MOODY'S ANALYTICS

Credit Risk Modeling

Advanced credit risk models calibrated for regional portfolios. Calculate PD, LGD, and EAD with precision.

The Trisigma Advantage

Industry Leader + Regional Expertise

Moody's global models adapted for CIS market conditions.

Accelerated Deployment

Pre-configured templates reduce implementation time by 40%.

Single Point of Accountability

One partner for licensing, implementation, and ongoing support.

Precision Risk Assessment

Leverage Moody's industry-leading credit risk models to accurately assess probability of default, loss given default, and exposure at default across your entire portfolio.

Key Capabilities

  • Probability of Default (PD) modeling
  • Loss Given Default (LGD) estimation
  • Exposure at Default (EAD) calculation
  • Portfolio stress testing and analytics

Business Outcomes

Optimized Capital Allocation
Reduced Unexpected Losses
Regulatory Compliance (Basel)
Enhanced Lending Decisions

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Asset & Liability Management

Balance sheet optimization and interest rate risk.

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Credit Risk Modeling

PD, LGD, and EAD models for regional portfolios.

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Regulatory Reporting

Basel III/IV and central bank compliance.

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IFRS 9 & IFRS 17

ECL calculation and insurance contract measurement.

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Stress Testing

Scenario analysis and capital adequacy testing.

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Portfolio Analytics

Credit portfolio management and concentration risk.

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