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.

Past Events

Building an Automated Early Warning Framework Amidst COVID-19

In this webinar, we will showcase key risk indicators that can provide early warning signals of credit deterioration and also illustrate what companies are doing to increase their early warning capabilities with case studies.

Incorporando ESG y el impacto climatico en la estrategia del negocio

Los desafíos de la evaluación ESG para diferentes tipos de empresas son cuestiones complejas de abordar y ahora son consideraciones críticas, ya sea para la gestión de inversiones futuras o la gestión de riesgos.

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RP

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

本次網路研討會將探討新冠肺炎變種的傳播和疫苗的接種情況如何影響了全球經濟的復甦以及改變了市場後續發展的格局。病毒變種導致疫情反覆肆虐全球已經對經濟造成結構性變化,而利率正是影響授信市場的關鍵指標。

Part of China Channel

気候リスク反映クレジット・PD推計ソリューション、ESG評価・エミッション・プロキシモデルの紹介

日本の皆様に向けて、気候リスク反映クレジット・PD推計ソリューション及びESG評価・エミッション・プロキシモデルのご紹介機会を設けました。東京オフィスのスペシャリスト小柳芳文がご紹介、ご説明させていただきます。ご参加の皆様からのご質問をお受けする時間も設けております。

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Part of Japan in Focus

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.

No events found.

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.

No events found.