Credit Risk Management

Moody’s Economy.com provides comprehensive Economic Stress Testing and Retail Credit Risk management solutions focused on improving economic return. Our experience includes working with companies worldwide to improve portfolio performance and meet Basel II regulatory requirements. Applications include:

Retail Credit Risk Management

Explaining Retail Credit Portfolio Performance

We are chosen by clients because of the uniqueness of our services--we are the only major provider that is able to adequately account for both non-economic and economic factors in explaining changes in credit quality. Moody’s Economy.com combines expertise in standard credit risk modeling like Probability of Default (PD), Loss Given Default (LGD), Economic Capital requirements and industry leading economic scenario analysis.

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Economic Stress Testing

Enabling Proactive Management to Improve Economic Return

Moody's Economy.com assists financial institutions globally to implement actionable and transparent economic stress testing. Our economic stress testing framework is based on our exclusive economic country and regional forecasting services and on-going detailed analysis of the business and credit cycles. Using fully-specified country and regional econometric models and our expert economists' analysis and insights we are able to create and apply valid economic stresses, and gross shocks, to your portfolio.

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Contact Us To Learn More

Contact us today to learn how Moody's Economy.com can help you meet your company's retail credit risk management and economic stress testing goals: