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.

Related Articles
Article

Dealing With Fallen Angel Risk

We test the early warning power of the CreditEdge Deterioration Probability (DP) metric for Fallen Angel downgrades.

Webinar-on-Demand

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.

February 2019 WebPage Dr. Samuel W. MaloneYukyung Choi

Topics@CreditEdge Webinar – Navigating Choppy Markets: Safety-First Equity Strategies Based on Credit Risk Signals

Join us as our experts discuss the use of credit risk measures in evaluating firms to determine tendencies in performance in comparison to their peers in the S&P 500 universe.

December 05, 2018 WebPage Yukyung ChoiDr. Samuel W. Malone
Presentation

Topics@CreditEdge: Navigating Choppy Markets

Topics@CreditEdge: Navigating Choppy Markets

December 2018 Pdf Yukyung ChoiDr. Samuel W. Malone
Webinar-on-Demand

Topics@CreditEdge: Navigating Choppy Markets

Our subject matter experts discuss the use of credit risk measures in evaluating firms to determine tendencies in performance in comparison to their peers in the S&P 500 universe.

December 2018 WebPage Yukyung ChoiDr. Samuel W. Malone
Webinar-on-Demand

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
Article

The Deterioration Probability - At a Glance

The Deterioration Probability - At a Glance

March 2018 Pdf Dr. Samuel W. Malone
Article

The Deterioration Probability Methodology

The Deterioration Probability Methodology

March 2018 Pdf Dr. Samuel W. Malone
Article

Stressed Realized LGDs: Forecasting Recovery Rates under Alternative Macroeconomic Scenarios

This article proposes a method of modeling realized losses given default (LGDs) as a function of macroeconomic drivers for stress testing purposes.

October 2017 WebPage Dr. Samuel W. Malone, Dr. Martin A. Wurm
Article

Modeling Stressed LGDs for Macroeconomic Scenarios

In this article, we model stressed LGDs as a function of macroeconomic drivers and find that LGDs sometimes lead PDs by several months during crisis periods.

July 2017 WebPage Dr. Samuel W. Malone, Dr. Martin A. Wurm
RESULTS 1 - 10 OF 28