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October 2013

Identifying At-Risk Names in Your Credit Portfolio

Related Insights
Webinar-on-Demand

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
Webinar-on-Demand

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
Whitepaper

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
Webinar-on-Demand

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
Webinar-on-Demand

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 HamiltonDr. Samuel W. Malone
Article

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.

Whitepaper

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
Whitepaper

Sharp Corporation EDF Case Study

Earlier this year Sharp's EDF measure began to trend in a range suggesting very heightened risk of default, rising from 1.21% In January 2012, to 20.85% as of November 15, 2012. The firm's weak liquidity, substantial operating losses, and heightened EDF measure – equivalent to a Ca implied rating – indicates that the likelihood of a credit event in the near future remains high.

November 2012 Pdf Irina Makarova
Whitepaper

Best Buy Co., Inc.

Through much of its history Best Buy was considered one of the most successful retail stores in the US. However, since 2010 the electronics retailer has faced business and financial challenges that are placing increasing pressure on its credit quality.

October 2012 Pdf David Hamilton, Irina Makarova
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