Moody's Analytics Webinar: Using quantitative measures for portfolio credit screening in CLO’s

Fill in the form to listen to our specialists Steve Kidd, Associate Director of Credit Modeling and Alan Packman, Director of Structured Finance talk to the process of using quantitative measures for portfolio credit screening in collateralized loan obligation (CLO) markets. 

In this webinar they cover the following key areas:

  • Moody’s Quantitative Models - CreditEdge & RiskCalc
  • Using quantitative tools for screening
  • Early Warning Default Case Study: GulfMark Offshore Inc.
  • EDFs within CLOs
  • Leveraging loan-level EDF’s to forecast CLO Cashflows and ECL’s

Speakers: 
Steve Kidd, Associate Director, Solutions Specialist, Moody's Analytics
Alan Packman, Director, Structured Analytics, Moody's Analytics

Questions? Email: MA-Webinars@moodys.com