RiskFrontier Client Forum
Tuesday, December 10, 2019
December
December 10, 2019
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Overview

Overview

Join us at Moody’s Analytics RiskFrontier Client Event in Toronto on December 10, 2019.  The event will include discussion of evolving regulatory and market trends and the implications for the use of credit portfolio models, as well as peer networking opportunities and updates from the Portfolio Research and Product teams.

The morning will focus on strategic applications of RiskFrontier, followed by a networking lunch.  The afternoon will be devoted to product-specific sessions on new developments, case studies illustrating various use cases and then a client reception. This will provide an opportunity to discuss more specific product capabilities, answer usability questions and present future developments and strategic vision for the products.

The event will provide a forum for exchanging ideas on the utility of a portfolio concentration risk framework and exploring how the risk metrics from Moody’s Analytics’ portfolio management suite of products (RiskFrontier, EL Calculator and ImpairmentCalc) flow through our client organizations.

Strategic topics for the morning session include:  

Please contact Portfolio Product Management if you have additional topic suggestions

Agenda

9:00 AM Registration & Breakfast

9:30 AM Welcome and Opening Remarks

Speaker: Jim Sarrail

9:45 AM Regulatory, Economic, and Accounting Developments: Impact on Portfolio Risk Models

  • Using Economic Capital Under the New Basel Regime
  • Mitigating Allowance Volatility with Portfolio Management Activities
  • IFRS9 Impact on Pricing Models
  • Portfolio Risk Metrics to Support the Business
  • Multi-period Capital Analyses

Speaker: Amnon Levy

12:00 PM Networking Lunch

1:00 PM Product Updates

Speakers: Jim Sarrail, Nihil Patel, Nitya Ramasubramanian

2:00 PM Open Product Q&A

2:30 PM Networking Break

2:45 PM Case Study: Typical Analysis and Reporting

Speakers: Jim Sarrail, Nitya Ramasubramanian

3:30 PM Research Roadmap

Speaker: Amnon Levy

4:00 PM Wrap-up and Reception

Agenda

9:00 AM Registration & Breakfast

9:30 AM Welcome and Opening Remarks

Speaker: Jim Sarrail

9:45 AM Regulatory, Economic, and Accounting Developments: Impact on Portfolio Risk Models

Speaker: Amnon Levy

12:00 PM Networking Lunch

1:00 PM Product Updates

Speakers: Jim Sarrail, Nihil Patel, Nitya Ramasubramanian

2:00 PM Open Product Q&A

2:30 PM Networking Break

2:45 PM Case Study: Typical Analysis and Reporting

Speakers: Jim Sarrail, Nitya Ramasubramanian

3:30 PM Research Roadmap

Speaker: Amnon Levy

4:00 PM Wrap-up and Reception

Speakers

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Jim Sarrail
Senior Director - Customer Success

Moody's Analytics

Moody's Analytics

Senior Director - Customer Success
Jim Sarrail
Dr. Amnon Levy
Managing Director
Head of Portfolio and Balance Sheet Research

Moody's Analytics

Moody's Analytics

Head of Portfolio and Balance Sheet Research
Managing Director
Dr. Amnon Levy
Nihil Patel
Senior Director - Product Management

Moody's Analytics

Moody's Analytics

Senior Director - Product Management
Nihil Patel
Nitya Ramasubramanian
Assistant Director - Product Manager

Moody's Analytics

Moody's Analytics

Assistant Director - Product Manager
Nitya Ramasubramanian

Contact

Moody's Analytics Events

Anita Wai

Associate - MA Events & Outreach

+1-212-553-0555

anita.wai@moodys.com