
Linking Catastrophe Modelling to Credit Risk
A Case Study for UK Residential Mortgages
In this webinar, we will combine Risk Management Solutions' (RMS) long-standing catastrophe modelling expertise related to flood risk with UK residential mortgages credit risk.
- On-demand
- About
Climate resilience of the banking sector has become an important factor for shaping credit risk management. We will present a case study to determine the effect of flood risk on PDs, LGDs and credit losses based on the simulation of location-specific flood events and the corresponding expected damages at the property level. We will use the credit risk models embedded in Moody’s Mortgage Portfolio Analyzer to produce climate-adjusted credit risk metrics.
We will discuss the following topics in this webinar:
- Catastrophe modelling and mortgage industry
- Location level damages due to flood events
- Climate-adjusted credit losses for UK mortgages
-
Speakers
Confirm cancellation
An error occurred trying to play the stream. Please reload the page and try again.
CloseCREATE MOODY’S LIVE ACCOUNT
This hub gives you access to:
- MOODY'S EVENTS - Live and on-demand
- Personalise your interest preferences
- All on a single platform