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    Weekly Market Outlook: Markets, Bankers and Analysts Differ on 2021's Default Rate

    The default research analysts at Moody's Investors Service have lowered their baseline estimates for the U.S. high-yield default rate.

    September 2020 Pdf John Lonski, Yukyung Choi, Barbara Teixeira Araujo, Michael Ferlez, Mark Zandi

    Weekly Market Outlook: Corporate Credit Mostly Unfazed by Equity Volatility

    The U.S. is now in high-season politically.

    September 2020 Pdf John Lonski, Yukyung Choi, Steven Shields, Mark Zandi

    Coronavirus (COVID-19): Credit Risk Impact on Commercial Real Estate Loan Portfolios (September 2020 Update)

    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.

    September 2020 Pdf Wenjing Wang, Junrong Liu, Arka Kundu, Dr. Jun Chen, Eric Bao

    Weekly Market Outlook: Record August for Bond Issuance May Aid Credit Quality

    In terms of US$-denominated supply, corporate bond issuance attained record highs for the month of August.

    September 2020 Pdf John Lonski, Yukyung Choi, Barbara Teixeira Araujo, Steven Shields, Mark Zandi

    CECL Q2 Results Amid COVID-19

    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.

    August 2020 WebPage Phillip Lai, Jeff Young

    Weekly Market Outlook: Fed Policy Shift Bodes Well for Corporate Credit

    On August 27, the Federal Open Market Committee updated its long-term goals and monetary policy strategy.

    August 2020 Pdf John Lonski, Yukyung Choi, Barbara Teixeira Araujo, Michael Ferlez, Mark Zandi

    AutoCycle Methodology: Australian Model

    This white paper lays out AutoCycle Australia, a forecasting methodology able to generate used-vehicle prices under a wide array of macroeconomic conditions.

    August 2020 Pdf Michael Brisson

    Weekly Market Outlook: Markets Avoid Great Recession's Calamities

    The issuance of US$-denominated high-yield bonds has already set a record-high for the month of August.

    August 2020 Pdf John Lonski, Yukyung Choi, Barbara Teixeira Araujo, Michael Ferlez, Mark Zandi

    Oil & Gas Sector in Danger: COVID-19 Pushed Chesapeake Energy into Bankruptcy

    This article analyzes the probability of default metrics for Chesapeake Energy as coronavirus-led demand destruction pushed the already-troubled shale explorer into bankruptcy.

    August 2020 WebPage Sakshi Garg, Dinesh Bacham

    Weekly Market Outlook: Liquidity Surge Hints of More Upside Surprises

    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.

    August 2020 Pdf John Lonski, Yukyung Choi, Michael Ferlez, Mark Zandi

    CECL Adoption and Q1 Results Amid COVID-19

    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.

    August 2020 WebPage Sam Rosenblum, Phillip Lai

    CECL Benchmark Q2 2020

    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.

    August 2020 WebPage Laurent Birade, Phillip Lai

    Moody's Analytics Data Alliance Project Finance Consortium Helps World Bank Group Achieve its Strategic Objectives

    The World Bank Group is an international financial institution that gives financial and technical assistance to developing countries.

    July 2020 WebPage

    Narrative Economic Scenarios as an Actuarial Risk Management Tool

    Narrative scenarios describing alternative “what-if” future states of the world can help insurers be better prepared for the next economic curveball.

    July 2020 Pdf Dr. Sohini Chowdhury

    Weekly Market Outlook: Unprecedented Stimulus Lessens the Blow from Real GDP's Record Dive

    As repeated many times by Fed Chairman Jerome Powell, COVID-19 is now the driving force behind U.S. business activity.

    July 2020 Pdf Yukyung Choi, Barbara Teixeira Araujo, John Lonski, Steven Shields, Mark Zandi

    Weekly Market Outlook: Ultra-Low Bond Yields Buoy Corporate Borrowing

    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.

    July 2020 Pdf John Lonski, Yukyung Choi, Barbara Teixeira Araujo, Ryan Sweet, Michael Ferlez

    COVID-19 Continues to Affect US Non-Agency RMBS

    Moody's Analytics review of July Non-Agency RMBS delinquency, credit, and forbearance trends.

    July 2020 Pdf Jacob Krayn, Brian Caddigan, Anton Lisnychyi

    Weekly Market Outlook: Financial Markets Bet on More Fiscal and Monetary Stimulus

    June's retail sales showed an economy on the mend.

    July 2020 Pdf John Lonski, Yukyung Choi, Barbara Teixeira Araujo, Michael Ferlez, Bernard Yaros

    A Perfect Storm Blows Australian Wholesale Used-Vehicle Prices Sky-High

    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.

    July 2020 Pdf Moody's Analytics

    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

    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

    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

    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

    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
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