Moody's Analytics Webinar: Topics@CreditEdge Navigating Choppy Markets: Focus on Asia

Tuesday, February 19, 2019 | 10:00 A.M. HKT

Since the Asia crisis, most countries in Asia have displayed a longer term secular trend of falling default risk. In the last twelve months, however, we have seen a significant uptick in equity market volatility in both the US and China, the world’s two largest economies by GDP. Rising credit risk is also apparent from these and other developments in both countries. A key question for investors is whether firms with lower levels of credit risk are likely to outperform during the next turn in the credit cycle. 

In this 1-hour webinar, our experts will present research showing that firms with high credit quality risk and high default risk have tended, on average, to systematically underperform their peers in multiple equity and bond markets spanning the US and Asia. We discuss the impact of shifting yield curves on CreditEdge factor-based strategies as well, and highlight the role of credit risk signals for early warning at the sector level. 

Speakers

  • Sam Malone, Director of CreditEdge Research
  • Yuki Choi, Associate Director

CreditEdge navigating choppy markets, focus on Asia