Associate Director, Senior Research Analyst
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.
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.
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.
Brexit Fallout: Using Scenario Analysis and a Systemic Risk Approach to Assess Corporate Credit Risk
The June 23rd referendum, in which UK voters chose to leave the European Union, has fanned financial volatility and may precipitate a recession in the UK economy. The updated economic and financial outlook has implications for corporate credit risk.
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.
Angang Steel is one of China's largest steel producers, but in recent times slower economic growth, coupled with elevated steel production, have put downward pressure on prices and revenues.
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.
This whitepaper discusses the findings of our simulation exercise to the corporate loan portfolios of Australia's five largest banks.