Jun Chen heads a commercial real estate credit research team that conducts empirical research and develops quantitative models focusing on CRE loan credit risk. He is the architect and lead modeler for the latest generations of Commercial Mortgage Metrics (CMM), which has now a wide-reaching global client base. Currently, Jun is the leading voice in addressing a range of emerging business challenges, including CCAR/DFAST stress testing and the latest CECL regulations.
Credit Research: Tap directly into comprehensive credit research from Moody's Analytics and our sister company, Moody's Investors Service, and gain detailed insights into our views on credit-related topics.
Credit Risk Modeling: Moody’s Analytics delivers award-winning credit models and expert advisory services to provide you with best-in-class credit risk modeling solutions.
Current Expected Credit Loss Model (CECL): Moody’s Analytics provides tools for the most crucial aspects of the expected loss impairment model, with robust solutions to aggregate data, calculate expected credit losses, and derive and report provisions.
Econometric Modeling: Fully transparent econometric and statistical models to assess performance of geographies, financials and various asset classes.
Loss Accounting: CECL: New credit loss accounting standard that replaces the current ALLL accounting standard.
Stress Testing: Gauge of how certain stressors will affect a company, industry, or specific portfolio.