Predictive Analytics in Focus

Preparing for the new normal

Your resource for timely economic insights, credit trends, and emerging credit risk management techniques, designed to help you address market challenges and enable better faster decisions.

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聚焦台灣系列 新冠肺炎和低利率時代下,如何通過非傳統信用評估的風險預警機制更好管控風險


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Climate Hazard Modelling: Impact of Floods on Credit Risk for the UK Mortgages

In this webinar we will present our methodology for UK mortgages showing the impact of flood events on risk parameters such as PDs, illustrating how to combine climate change scenarios, location-specific risk scores generated by 427 and credit risk models.

South Africa Series: ESG Assessments and Risk Management

As investors and companies increasingly weigh climate risk into their investment decisions and strategic direction.

Scenario analysis based on scientific research indicates that climate risk will begin to impact global growth in the near future.

Join the next episode of South Africa Series exploring ESG and risk management.

ESG et Changement Climatique: Stimuler des Investissements Plus Durables

les défis de l'évaluation ESG pour différents types d'entreprises sont des questions complexes à parcourir et sont désormais des considérations critiques.

Cela s'applique à la fois à la gestion des investissements futurs et à la gestion des risques.

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Climate change and the Corporate sector: Enhancing credit analytics to account for physical and transition risks

Global climate change and carbon transition present novel and complex implications for corporate business models, and by extension, those institutions with exposure to the corporate sector. To quantify the effect of a warming world on corporate credit risk, Moody’s Analytics has expanded its proprietary corporate credit model to measure the effects of climate change.

Climate change and the U.K. and U.S. mortgage credit risk

In this webinar, we will explore how acute physical risk affects risk parameters for the U.S. and U.K. mortgages using the Moody’s Mortgage Portfolio Analyzer platform. With Monte Carlo simulations, we illustrate the impact of frequency and severity of natural disasters on probability of default in the U.S. We will then discuss the effect of climate change scenarios and location-specific exposure to climate hazards for the U.K. mortgage market.

EBA 2021 Stress Test for Dutch Mortgages: A Tough Squeeze for the Orange

In this webinar, we will present our approach to forecasting impairment and capital using macroeconomic stress scenarios provided by the European Banking Authority.

UK Mortgage Loan Market Expectations - A Midsummer Night’s Dream or Nightmare?

In this webinar you will find out more about the Moody’s Analytics UK Mortgage Portfolio Analyzer to assess the adverse economic impact of the global pandemic on a representative portfolio of the UK mortgages.

Assessing ESG Risks Across Types of Companies

The challenges of ESG assessment for different types of companies are complex issues to navigate and are now critical considerations, be it for managing future investments or risk management.

Methodologies and granularity of ESG risk assessment are often subject to data constraints. While the ESG scores can be assigned through direct in-depth company assessment, there are cases when only limited company information is available, especially for small and mid-caps. To bridge the ESG disclosure data gap, analytics can be used to build the ESG score estimates.

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