Thomas Day

Senior Director, Risk Solutions

Thomas Day is a Senior Director for Risk Solutions at Moody’s Analytics within Moody's Risk and Advisory Solutions. In this role, he works to solve difficult stress-testing, capital planning, and risk management problems across complex portfolios and product sets for financial organizations worldwide.  Day’s primary areas of focus include CCAR/DFA stress testing, pre-provision net revenue (PPNR) calculations, systems, and methodologies, advanced liquidity risk quantification and reporting, capital planning, performance and balance sheet management.

As a former Board member and Vice-Chairman of the membership driven Professional Risk Managers’ International Association (PRMIA), Day is a recognized industry expert with over twenty-two years of increasingly senior roles with multifaceted experience in financial risk management, corporate governance, business development and leadership.  

Prior to joining Moody’s Analytics, Day worked in a number of different senior leadership capacities in financial organizations, the regulatory community, quantitative risk and finance software development, and product management.  Day was a national-level financial industry supervisor for the Federal Reserve System focusing on capital markets and policy, and is a commissioned supervisor at both the Federal Reserve and the Office of the Comptroller of the Currency.  By education, Day is an economist with a background in behavioral economics, econometrics and statistical methods. 

Recent Stories from This Author

Chairman’s Opening Remarks
March 17, 2014

Loss Modeling
March 17, 2014 When the FDIC issued its guidance on Stress Testing for $10B-$50B banks, it had a lot to say about models and how they’re...

Essential Insight Serving Global Financial Markets
July 28, 2013 Moody’s Analytics, a unit of Moody’s Corporation, helps capital markets and credit risk management professionals worldwide...