In this webinar, Moody's Analytics experts revisit the CCAR 2015 scenarios, review industry results and discuss how to identify and quantify Systemic Risk.
The default research analysts at Moody's Investors Service have lowered their baseline estimates for the U.S. high-yield default rate.
The U.S. is now in high-season politically.
This article undertakes a thorough exploration of the dynamic relationships linking credit risk and bond spreads. Credit metrics help forecast absolute spreads and relative bond returns.
In terms of US$-denominated supply, corporate bond issuance attained record highs for the month of August.
We’re coming up on six months since COVID-19 turned the world upside down. We are adjusting; however, few things feel normal.
On August 27, the Federal Open Market Committee updated its long-term goals and monetary policy strategy.
In this webinar, we will identify the areas of the country that are best- and worst-positioned in the coming months and years; discuss various themes, trends, and risks that inform our outlook for different regions; and explore what the data are telling us about what is happening in real time.
As the world grapples with the tragic loss of human lives, and as scientists work toward understanding how to flatten the curve of COVID-19 spread, economists are struggling to measure its potentially profound impact on economic activity as markets attempt to find their footing.
The issuance of US$-denominated high-yield bonds has already set a record-high for the month of August.
The market value of U.S. common stock now approaches its February 19, 2020 zenith amid the sense that the U.S. is learning to better cope with its COVID-19 handicap.