Credit Risk Modeling
Moody’s Analytics delivers award-winning credit risk modeling to help you assess and manage current and future credit risk exposures across all asset classes. Hundreds of institutions use our models to support origination, risk management, compliance, and strategic objectives.
Our models cover the full spectrum of credit risk, including retail, commercial and industrial, commercial real estate, and structured finance. In addition, we perform model customization, validation, and benchmarking. Our credit risk modeling is backed by our experienced advisory and client service teams who can assist you with training, implementation, applicability testing, validation support, and getting the most from your investment.
Our credit risk models are built with a wide range of applications in mind, including loan origination, risk ratings, credit loss reserving, stress testing, risk-based pricing, portfolio monitoring, and early warnings. Our award-winning "off-the-shelf" models produce probability of default (PD) or expected default frequency (EDF™), loss given default (LGD), and expected loss (EL) credit measures at a loan level, delivered to you through user-friendly applications to meet the needs of your institution.
Gain support for your regulatory compliance program
Our team of credit and modeling experts remains attuned to the ever-changing regulatory landscape, and our solutions reflect the latest requirements. Whether your needs are stress testing, credit loss reserving, risk rating, or valuation, we deliver software and services that position you to comply with current regulations.
Leverage award-winning credit risk modeling services
Our risk models are coupled with advisory services to ensure you get the most from your investment. We provide training and education, onboarding services, model configuration, applicability testing and validation, and services to help you tie our models to your business activities. Where necessary, we will customize our models to the characteristics of your portfolio. If your needs include custom PD, LGD, or EL model risk measures, our credit risk modeling experts will work with your institution to design, develop, and deliver custom models that withstand regulatory scrutiny and internal stakeholder requirements.
Featured Experts
Cecilia Bocchio
Cecilia is responsible for model design, model development and model implementation of retail credit models in the EMEA region.
Victor Calanog, Ph.D.
Leading economist; commercial real estate; performance forecasting, econometric infrastructure; data modeling; credit risk modeling; portfolio assessment; custom commercial real estate analysis; thought leader.
Jun Chen
A well-recognized researcher in the field; offers many years of experience in the real estate finance industry, and leads research efforts in expanding credit risk analytics to commercial real estate.
Related Products
Auto Portfolio Analyzer
APA is a powerful risk management, stress testing, and capital allocation tool for analyzing the credit risk of auto loan portfolios and auto ABS collateral.
Expected Consumer Credit Losses (ECCL) Service
Consumer lifetime loss forecasts under the CECL standard using “reasonable and supportable” economic scenario
CECL Solver for Moody’s CreditCycle™
CECL Solver for Moody’s CreditCycle solution enables users to generate forecasts of lifetime losses through custom econometric models under the CECL standard for “reasonable and supportable” economic scenarios
Moody’s CreditCycle™
Moody's CreditCycle solution provides econometric consumer credit loss forecasting, benchmarking, and stress testing models.
Moody's Analytics Pulse
The Moody’s Analytics Pulse platform helps credit departments protect their accounts receivable (AR) portfolios from unpredictable businesses by delivering timely insights about their customers and suppliers.
Mortgage Portfolio Analyzer
This powerful risk management, stress testing, and capital allocation tool helps you analyze the credit risk of residential mortgage portfolios and RMBS collateral.
CMM™
The CMM solution is the leading analytical tool for assessing default and recovery for commercial real estate (CRE) loans.
CreditEdge™
The CreditEdge tool is the premier model for managing the credit risk of your portfolio of listed firms and sovereigns, globally.
GCorr™ Macro EL Calculator
GCorr Macro EL Calculator addresses regulatory requirements for stress testing and assists in strategic portfolio credit risk management.
QRATE (Quantitative Ratings Estimator)
QRATE allows you to estimate how a change in an entity's financials will impact its Moody's Investors Service credit rating, adding depth to your credit analysis of public finance entities across segments.
RiskBench™
Moody’s Analytics RiskBench solution is a global credit risk data community and data discovery platform that provides in-depth analytics and peer insights.
RiskCalc™
Moody's Analytics RiskCalc solution offers a comprehensive approach to assessing the default and recovery of private firms.
RiskFrontier™
RiskFrontier software is an industry-leading credit portfolio risk management solution, trusted by financial institutions globally to improve business performance.
Portfolio Analyzer
Moody’s Analytics Portfolio Analyzer is a powerful risk management and valuation tool for consumer lending portfolios as well as RMBS and ABS tranches.
