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    Weekly Market Outlook: Record-High Savings Rate and Ample Liquidity May Fund an Upside Surprise

    Recent equity market volatility stems from shifting views regarding whether current and future upturns by COVID-19 will prove manageable.

    July 2020 Pdf John Lonski, Yukyung Choi, Michael Ferlez, Adam Kamins

    Protecting Workers and Businesses in the COVID Crisis

    In this paper, we outline the potential benefits of an expanded employee retention program.

    July 2020 Pdf Mark Zandi

    Adjusting Your Allowance Framework for COVID-19 and Related Stimulus Programs

    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.

    June 2020 WebPage Alex Cannon, Ian McCready

    CECL Build – Is it Enough?

    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.

    June 2020 Pdf Laurent Birade, Phillip Lai

    Recent Loan-Level Data Exposes the Prevalence of Extensions in Auto ABS

    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.

    June 2020 Pdf Martin Webb, Henry Acosta, Nicole Lawrence

    COVID-19 Disruption Pushes Virgin Australia Into Administration

    Default case study on Virgin Australia as the coronavirus disruption pushes the loss-making airline into bankruptcy

    June 2020 WebPage Trilok Goyal, Dinesh Bacham

    Moody's Analytics Wins ESG Software of the Year

    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.

    June 2020 WebPage

    Wholesale Credit Modelling Software of the Year & Credit Data Provider of the Year

    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.

    June 2020 WebPage

    Enterprise-Wide Stress-Testing Product of the Year & Credit Stress-Testing Product of the Year

    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.

    June 2020 WebPage

    IFRS 9 Enterprise Solution of the Year & IFRS 9 ECL Modelling Solution of the Year

    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.

    June 2020 WebPage

    Life and Pensions ALM System of the Year - RiskFirst

    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.

    June 2020 WebPage

    Weekly Market Outlook: Unprecedented Demographic Change Will Shape Credit Markets Through 2030

    Even without COVID-19, long-term prospects for U.S. economic growth fell considerably short of what held during the second half of the 20th century.

    June 2020 Pdf John Lonski, Yukyung Choi, Barbara Teixeira Araujo, Dan White, Ryan Sweet, Michael Ferlez

    Moody's Analytics: Innovation Through Integration

    At Moody's Analytics, our great strength is the breadth of capabilities and expertise we make available to our customers.

    June 2020 WebPage

    Moody's Analytics Wins Actuarial Modelling Solution of the Year

    Moody's Analytics AXIS solution has grown steadily in North America over 30 years and 2019 was no exception, reflecting the strength of the company's analytics team in software design and development.

    June 2020 WebPage

    Securitization Technology Provider of the Year: Moody's Analytics

    Moody's Analytics (sister company of credit rating agency Moody's Investors Service) offers go-to platforms for the structured finance market and is continually developing new technology to organise and broadcast that deep data set.

    June 2020 WebPage

    COVID-19 Shutdown Pushes J.C. Penney Into Bankruptcy

    Default study on the bankruptcy of an 118-year-old departmental chain following a decade-long decline, as the COVID-19-led slowdown continues to bankrupt already-vulnerable retailers.

    June 2020 WebPage Trilok Goyal, Dinesh Bacham

    Weekly Market Outlook: Net High-Yield Downgrades Drop from Dreadful Readings of March and April

    More than anything else, the unknown course of COVID-19 remains the biggest threat to the business outlook.

    June 2020 Pdf John Lonski, Yukyung Choi, Barbara Teixeira Araujo, Kwame Donaldson, Michael Ferlez, Ryan Sweet

    Managing the Risk Multiverse with Scenarios: How to Be Better Prepared for the Next Pandemic

    For the risk manager, to help determine whether the business is being run the right way, it's time to consider our existing approaches to managing and mitigating risk.

    June 2020 Pdf Cristian deRitis

    Weekly Market Outlook: Long Stay by Low Rates Fuels Corporate Debt and Equity Rallies

    According to a consensus estimate compiled by FactSet, the composite earnings per share (EPS) of the S&P 500's member companies is likely to plunge by 43% year-to-year.

    June 2020 Pdf John Lonski, Yukyung Choi, Barbara Teixeira Araujo, Steven Shields, Ryan Sweet

    Wholesale Used-Vehicle Price Report: 2020Q1

    Near-term prospects are not favorable for the wholesale used-vehicle market. Prices will plummet in the second quarter and stay low for the remainder of the year.

    May 2020 Pdf Authors

    Weekly Market Outlook: Record-Fast Money Growth Eases Market Anxiety

    Ongoing rallies by both the equity and corporate bond markets assume that any forthcoming rise by financial distress among businesses, households, as well as state and local governments, will be manageable.

    May 2020 Pdf John Lonski, Yukyung Choi, Barbara Teixeira Araujo, Ryan Sweet, Steven Shields

    Addressing Heightened KYC Risk with Data and Automation

    Managing KYC risk assessment in a sea of increasingly complex data sets calls for smart automated solutions to manage alerts

    May 2020 WebPage

    Navigating Private Credit Markets Risks with Better Data

    Data has never been more essential to making informed decisions, particularly in private markets where internal data at financial institutions is typically thin.

    May 2020 WebPage

    Examining Infrastructure as an Asset Class

    Project Finance is a well-managed asset class, with a low default portfolio. It consists of loans with higher risk in the early years and lower risk as the loans season. The Project Finance and Infrastructure industry has seen key changes recently.

    May 2020 WebPage Kevin Kelhoffer

    Weekly Market Outlook: Default Outlook: Markets Appear Less Worried than Credit Analysts

    As inferred from May-to-date's average 2.56-million initial state jobless claims per week, another outsized shrinkage of payrolls is likely following the loss of 881,000 jobs in March and the mind-boggling disappearance of 20.54-million jobs in April.

    May 2020 Pdf John Lonski, Yukyung Choi, Barbara Teixeira Araujo, Ryan Sweet, Dan White, Steven Shields

    Weekly Market Outlook: High Technology Is North America's Biggest Corporate Borrower

    Across all rating categories, the recent $7.830 trillion of nonfinancial-corporate debt of North American nonfinancial companies rated by Moody's Investors Service was divided among $5.994 trillion of outstanding corporate bonds, $1.392 trillion of outstanding loans, and $444 billion of revolving credit facilities.

    May 2020 Pdf John Lonski, Yukyung Choi, Barbara Teixeira Araujo, Dante DeAntonio, Michael Ferlez, Ryan Sweet

    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.

    May 2020 Pdf David Hamilton

    Weekly Market Outlook: Troubling Default Outlook Warns Against Complacency

    Expectations of an unfolding upswing by business activity from a miserable April have lifted financial markets.

    May 2020 Pdf John Lonski, Yukyung Choi, Barbara Teixeira Araujo, Dante DeAntonio, Michael Ferlez

    Moody's Analytics Wins Seven Categories at Chartis RiskTech100® 2020

    As winner of seven category awards and placing fourth overall in the RiskTech100 ® 2020 rankings, Moody's Analytics continues to assert itself at the forefront of risk management with its technology solutions.

    May 2020 WebPage

    Housing could spur the nation's recovery from a crisis

    Every crisis is unique and the dynamics at play in each is different. That's true of the coronavirus pandemic - the nightmare scenario of a health care emergency accompanied by entire industries shutting down globally.

    May 2020 Pdf Cristian deRitis
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