December 2016

Market-leading risk professionals are using advanced data analytics to inform sound risk management decisions. Benchmark data can help financial institutions and corporations achieve a more holistic view of credit risk across multiple industries and regions.

Related Articles
Whitepaper

August 2018 U.S. Middle Market Risk Report

Private firm default rates have declined steadily during the past five years. At 1.4%, the rolling 12-month default rate is down 74% from its September 2009 peak of 5.2%. This trend has been driven primarily by a decline in the charge-off rate, now at its lowest level in ten years. In addition, the percentage of borrowers in non-accrual status has decreased 56% since September 2009. The number of borrowers rated “Substandard” has seen a steady increase since the first quarter of 2016, above pre-crisis levels, reflecting banks' cautious lending practices.

August 2018 Pdf Irina Korablev, Lin Moon, Stephanie Yu
Webinar-on-Demand

Applications of Alternative Data in Credit Decisioning

With an immense amount of available data generated worldwide within the last two years, the next evolution of banking analytics will include information from a variety of open and closed sources.

April 2018 WebPage Eric Bao, Irina Korablev, Rama Sankisa, Dr. Janet Zhao
Presentation

Applications of Alternative Data in Credit Decisioning

In this webinar, a panel of research and data scientist experts across Moody's Analytics discuss social data in probability of default modeling, closed and open data for location scoring, and text analytics for credit risk.

April 2018 Pdf Eric Bao, Irina Korablev, Rama Sankisa, Dr. Janet Zhao
Whitepaper

November 2017 U.S. Middle Market Risk Report

Private firm default rates have declined steadily during the past five years. At 1.5%, the rolling 12-month default rate is down 73% from its September 2009 peak of 5.3%. This trend has been driven primarily by a decline in the charge-off rate, now at its lowest level in the past ten years. In addition, the rate of borrowers in non-accrual status has decreased 53% since September 2009. Banks downgraded 17% of borrowers on their internal rating scales during the past year, compared to 15% in 2016.

November 2017 Pdf Lin Moon, Stephanie Yu, Irina Korablev
Webinar-on-Demand

Leveraging Industry Data for CECL Compliance

In this webinar, Irina Korablev, Senior Director and Deniz Tudor, Director will discuss various tools that can capture economic, loan-level, and cohort-level data across several asset classes, which can be used for forecasting credit losses and benchmarking internal models.

August 2017 WebPage Dr. Deniz Tudor, Irina Korablev
Presentation

Leveraging Industry Data for CECL Compliance Presentation Slides

In this presentation, Irina Korablev, Senior Director and Deniz Tudor, Director will discuss various tools that can capture economic, loan-level, and cohort-level data across several asset classes, which can be used for forecasting credit losses and benchmarking internal models.

August 2017 Pdf Dr. Deniz Tudor, Irina Korablev
Whitepaper

May 2017 U.S. Middle Market Risk Report

Report highlights include: Private firm default rates have declined steadily during the past five years. At 1.5%, the rolling 12-month default rate is down 73% from its September 2009 peak of 5.3%. This trend has been driven primarily by a decline in the charge-off rate, now at its lowest level in the past ten years. Banks downgraded 16% of borrowers on their internal rating scales during the past year, compared to 14% in 2015. Among the ten states showcasing the largest change in EDF levels during the past ten years, Oklahoma and New Mexico experienced significant increases.

May 2017 Pdf Stephanie Yu, Irina Korablev, Stafford Perkins, Lin Moon
Article

The Power of Credit Risk Benchmarking

Analyzing internal and publicly available financial data alongside supplemental data through a visualization tool enhances credit risk management practices for risk professionals.

January 2017 Pdf Grace Wang
Whitepaper

October 2016 U.S. Middle Market Risk Report

This semiannual report examines credit risk in the otherwise opaque U.S. private firm credit market. At 1.5%, the rolling 12-month default rate is down 73% from its September 2009 peak of 5.3%. This trend has been driven primarily by a decline in the charge-off rate, now at its lowest level in the past ten years. In addition, the rate of borrowers in non-accrual status has decreased 53% since September 2009. The number of borrowers rated “Substandard” has seen a steady increase since the first quarter of 2015, rising above pre-crisis levels, reflecting banks' cautious lending practices

October 2016 Pdf Irina Korablev, Stafford Perkins
Webinar-on-Demand

Exposing Actionable Insights in Credit Risk Management

Institutions are transforming their analytic capabilities to move beyond static reports that explain what happened in the past, to more modern analytics that can explain why an event occurred and what is likely to happen in the future.

October 2016 WebPage Mehna Raissi, Grace Wang, Paul Van Siclen
RESULTS 1 - 10 OF 23