Stress Testing Services

Moody’s Analytics' Advisory and Implementation team works with organizations globally to strengthen and validate their stress testing frameworks.

Stress Testing Modeling Services   Comprehensive Data Resources
Moody’s Analytics applies years of modeling research and expertise to deliver the following across portfolios and asset classes: 

Tailored stress testing modelsAsset quality reviewsQuantitative analysisCredit loss estimationsScenario design and PPNR/income statement modeling solutions
  Our practitioners leverage Moody’s Analytics proprietary and third-party data to establish your stress testing frameworks. Our data resources include:

Moody’s Credit Research Database (CRD®)Historical data on global public firm defaults since the mid-1990s Commercial real estate analytics built upon an industry-leading proprietary database with more than forty years of loan-level default information.
Customizable and Off-The-Shelf Models & Platforms   

Implementation and Training  

Moody’s Analytics expected loss models for wholesale credit and retail have been in use by banks around the world for approximately twenty years and can be used with or without customization for stress testing purposes. Our offering includes:

RiskCalc Plus™ for private firmsCreditEdge for public firms Commercial Mortgage Metrics (CMM™) for commercial real estate

Our experienced team provides you with services to help you develop the knowledge and deploy the technology critical to managing your stress testing and capital planning processes.