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, as indicated below, followed by a networking lunch.  The afternoon will be devoted to product and research updates, case studies illustrating business applications for concentrated risk measures and then a client reception.

The event will provide a forum for exchanging ideas with your peers, discussing industry challenges and trends, and staying abreast of new developments with the RiskFrontier and GCORR Macro solutions.

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 Credit Portfolio Models in the Face of Regulatory & Accounting Developments: Transcending Economic Capital

  • Mitigating allowance and earnings volatility through credit portfolio management
  • Credit valuation under IFRS 9 and CECL
  • Supporting the business through robust portfolio risk metrics (e.g. multi-period capital analysis)

Speaker: Amnon Levy

10:30 AM Networking Break

10:45 AM Peer Discussion

  • Managing a credit portfolio under the new Basel regime
  • Measuring concentration in the provisioning process
  • Stress testing and credit portfolio management applications
  • Supporting the business through robust portfolio risk metrics (e.g. multi-period capital analysis)

Speaker: Amnon Levy

12:00 PM Networking Lunch

1:00 PM RiskFrontier Software and Model Updates

  • Development roadmap and new enhancements
  • RiskFrontier SaaS
  • Leveraging portfolio analysis beyond EC

Speaker: Jim Sarrail

2:00 PM FAQ's and Product Functionality

  • How can I...?
  • Is it possible to...?
  • Moody's Analytics will review most common Support questions

Speaker: Jim Sarrail

2:30 PM Networking Break

2:45 PM Case Studies: Regulatory and Accounting Implementations

  • ICAAP Concentration Risk Analysis: Isolating Name and Sector Concentration Risk
  • Quantification of Concentration Risk for IFRS 9 Add-on

Speaker: Jim Sarrail

3:30 PM Research Developments

  • Quantitative approaches to managing a credit portfolio in the face of climate change
  • Science-driven data and analytics on the physical risks associated with climate change
  • incorporating climate risk data into a credit portfolio model
  • Exploring the quantitative impact of climate risk on a C&I portfolio

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 Credit Portfolio Models in the Face of Regulatory & Accounting Developments: Transcending Economic Capital

Speaker: Amnon Levy

10:30 AM Networking Break

10:45 AM Peer Discussion

Speaker: Amnon Levy

12:00 PM Networking Lunch

1:00 PM RiskFrontier Software and Model Updates

Speaker: Jim Sarrail

2:00 PM FAQ's and Product Functionality

Speaker: Jim Sarrail

2:30 PM Networking Break

2:45 PM Case Studies: Regulatory and Accounting Implementations

Speaker: Jim Sarrail

3:30 PM Research Developments

Speaker: Amnon Levy

4:00 PM Wrap-up and Reception

Managing
Speakers

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Speakers

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

Contact

Moody's Analytics Events

Anita Wai

Associate - Events & Outreach

+1-212-553-0555

anita.wai@moodys.com