The Impact of COVID-19 and the Key Drivers of Expected Losses in Auto and RV Loan Portfolios
In this webinar, David Fieldhouse and Amy Wu evaluate the expected credit losses for Auto and RV loan portfolios using Moody’s Analytics Portfolio Analyzer.
We will share estimates of default, prepayment, loss severity and cashflows under baseline and alternative economic scenarios. Key topics:
• How COVID-19 will impact an Auto and RV portfolio and their CECL allowances.
• Which accounts are more sensitive to the economy and drive losses.
• Methods to analyze the impact of payment accommodations on a portfolio.
