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.
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Credit Risk and Bond Spreads
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.
Early Warning System
The Moody's Analytics Early Warning System (EWS) provides an efficient and streamlined way to manage your portfolio risk and quickly identify at-risk counterparties in your portfolio.
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.
Evaluando el Riesgo de Crédito bajo el Coronavirus (COVID-19)
En este seminario web, utilizaremos las métricas EDF de Moody’s Analytics para evaluar el impacto que COVID-19 ha tenido hasta ahora en el riesgo de crédito.
The coronavirus (COVID-19) pandemic: Assessing the impact on corporate credit risk
As COVID-19 spreads globally, fear and uncertainty are rising, roiling financial markets and pushing the global economy towards recession. This report uses Moody’s Analytics CreditEdge™ public-firm EDF™ (Expected Default Frequency) metrics to assess the impact that the coronavirus has had so far on credit risk.
The COVID-19 Pandemic: Assessing the Impact on Corporate Credit Risk
In this webinar, we will use Moody’s Analytics EDF metrics to assess the impact COVID-19 has had so far on corporate credit risk.
Dealing With Fallen Angel Risk
Highly Commended for Best Fixed Income Paper in the 2019 Savvy Investor Awards, this paper tests the early warning power of the CreditEdge Deterioration Probability (DP) metric for Fallen Angel downgrades.
Moody's Analytics Webinar: Environmental, Social & Governance and Credit Risk Ideas for Fixed Income Investors
Fixed income and equity investors face growing pressure to measure and monitor the ESG risk of their portfolios.
Moody's Analytics Webinar: Topics@CreditEdge – Dealing With Fallen Angel Risk
Fallen Angel risk results from the possibility and price impact of bond downgrades from investment grade (IG) into high yield (HY).
Moody's Analytics Webinar: Topics@CreditEdge Navigating Choppy Markets - Focus on Asia
Since the Asia crisis, most countries in Asia have displayed a longer term secular trend of falling default risk.
