Moody's Analytics Articles
The default research analysts at Moody's Investors Service have lowered their baseline estimates for the U.S. high-yield default rate.
The U.S. is now in high-season politically.
As an update, this study continues to monitor COVID-19's impact on the credit risk of financial institutions' commercial real estate (CRE) loan portfolios under latest baseline and Fed scenarios.
In terms of US$-denominated supply, corporate bond issuance attained record highs for the month of August.
As US financial institutions have filed their CECL estimates in Q2 2020, we have compiled results from banks that have adopted CECL to inform you of the various impacts primarily due to the continued economic deterioration from COVID-19.
On August 27, the Federal Open Market Committee updated its long-term goals and monetary policy strategy.
This white paper lays out AutoCycle Australia, a forecasting methodology able to generate used-vehicle prices under a wide array of macroeconomic conditions.
The issuance of US$-denominated high-yield bonds has already set a record-high for the month of August.
This article analyzes the probability of default metrics for Chesapeake Energy as coronavirus-led demand destruction pushed the already-troubled shale explorer into bankruptcy.
The market value of U.S. common stock now approaches its February 19, 2020 zenith amid the sense that the U.S. is learning to better cope with its COVID-19 handicap.
As US financial institutions have disclosed their CECL estimates in Q1 2020, we have compiled results
from a select number of firms to inform you of the various impacts due to the adoption of CECL and
the subsequent economic downturn from COVID-19.
In this paper, we provide an update to the previously published research on our triangulation framework and how the set of banks in our select peer group performed relative to expectations of increased reserve build.
The World Bank Group is an international financial institution that gives financial and technical assistance to developing countries.
Narrative scenarios describing alternative “what-if” future states of the world can help insurers be better prepared for the next economic curveball.
As repeated many times by Fed Chairman Jerome Powell, COVID-19 is now the driving force behind U.S. business activity.
The incredible rally in corporate credit continues. On Wednesday, the Bloomberg/Barclays corporate bond yields fell to a record low of 1.90% for investment-grade and a non-recessionary 5.55% for high yield.
Moody's Analytics review of July Non-Agency RMBS delinquency, credit, and forbearance trends.
June's retail sales showed an economy on the mend.
Wholesale used-vehicle prices rose to all-time highs across Australia in June. Following a record-breaking monthly increase in May, June doubled down on the historic gains.
Recent equity market volatility stems from shifting views regarding whether current and future upturns by COVID-19 will prove manageable.
In this paper, we outline the potential benefits of an expanded employee retention program.
This paper discusses how different economic impacts from the crisis could quantitatively be incorporated into allowance models today as an overlay. Our aim is to provide some insight into how institutions are tackling this challenge.
Default case study on Virgin Australia as the coronavirus disruption pushes the loss-making airline into bankruptcy
This paper explores how the US Auto ABS market has responded to the crisis through the elevated use of loan extensions by analyzing available auto loan-level data through Moody's Analytics DataViewer.
In this paper, we set out to triangulate on a reasonable range of reserves for the Current Expected Credit Loss (CECL). This methodology can be highly useful in times of uncertainty.
Moody's Analytics has developed cohesive scenario generation solutions to support its clients. These range from helping firms assess group-wide economic and regulatory capital, to developing capital management strategies, and pricing complex embedded guarantees and options.
Moody's Analytics suite of credit-scoring models and solutions address wholesale market needs from small businesses to large private and public companies, as well as commercial real estate, insurers, financial institutions and project finance.
For enterprise-wide stress-testing and the specific challenges of credit stress-testing, Moody's Analytics offers a suite of applications, plus asset class-specific loss estimation models and forward-looking macroeconomic scenarios.
The expected credit loss (ECL) and impairment calculation and analysis required by International Financial Reporting Standard (IFRS) 9 present a number of challenges in terms of having the right parameters, models, and platform.
PFaroeDB from RiskFirst – a Moody's Analytics company – enables pension plans, their advisers and managers to evaluate risk from multiple perspectives and perform real-time scenario stress-testing.