The Federal Reserve has released its scenarios for the 2018 CCAR stress test. Join Mark Zandi and the Moody’s Analytics team as they discuss the narratives behind the Fed’s scenarios under forecasts of more than 1,500 detailed economic variables.
Our experts will answer key questions, including:
How severe are the Fed’s scenarios?
Are the scenarios internally consistent?
What are possible narratives driving the scenarios?
How do this year’s scenarios compare with last year’s?
What is the probability of the Fed scenarios?
The default research analysts at Moody's Investors Service have lowered their baseline estimates for the U.S. high-yield default rate.
The U.S. is now in high-season politically.
In terms of US$-denominated supply, corporate bond issuance attained record highs for the month of August.
We’re coming up on six months since COVID-19 turned the world upside down. We are adjusting; however, few things feel normal.
On August 27, the Federal Open Market Committee updated its long-term goals and monetary policy strategy.
In this webinar, we will identify the areas of the country that are best- and worst-positioned in the coming months and years; discuss various themes, trends, and risks that inform our outlook for different regions; and explore what the data are telling us about what is happening in real time.
The issuance of US$-denominated high-yield bonds has already set a record-high for the month of August.
The market value of U.S. common stock now approaches its February 19, 2020 zenith amid the sense that the U.S. is learning to better cope with its COVID-19 handicap.
As repeated many times by Fed Chairman Jerome Powell, COVID-19 is now the driving force behind U.S. business activity.