• Lessons Learned
    Nov 30 2020

    Join our hosts Laurent Birade and James Partridge in this episode of Credit in Perspective as they discuss lessons learned this season including how credit spreads, artificial intelligence, and machine learning have changed the banking industry.

     

     

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    18 mins
  • 100 Years of History
    Nov 17 2020

    Join our hosts and Moody’s Analytics Managing Director Anna Krayn as they explore more than 100 years of history. Listen to the discussion and learn how Moody’s Analytics, which is part of Moody’s Corporation, became a pillar of credit risk management—and get a review of key acquisitions over the years.

    Read more about our guest: 

    Anna Krayn, Managing Director, Moody's Analytics 

    Referenced in this episode: 

    Moody's Corporation acquired a majority stake in Four Twenty Seven, Inc. in July 2019. 

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    17 mins
  • CECL and the New Normal
    Nov 9 2020

    Join our hosts and Moody’s Analytics Senior Director Masha Muzyka for a discussion on accounting standards from a historical perspective. In this episode, our experts examine the origins of Allowance for Loan and Lease Losses (ALLL), and the future impact of the Current Expected Credit Loss (CECL) accounting standard. 

    Read more about our guest:

    Masha Muzyka, Senior Director, Moody's Analytics

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    17 mins
  • Evolution of Commercial Banking
    Nov 2 2020

    Join our hosts and Moody’s Analytics Senior Director Chris Henkel as they take a look at how the commercial banking sector has evolved over the past few decades. Our experts discuss how the Basel Accords, the Five Cs of Credit, and other events have been major catalysts for change to the commercial banking landscape.

    Read more about our guest: 

    Chris Henkel, Senior Director, Moody's Analytics 

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    20 mins
  • Origins of the EDF™
    Oct 26 2020

    Join our hosts and Moody’s Analytics Head of Single Obligor Research Dr. Doug Dwyer as they examine the RiskCalc™ EDF™ (Expected Default Frequency) model and the innovations leading to its development. Listen in to hear about the impacts of artificial intelligence, machine learning, and Know Your Customer (KYC) guidelines on credit risk assessment. 

    Learn more about our guest speaker: 

    Dr. Doug Dwyer, Head of Single Obligor Research, Moody's Analytics

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    13 mins
  • Modern Quantification of Credit Risk
    Oct 19 2020

    Join our hosts and Moody’s Analytics Global Head of Quantitative Research Dr. Jing Zhang as they take on modern portfolio theory and the quantification of credit risk. Highlights include a review of Harry Markowitz’s paper “Portfolio Selection” and a discussion about new drivers in credit analytics such as climate risk. 

    Read more about our guest:

    Dr. Jing Zhang, Global Head of Quantitative Research, Moody's Analytics

    This episode makes reference to the following works: 

    "Portfolio Selection" by Harry Markowitz, published in the Journal of Finance, 1952. 

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    31 mins
  • The World of Economic Forecasting
    Oct 12 2020

    Join our hosts and Moody’s Analytics Deputy Chief Economist Cris deRitis as they dive into the world of economic forecasting, a core component of risk management. Discussion highlights include the importance of accurate forecasting, how to apply intuition to models, and key lessons from the Great Recession.

    Read more about our guest: 

    Cris deRitis, Deputy Chief Economic, Moody's Analytics

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    19 mins
  • A Historical Perspective
    Oct 5 2020

    In this first episode,  presenters Laurent Birade and James Partridge explore the history of credit risk using "Against the Gods: The Remarkable Story of Risk" by Peter L. Bernstein to put the current environment of risk management into a historical perspective. Listen in as they discuss key innovations that have built the current credit environment, including the Roman numeral system, the concept of zero, games of chance, and risk aversion. 

    Learn more about our hosts: 

    Laurent Birade

    James Partridge

    This episode makes references to the following works:

    Against the Gods: The Remarkable Story of Risk
    Author: Peter L. Bernsetin
    Publisher: Wiley; Edition Unstated (August 31, 1998)

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    15 mins