Measuring Systemic Risk in the SE Asia Financial System
In this webinar, Moody’s Analytics combines the techniques of network analysis with the richness of Moody’s CreditEdge™ platform to compute systemic risk measures spanning the last 20 years for five major southeast Asian economies.
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EDF-X At A Glance
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Holiday Prep: Can Home Furnishers Outshine Increasing Credit Risk?
Using forward-looking credit risk signals and actionable insights from the Early Warning System in the EDF-X solution, we capture the earliest signs of credit deterioration for Bed Bath & Beyond beginning in October 2018.
Credit Risk and Bond Spreads
This article undertakes a thorough exploration of the dynamic relationships linking credit risk and bond spreads. Credit metrics help forecast absolute spreads and relative bond returns.
Moody's Analytics EDF-Based Bond Valuation Model Version 2.0
This paper gives an overview of the Moody’s Analytics model of bonds' Fair Value Spread and Alpha Factor.
Taking the Temperature of the Impact of COVID-19 on Corporate Credit Risk in Southeast Asia
A new study from Moody's Analytics uses a quantitative Expected Default Frequency (EDF) model to assess the impact of the pandemic on corporate credit risk in Southeast Asia.
Evaluando el Riesgo de Crédito bajo el Coronavirus (COVID-19)
En este seminario web, utilizaremos las métricas EDF de Moody’s Analytics para evaluar el impacto que COVID-19 ha tenido hasta ahora en el riesgo de crédito.
The coronavirus (COVID-19) pandemic: Assessing the impact on corporate credit risk
As COVID-19 spreads globally, fear and uncertainty are rising, roiling financial markets and pushing the global economy towards recession. This report uses Moody’s Analytics CreditEdge™ public-firm EDF™ (Expected Default Frequency) metrics to assess the impact that the coronavirus has had so far on credit risk.
The COVID-19 Pandemic: Assessing the Impact on Corporate Credit Risk
In this webinar, we will use Moody’s Analytics EDF metrics to assess the impact COVID-19 has had so far on corporate credit risk.
