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    Lifetime Expected Credit Loss Modeling

    In this webinar, David Fieldhouse, Director in Consumer Credit Analytics and Glenn Levine, Associate Director within the Capital Markets Research Group provide an overview of ECL quantification tools Moody’s Analytics offers to support CECL implementation across all major asset classes.

    Successful implementation of CECL requires understanding the impact of the accounting standard on provisions. Identifying the appropriate methodologies to incorporate the forward-looking information and life-of-loan horizon required represent key challenges for institutions.

    In this webinar, David Fieldhouse, Director in Consumer Credit Analytics and Glenn Levine, Associate Director within the Capital Markets Research Group provide an overview of ECL quantification tools Moody’s Analytics offers to support CECL implementation across all major asset classes.

    Webinar highlights:

    • Dual risk rating models (probability of default / loss given default)
    • Credit cycle adjustment and scenario conditioning models
    • Segment-level loss rate models
    • Discounted cash flow (DCF) and Non-DCF methodologies

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    The Impact of the COVID-19 Recession on Consumer Credit

    The COVID-19 pandemic is dramatically impacting consumer credit portfolios.

    May 2020 WebPage David Fieldhouse, James Partridge
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    The Road Ahead for Credit Unions

    Presentation slides form our webinar examining, consumer credit conditions under scenarios for Credit Unions.

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    The Road Ahead for Credit Unions

    We examine the impact of COVID-19 on consumer credit incorporating scenarios assumptions.

    Whitepaper

    Case Study: Allowance Impact of COVID-19 on C&I, CRE, and Retail Portfolios under CECL

    Moody’s Analytics analyzed a range of plausible outcomes of quantitative expected losses under CECL, incorporating COVID-19 impacts across commercial and industrial (C&I), commercial real estate (CRE), and retail loans.

    April 2020 WebPage Eric Bao, David FieldhouseJin OhDr. Yashan Wang
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    Forecasting the Impact of the COVID-19 Recession on Consumer Credit Losses

    We discuss the major implications of the COVID-19 recession on consumer credit performance over the next two years at the national, state, credit score band, and asset class level.

    April 2020 Pdf David Fieldhouse, James Partridge
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    Case Study: Allowance Impact of COVID-19 on C&I, CRE, and Retail Portfolios under CECL

    CECL was scheduled to go into effect at the beginning of 2020 until COVID-19 disrupted businesses. Moody's Analytics analyzed a range of plausible outcomes of quantitative expected losses under CECL, incorporating COVID-19 impacts across commercial and industrial (C&I), commercial real estate (CRE), and retail loans.

    April 2020 Pdf Eric Bao, David FieldhouseJin OhDr. Yashan Wang
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    The coronavirus (COVID-19) pandemic: Assessing the impact on corporate credit risk

    As COVID-19 spreads globally, fear and uncertainty are rising, roiling financial markets and pushing the global economy towards recession. This report uses Moody’s Analytics CreditEdge™ public-firm EDF™ (Expected Default Frequency) metrics to assess the impact that the coronavirus has had so far on credit risk.

    Article

    COVID-19 Disruption Pushes Flybe Group Plc Into Bankruptcy

    Flybe Group Plc, a UK airline with hubs in Manchester and Birmingham, ceased operations on March 5, 2020 as travel disruption caused by COVID-19 compounded the firm's financial troubles.

    April 2020 Pdf Trilok Goyal, Dinesh Bacham, Glenn Levine
    Webinar-on-Demand

    The COVID-19 Pandemic: Assessing the Impact on Corporate Credit Risk

    In this webinar, we will use Moody’s Analytics EDF metrics to assess the impact COVID-19 has had so far on corporate credit risk.

    Webinar-on-Demand

    U.S. Consumer Credit Outlook - 2020 Q1

    Join Scott Hoyt and David Fieldhouse, as they discuss the current and anticipated trends in household credit conditions based on Moody's Analytics forecasts of Equifax data.

    February 2020 WebPage Scott Hoyt, David Fieldhouse
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