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    Identifying At-Risk Names in Your Credit Portfolio Webinar

    October 2013

    Identifying At-Risk Names in Your Credit Portfolio

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    Early Warning System

    Moody's Analytics Early Warning System helps streamline the portfolio management process. It empowers users to make better, faster credit decisions with a new suite of metrics, tools, and analytics.

    August 2020 WebPage David Hamilton

    Taking the Temperature of the Impact of COVID-19 on Corporate Credit Risk in Southeast Asia

    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.

    May 2020 Pdf David Hamilton

    Moody's Analytics Webinar: Preparing for a turn in the Chinese credit cycle

    China’s corporate credit market has grown rapidly in recent years as both a cause and effect of its growing economy.

    November 2018 WebPage David HamiltonGlenn Levine

    No Surprises: Gaining Strategic Insight Through Stress Test Simulation

    Since the global financial crisis, bank stress testing has become an essential part of regulators’ toolkits for monitoring and maintaining financial stability. Anticipating the results of a formal stress test through simulation can enhance a bank's internal risk management as well as provide strategic business insight.

    December 2016 WebPage David Hamilton

    Preparing for Defaults in China's Corporate Credit Market

    In this webinar Moody’s Analytics discuss the Marco-economic and credit market conditions likely to affect the future risk of default for Chinese companies; way to measure and manage the default risk of Chinese firms, and strategies for early detection of default risk.

    August 2016 WebPage David HamiltonGlenn Levine, Irina Baron

    A Simulated Stress Test of the Corporate Loan Portfolios of Australia's Largest Banks

    This whitepaper discusses the findings of our simulation exercise to the corporate loan portfolios of Australia's five largest banks.

    March 2016 Pdf Danielle Ferry, David HamiltonGlenn Levine

    Simulating a Stress Test of the Corporate Loan Portfolios of Australia's Largest Banks

    In this webinar, David Hamilton presents the results of a simulated stress test of the corporate loan portfolios of Australia’s five largest banks (by asset size) conducted by Moody’s Analytics.

    March 2016 WebPage David Hamilton

    Measuring Systemic Risk in the SE Asia Financial System

    In this webinar, Moody’s Analytics combines the techniques of network analysis with the richness of Moody’s CreditEdge™ platform to compute systemic risk measures spanning the last 20 years for five major southeast Asian economies.

    June 2015 WebPage David Hamilton, Dr. Samuel W. Malone

    Measuring Systemic Risk in the Southeast Asian Financial System

    This article looks back at the Asian financial crisis of 1997-1998 and applies new methods of measuring systemic risk and pinpointing weaknesses, which can be used by today’s financial institutions and regulators.

    May 2015 WebPage David Hamilton, Dr. Tony Hughes, Dr. Samuel W. Malone

    Case Study: Olam International Limited

    Olam's probability of default has jumped significantly since the start of year, from 0.2% to its current level of 1.17%, suggesting heightened risk of a credit event. The firm's low margins, increasing debt levels to fund agricultural investments, liquidity concerns, and a deteriorating market capitalization, all indicate that the firm's probability of a credit event has increased. The firm's EDF measure has underperformed its industry peer group, which according to Moody's Analytics' research is an early warning signal of default risk.

    December 2012 Pdf Irina Makarova
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