Using a Market Share-Based Approach for Credit Loss Forecasting
In this webinar, we discussed how peer-relative measures of credit performance can be used for effective credit risk analysis and stress-testing exercises.
Using Moody’s Analytics Bank Call Report Forecasts, we demonstrate how a market share based approach provides credible loss-forecasts, explaining the rationale behind our approach and its utility to credit risk management.
PRESENTERS
Tony Hughes is a Managing Director with Moody’s Analytics. As the head of specialized modeling, Tony leads a team of high caliber modelers to develop innovative solutions that serve the financial services industry.
Brian Poi is a Director with Moody’s Analytics, where he develops new products for forecasting and stress testing purposes and leads external model validation projects.
