Power Your Portfolio Management Practice with Benchmark Data and Advanced Insights.
Moody’s Analytics is pleased to announce our new RiskCalc™ Portfolio Analytics, currently complimentary with your RiskCalc subscription
Our global RiskCalc user community asked for this capability and we are excited to deliver! Portfolio Analytics connects your counterparty information with Moody’s Analytics proprietary Data Alliance Credit Research Database (CRD™), for real-time monitoring and benchmarking. Easy-to-use dashboards provide credit risk management professionals with powerful tools to overcome data challenges, greater focus on industry trends and comparisons to unique benchmark groups.
Listen to our webinar to learn how you can best utilize the new RiskCalc Portfolio Analytics features. The webinar includes:
- RiskCalc Portfolio Analytics Overview & Access Information
- Application Use Cases & Live Demo
- Best practices to identify and manage the early warning signals of credit risk
Irina Baron, Director, Customer Success Management, Moody's Analytics
Lenka Huang, Assistant Director, Associate Product Manager, Moody's Analytics
Gustavo Jimenez, Assistant Director, Associate Product Manager, Moody's Analytics
The traditional loss-minimizing approach to managing corporate trade credit can keep write-offs low but may be overly conservative.
Traditionally, corporate trade credit limits have been set based on customer size, an internal or external credit score, and a qualitative sense of risk appetite. These limits have been effective in minimizing write-offs, principally because they are conservative.
Company AA, a U.S.-based transportation company, defaulted in August, 2018. The Moody’s Analytics EDF™ (Expected Default Frequency) metric and Early Warning Toolkit highlighted the company’s rising default risk 33 months before default. This case study details how the EDF measure and Early Warning Toolkit can assess risk.
As firms move ahead in meeting a variety of regulations, executives are looking for solutions that not just meet these requirements, but improve business processes.
Regulatory compliance has significantly altered the model development and validation landscape, while increasing the amount of data to be validated.
This report outlines a practical approach for using RiskCalc EDF credit measures to effectively monitor large portfolios of private firms and to proactively identify at-risk names. The RiskCalc Early Warning Toolkit Excel add-in is an easy to use, yet comprehensive tool that allows users to focus costly and scarce resources on a highly targeted selection of the most at-risk names in their portfolios. This research for private firms compliments previous research on Early Warning Toolkit for public firms. The Early Warning Toolkit identifies at-risk names within a private firm portfolio well before default, using a number of different EDF-related risk metrics.
Identifying At-Risk Firms in Your Private Firm Portfolio
Identify the risks in your private firm portfolio using Moody’s Analytics RiskCalc™ Early Warning Toolkit methodology.
First-quarter 2017 revealed solid operating results for the S&P 500. Nevertheless, other broad measures of business-sector operations have been flat to lower.
Not too long ago the value of mergers and acquisitions involving US businesses moving 12-month sum sank by -19% from February 2016's record high of $3.485 trillion to November 2016's most recent low of $2.811 trillion. This measure of M&A has since recovered to the $3.47 trillion of the 12-months-ended April 2017 and seems destined to soon establish a new zenith.