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.

Modern Quantification of Credit Risk

Welcome to Credit in Perspective, presented by  Moody's Analytics and hosted by Laurent Birade and James Partridge. Throughout this weekly series, they’ll discuss developments and trends in credit markets to better understand the different stages of the credit lifecycle. Each week will offer lessons from the past to guide the future as we’ll look at the evolution of credit, a historical perspective, and expertise from Moody’s Analytics and industry expert guest speakers.

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Welcome to Credit in Perspective, presented by Moody's Analytics and hosted by Laurent Birade and James Partridge. Throughout this weekly series, they’ll discuss developments and trends in credit markets to better understand the different stages of the credit lifecycle. Each week will offer lessons from the past to guide the future as we’ll look at the evolution of credit, a historical perspective, and expertise from Moody’s Analytics and industry expert guest speakers.

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Modern Quantification of Credit Risk

Modern Quantification of Credit Risk