Analytics RiskCalc solution offers a comprehensive approach to assessing the default and recovery of private firms.
Moody’s Analytics RiskBench solution is a global credit risk data community and data discovery platform that provides in-depth analytics and peer insights.