In this webinar, Moody's Analytics experts revisit the CCAR 2015 scenarios, review industry results and discuss how to identify and quantify Systemic Risk.
Weekly Market Outlook: Stocks and High-Yield Performed Well Amid Prior Upturns by Treasury Bond Yields
How did financial markets fare during the four previous distinct upturns by Treasury bond yields since December 2008's Great Recession bottom for the 10-year Treasury yield?
Following the recessions of 1990-1991, 2001, and 2008-2009, the U.S. high-yield default rate peaked at June 1991's 12.3%, January 2002's 11.1%, and November 2009's 14.7%.
After a soft end to 2020 and a difficult start in 2021, the global economic recovery is projected to gain momentum in the coming year supported by the coronavirus vaccine rollout.
Markets now fret over the possibility that massive amounts of fiscal and monetary stimulus may damage future financial conditions and economic performance.
Following last week’s release of the Federal Reserve’s Comprehensive Capital Analysis and Review (CCAR) scenarios for 2021, join Mark Zandi and the Moody’s Analytics team as they discuss the CCAR scenarios.
Moody's Analytics' average expected default frequency metric of U.S./Canadian high-yield issuers, or high-yield EDF, recently sank to 2.36% for its lowest reading since the 2.35% of early October 2018.
Moody's Analytics & Raymond James In Conversation: The Year Ahead - Current Economic Outlook & Policy Update
Join us for the kick-off event in our webinar series: Moody’s Analytics & Raymond James in Conversation where we will discuss the outlook for the U.S. economy, policy under the Biden administration and its impact on banking / lending.
Industrial commodity prices have climbed higher in response to both an actual and anticipated firming of global industrial activity.
Despite the COVID-19 global recession, corporate bond issuance thrived in 2020.