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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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.
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.
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.
Preparing for Defaults in China's Corporate Credit Market
In this webinar Moody’s Analytics discuss the Marco-economic and credit market conditions likely to affect the future risk of default for Chinese companies; way to measure and manage the default risk of Chinese firms, and strategies for early detection of default risk.
A Simulated Stress Test of the Corporate Loan Portfolios of Australia's Largest Banks
This whitepaper discusses the findings of our simulation exercise to the corporate loan portfolios of Australia's five largest banks.
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.
Measuring Systemic Risk in the Southeast Asian Financial System
This article looks back at the Asian financial crisis of 1997-1998 and applies new methods of measuring systemic risk and pinpointing weaknesses, which can be used by today’s financial institutions and regulators.
Identifying At-Risk Names in Your Credit Portfolio Webinar
Identifying At-Risk Names in Your Credit Portfolio
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.
