Data Visualization for Improved Credit Analytics and New Portfolio Insight
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
Pre-COVID-19 Health of Small Businesses
This article examines the financial health of small businesses prior to COVID-19 based on a unique dataset covering the last 20 years.
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.
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.
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.
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.
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.
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.
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.
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.
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
