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    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.

    Related Articles
    Whitepaper

    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.

    September 2020 Pdf Dr. Samuel W. MaloneYukyung Choi
    Solution Page

    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.

    August 2020 WebPage David Hamilton
    Article

    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.

    May 2020 Pdf David Hamilton
    Webinar-on-Demand

    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.

    April 2020 WebPage Dr. Samuel W. Malone
    Whitepaper

    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.

    Webinar-on-Demand

    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.

    Article

    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.

    February 2020 Pdf Dr. Samuel W. MaloneYukyung Choi
    Webinar-on-Demand

    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.

    December 2019 WebPage Moody's Analytics, Dr. Samuel W. Malone
    Webinar-on-Demand

    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).

    June 2019 WebPage Yukyung ChoiDr. Samuel W. Malone
    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
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