Global Retail Credit Risk Solutions
Moody’s Economy.com is a leading provider of risk management solutions to companies with retail lending exposure. Our experience includes working with companies worldwide that are working toward improved portfolio performance and meeting Basel II regulatory requirements.
Applications
- Probability of Default (PD)
- Loss Given Default (LGD)
- Total Loss
- Economic Capital Requirements
- Sensitivity Analysis
- Shock Analysis and Stress Testing
- Scenario Analysis
- Pre-payment Models
Unique Expertise
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.
For example, this unique combination enables Moody’s Economy.com to provide a consistent modeling approach across Pillar I gross shock testing (e.g. 1 in 25 year recession) and Pillar II scenario analysis.
Solutions
Moody’s Economy.com helps companies model retail lending portfolio performance for all consumer loan types including (but not limited to) mortgages, auto loans, credit cards, installment loans, lines of credit. In addition to this we offer more unique and cutting edge modeling services including:
- Forecasting not only the future behavior of existing tranches but the future performance of future tranches as well.
- Developing models to explain variation not already explained by vintage, seasonality and trends.
- Modeling individual record data and constructing credit scores adjusted for business cycle and regional variations.
- Modeling the output from commercial risk modeling software.
- Modeling credit risk through the cycle with scenario based analyses and stress testing.
- Creating consumer credit conditions reports, used as inputs in clients planning teams.
- Evaluation, validation, and refinement of existing credit risk and economic models.
Contact Us To Learn More
Contact us to today to learn how Moody's Economy.com can help you meet your company's risk management goals and to improve your portfolio performance:
| Email: |
help@economy.com |
U.S./Canada |
+1 866.275.3266 |
| Asia/Pacific |
+61 2 9270 8111 |
| Europe |
+44 (0) 20.7772.1000 |
| All others |
+1 610.235.5299 |
