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Olga Loiseau-Aslanidi
Director – Consumer Credit Analytics at Moody's Analytics


Olga is the Head of Risk Modelling at Economics and Business Analytics APAC based in Singapore office. She manages a team of economists and risk modelers in Prague, Shanghai and Sydney who design models for forecasting and simulation, with an emphasis on stress-testing for three key areas: macroeconomic models, market risk and credit portfolio risk. During her time at Moody’s based in Europe and now in Asia, Olga has led consulting projects with major banks and other financial institutions worldwide focusing on stress testing including CCAR, EBA, PRA as well as IFRS 9, IRRBB and IRB model design and implementation.

She is directly involved in the research and implementation of Moody's Analytics risk management solutions for market risk and retail credit risk modelling, and often speaks at credit events and economic conferences worldwide, communicating the team’s research and methodologies to the market.

Before joining Moody's Analytics, Olga worked for the Academy of Sciences of the Czech Republic and at a consultancy firm focused on macroeconomic forecasting and analysis of emerging market economies. She has published several academic articles and has been teaching graduate courses in economics, statistics and econometrics. Olga holds a Ph.D. and M.A. in Economics and Econometrics from Charles University (CERGE-EI), following studies for MSc. in Mathematics and a BSc. with honors in Applied Mathematics.

Agenda Sessions

  • Climate Risk & ESG Stress Testing: Scenario Design and Linkages to Risk Parameters