Moody's Analytics RiskFrontier™ Methodology and Business Use Training
September 26 - 27, 2017
Day 1: 9:00 a.m. – 5:00 p.m. Instruction
Day 2: 9:00 a.m. – 5:00 p.m. Instruction
Registration Fee: Complimentary
This two-day comprehensive training will focus on the details behind the modeling methodologies implemented in RiskFrontier™, and includes many practical exercises where participants use the product and analyze the outputs. The first day of the training will focus on how RiskFrontier models the values of credit instruments and the correlations between value changes. The second day of the training will include a discussion of the Monte Carlo simulation engine, Risk Contribution, return on risk-adjusted capital (RORAC),and active portfolio management.
Both days of the training include hands-on exercises using RiskFrontier. The goal of these exercises is for participants to learn to identify the sources of risk in a sample portfolio in order to improve portfolio performance. The exercises will emphasize the interpretation of the outputs, including Allocated Capital, Risk Contribution, Expected Return, Sharpe Ratio, and RORAC. The methodology training and practical exercises are conducted in an intuitive and interactive format, where participants are encouraged to ask questions and discuss product-related issues and concepts.