Featured Product

    Moody's Analytics Insights

    Moody's Analytics Insights

    Article
    illuminated charts and graphs

    Dealing With Fallen Angel Risk

    Highly Commended for Best Fixed Income Paper in the 2019 Savvy Investor Awards, this paper tests the early warning power of the CreditEdge Deterioration Probability (DP) metric for Fallen Angel downgrades.

    Whitepaper

    Company AA Displayed Increasing Default Risk Starting Late-2015

    Company AA, a U.S.-based transportation company, defaulted in August, 2018. The Moody's Analytics EDF™ (Expected Default Frequency) metric and Early Warning Toolkit highlighted the company's rising default risk 33 months before default. This case study details how the EDF measure and Early Warning Toolkit can assess risk.

    Whitepaper
    Business building architecture on sky background

    Conalvias Construcciones S.A.S. Displayed Increasing Default Risk Starting 18 Months Prior to Default

    Conalvias Construcciones S.A.S., a Colombian construction company, was unable to meet its debt payments. Moody's Analytics EDF™ (Expected Default Frequency) metric and Early Warning Toolkit highlighted the company's default risk 18 months before default. This case study shows how to use these tools to assess risk.

    Whitepaper

    RiskCalc United States Stressed EDF and LGD Model Approach v3.0

    We have developed an upgraded stress testing model that can be applied to any internal rating framework and is compatible with the RiskCalc™ U.S. 4.0 Corporate, REO, Dealership, and NFP models. This paper presents the updated PD model that incorporates new data and more sectors.

    Article
    illuminated charts and graphs

    Household Credit Conditions Never Better

    More than a decade after the financial crisis that was caused in significant part by debt-burdened households, there is no indication that household debt will be at the center of the next economic recession.

    Article
    Webinar

    NIIF9- Escenarios Macroeconómicos en el Cálculo de Pérdidas Esperadas

    Únase a nosotros para examinar los desafíos de cumplir con las normas contables NIIF 9, un año después de su implementación.

    Webinar-on-Demand
    Business and financial report

    Effectively Preparing for the EBA's New Definition of Default

    The EBA has set a new standard for the definition of default which will require banks to make significant adjustments to their measures, models and processes by 31 December 2020.

    Presentation

    Industry Data and Calibration Options - CUNA 2019 Current Expected Credit Loss (CECL) eSchool

    Industry data can be leveraged for CECL when lender-specific data is not complete.

    Whitepaper
    landing-architecture-futuristic

    Chartis Research | Moody's Analytics Model Validation Vendor Analysis Report

    Moody's Analytics is named a Category Leader in this report that assesses 10 leading vendors of model validation solutions and is recognized for offering best-in-class capabilities in all seven categories, including data, input, model analytics/pricing, and suitability.

    Whitepaper
    landing-architecture-futuristic

    Chartis Research | Moody's Analytics Model Validation Vendor Analysis Report

    Moody's Analytics is named a Category Leader in this report that assesses 10 leading vendors of model validation solutions and is recognized for offering best-in-class capabilities in all seven categories, including data, input, model analytics/pricing, and suitability.

    Webinar-on-Demand

    Beyond Compliance: Extending the Value of Risk Insights

    The risk function has emerged as an important strategic decision-making partner for critical functions such as business development, finance, operations, and technology.