Simulating a Stress Test of the Corporate Loan Portfolios of Australia's Largest Banks
In this webinar, David Hamilton presents the results of a simulated stress test of the corporate loan portfolios of Australia’s five largest banks (by asset size) conducted by Moody’s Analytics.
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No Surprises: Gaining Strategic Insight Through Stress Test SimulationSince 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. |
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A Simulated Stress Test of the Corporate Loan Portfolios of Australia's Largest BanksThis whitepaper discusses the findings of our simulation exercise to the corporate loan portfolios of Australia's five largest banks. |
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Identifying At-Risk Names in Your Credit Portfolio WebinarIdentifying At-Risk Names in Your Credit Portfolio |
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Best Buy Co., Inc.Through much of its history Best Buy was considered one of the most successful retail stores in the US. However, since 2010 the electronics retailer has faced business and financial challenges that are placing increasing pressure on its credit quality. |
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Shandong Helon Company Ltd.The EDF measure for Shandong Helon Co.'s has signaled a high level of default risk since the time of the financial crisis in 2008. In 2010 its EDF measure began to trend in a range suggesting heightened risk of default, and in June 2011 its EDF jumped from 2.6% to over 7%. Its EDF measure jumped again in April 2012 to over 10%. |
