Measuring Systemic Risk in southeast Asia

By David Hamilton, Dr. Samuel W. Malone

June 2015

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.


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. Malone, Yukyung 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 Choi, Dr. Samuel W. Malone
Presentation Topics@CreditEdge: Navigating Choppy Markets Topics@CreditEdge: Navigating Choppy Markets December 2018 Pdf Yukyung Choi, Dr. 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 Choi, Dr. 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 Hamilton, Glenn 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
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

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