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NAIC requests feedback on RBC treatment of asset backed securities
15 February 2022Further differentiation of risk across credit holdings needed, Bridgeway Analytics' Levy says
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Credit and the rise of duration risk
15 July 2021Heightened uncertainty on the back of the pandemic and policy response to it calls for a greater focus on duration risk management, according to Moody's Analytics's Tomer Yahalom, Amnon Levy and Brett Manning.
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Moody's Analytics claims credit modelling first
18 February 2014RiskFrontier 4.0 enables "bottom-up" consideration of credit and interest rate risk for the first time
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