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    Moody's Analytics Webinar: Preparing for a turn in the Chinese credit cycle

    November 2018

    China’s corporate credit market has grown rapidly in recent years as both a cause and effect of its growing economy.

    Yet the global economy is starting to show growing pains amid various signs of late-cycle behavior – a global slowdown would adversely affect China’s export-driven economy. We see emerging pockets of credit risk within China and a downturn in the economy would exacerbate these risks. Knowing exactly where these risks lie is crucial for effectively managing a credit portfolio, both now and, going forward, if the Chinese economy were to slow.

    In this webinar our Moody’s Analytics experts provide insights on China’s corporate credit market and how to effectively manage credit risk as the cycle starts to turn. The discussion points include:

    • Recent credit risk trends within China. Which industries are most at risk?
    • A discussion of credit metrics and tools to help risk managers effectively monitor their portfolio.
    • Case studies of recent Chinese defaulters. Can these tools be used as an early warning signal of default risk?
    • Using stressed expected loss analysis for internal risk identification, as well as for regulatory compliance such as IFRS 9.

    Median Chinese corporate Expected Default Frequencies under five economic scenarios (%)

    Median Chinese corporate Expected Default Frequencies under five economic scenarios (%)

    Source: Moody's Analytics

    Click here to view the presentation slides. 

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