As the economy looks to recover from the pandemic, we look at how to quickly and accurately forecast loss expectations, considering how macroeconomic conditions in the UK could differ over the coming years.
 

Climate change, environmental degradation and their related effects are some of the greatest challenges facing Europe and the world today.

In this webinar, Ryan Sweet, Moody’s Analytics Senior Director of Economic Research and co-presenter on the “Inside Economics” podcast, will provide actionable insights to help you better manage your credit portfolio during this uncertain time.

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.

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.

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

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.

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.