Assessing the 2016 PRA Stress-Test Scenarios
In this webinar examine the supervisory scenarios published by the Prudential Regulation Authority to help you better understand and prepare for this year’s stress-testing exercise.
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The current economic conditions couldn’t be more challenging for UK corporates. A mere eight months have passed since the government lifted all COVID-related restrictions. Britain then entered into a period of inflation, accelerated by the Russia-Ukraine military conflict.
The ECB 2022 Climate Stress Test: Location Matters for Dutch Mortgages
The ECB released a scenario-based framework for climate stress testing across Europe in early 2022. In this analysis, we examine the effect of the climate scenarios on Dutch mortgages using Moody’s Mortgage Portfolio Analyzer and Moody’s location-specific ESG scores.
Climate-Adjusted Risk Metrics for UK Mortgage Portfolios
Monetary authorities have started requesting financial institutions account for changes in credit risk due to climate change. We combine an acute climate event with a chronic, physical risk climate change scenario and analyze the impact on credit risk losses for UK residential mortgages via Portfolio Analyzer.
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We assess the impact of the COVID-19 pandemic on a representative U.K. mortgage portfolio.
Climate Risk Macroeconomic Forecasting - Executive Summary
This paper describes Moody's Analytics approach to generating climate risk scenarios.
Continued Stress of the UK Mortgage Market
We use the UK Mortgage Portfolio Analyzer to assess the adverse economic impact from of the global pandemic on a representative portfolio of the UK mortgages.
Europe Economic Outlook: April 2020
The COVID-19 virus continues to spread and the economic damage is mounting.
Europe Economic Outlook: April 2020
With the rapid deterioration in the global economy as a result of the COVID-19 pandemic, Moody's Analytics presents an update to our economic outlook for Europe.