Featured Product

    Glenn Levine

    Glenn Levine is an Associate Director focusing on capital markets research. He provides support for the EDF product suite and is the lead researcher for Stressed EDF.

    Prior to his current role, he was a Senior Economist in the Economics and Consumer Credit division based in Sydney, Australia. He holds an MS from the London School of Economics and a bachelor’s degree from the University of New South Wales.

    Published Work
    Presentation

    Lifetime Expected Credit Loss Modeling Presentation Slides

    In this presentation, learn more about ECL quantification tools to support CECL implementation across all major asset classes, including dual-risk rating models (PD/LGD), credit cycle adjustment and scenario conditioning models, segment-level loss rate models and discounted cash flow (DCF) and non-DCF methodologies.

    September 2017
    Webinar-on-Demand

    Lifetime Expected Credit Loss Modeling

    In this webinar, David Fieldhouse, Director in Consumer Credit Analytics and Glenn Levine, Associate Director within the Capital Markets Research Group provide an overview of ECL quantification tools Moody's Analytics offers to support CECL implementation across all major asset classes.

    September 2017
    Webinar-on-Demand

    Preparing for Defaults in China's Corporate Credit Market

    In this webinar Moody's Analytics discuss the Marco-economic and credit market conditions likely to affect the future risk of default for Chinese companies; way to measure and manage the default risk of Chinese firms, and strategies for early detection of default risk.

    August 2016
    Article

    Probability-Weighted Outcomes Under IFRS 9: A Macroeconomic Approach

    In this article, we discuss development of a framework that addresses the forward-looking and probability-weighted aspects of IFRS 9 impairment calculation using macroeconomic forecasts. In it, we address questions around the practical use of alternative scenarios and their probabilities.

    June 2016
    Whitepaper

    A Simulated Stress Test of the Corporate Loan Portfolios of Australia's Largest Banks

    This whitepaper discusses the findings of our simulation exercise to the corporate loan portfolios of Australia's five largest banks.

    March 2016