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    Simulating a Stress Test of the Corporate Loan Portfolios of Australia's Largest Banks

    March 2016

    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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    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.

    November 2018 WebPage David HamiltonGlenn Levine

    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.

    December 2016 WebPage David Hamilton

    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.

    August 2016 WebPage David HamiltonGlenn Levine, Irina Baron

    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.

    March 2016 Pdf Danielle Ferry, David HamiltonGlenn Levine

    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.

    June 2015 WebPage David HamiltonDr. Samuel W. Malone

    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

    October 2013 WebPage David Hamilton, Irina Makarova

    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.

    October 2012 Pdf David Hamilton, Irina Makarova

    Research in Motion Ltd.

    RIM does not have traded bonds or CDS from which to observe credit spreads, and is not rated by Moody's Investors Service. However, Moody's Analytics' public EDF measure effectively captures and quantifies changes in the company's credit risk.

    June 2012 Pdf Irina Makarova, David Hamilton

    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%.

    May 2012 Pdf David Hamilton, Irina Makarova
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