Juan M. Licari, director at Moody’s Analytics and the head of the Credit Analytics team for Europe, the Middle East, and Africa, provides consulting support to major industry players, builds econometric tools to model credit phenomena, and implements stress-testing platforms to quantify portfolio risk exposure. His team is an industry leader in developing and instituting credit solutions that connect credit data to the underlying economic cycle, allowing portfolio managers to plan for alternative macroeconomic scenarios. Licari is actively involved in communicating the team’s research and methodologies to the market, and he speaks at credit events and economic conferences worldwide. Meeting constantly with market participants, he has presented the Moody’s unique credit solutions to banks, consumer finance companies, investment groups, and retail lenders in 14 countries. An articulate and engaging speaker in both English and Spanish, he is also in demand as an expert on the global economy and international credit outlook. He has spoken at conventions of industry and academic groups such as RiskMinds and RiskCapital conferences in Europe, Risk Management Association and Consumer Bankers Association events, credit collection symposiums, Yale University, The Wharton School, and Cornell University.
TOPICS
Economic and Credit Cycles
How does the credit cycle relate to underlying economic conditions? What economic conditions are expected in the future and how could they translate into credit performance? When should credit tightening end given current and prospective economic conditions?
Sovereign credit
How likely is it that a series of sovereign defaults will occur? Would such an event trigger a severe and prolonged global downturn? How would financial and credit markets react?
Stress-testing
What would a sound stress-testing exercise to a stock portfolio involve? How do economic assumptions flow to portfolio exposures in stressed scenarios? What risks should be emphasized when designing a forward-looking severe scenario?
