COVID-19: A 360° View of the Dutch Mortgage Loan Market
In this timely webinar, we assess the adverse economic impact from the pandemic on a representative loan portfolio of Dutch mortgages at the macro and regional level.
Using Moody’s Analytics Mortgage Portfolio Analyzer, we convert forecasts of macroeconomic drivers into PD and LGD projections, taking into account the public loan insurance scheme in Netherlands. As the 12 million PDs serves as a useful benchmark for IRB models, we will also quantify the impact on IFRS 9 provisions and explain how the distribution of losses has shifted dramatically, causing significant changes in Value at Risk.
Speakers:
Luca Magni, Associate Director - Business Development, Moody's Analytics
Dr. Juan M. Licari, Managing Director - Chief International Economist, Moody's Analytics
Dr. Petr Zemcik, Senior Director - Economic Research, Moody's Analytics
Brenda Solis Gonzalez, Risk Modeler, Moody's Analytics
Presentation slides can be accessed here.
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