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.

Join our hosts and Moody’s Analytics Deputy Chief Economist Cris deRitis as they dive into the world of economic forecasting, a core component of risk management. Discussion highlights include the importance of accurate forecasting, how to apply intuition to models, and key lessons from the Great Recession.

In this podcast, presented by Moody's Analytics, we'll discuss historical and current credit events that help build a perspective for what is to come next - lessons from the past to guide the future.