Moody's Analytics Articles
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.
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.
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.
Default case study on Virgin Australia as the coronavirus disruption pushes the loss-making airline into bankruptcy
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.
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.
At Moody's Analytics, our great strength is the breadth of capabilities and expertise we make available to our customers.
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.
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.
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.
More than anything else, the unknown course of COVID-19 remains the biggest threat to the business outlook.
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.
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.
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.
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.
Managing KYC risk assessment in a sea of increasingly complex data sets calls for smart automated solutions to manage alerts
Data has never been more essential to making informed decisions, particularly in private markets where internal data at financial institutions is typically thin.
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.
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.
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.
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.
Expectations of an unfolding upswing by business activity from a miserable April have lifted financial markets.
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.
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.