RiskFrontier Client Forum 2019 | Moody's Investors Service | 10 December 2019 | Vantage Venues, 150 King St W, Toronto, ON M5H 1J9, Canada

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:
• 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

2019 Speakers

Jim Sarrail
Senior Director - Customer Success, Moody's Analytics

Dr. Amnon Levy
Managing Director, Head of Portfolio and Balance Sheet Research, Moody's Analytics