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

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.

Australia: Managing Credit Risk after COVID-19

The COVID-19 pandemic crisis has triggered an extraordinary challenge for different parts of the economy and it is apparent that various sectors were impacted to various degrees. With the vaccination roll out on the horizon, having the right set of data, models and strategies to sufficiently distinguish the risk across industries on an efficient and timely manner is more important than ever.

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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