Tracking the Impact of COVID-19 on Credit Risk for European Corporate Firms
Assessing the impact of COVID-19 on credit risk for European corporate firms, we analyze the countries, sectors, and rating classes that experience varied impacts as well as provide insights on such heterogeneity.
We present a framework and credit measures that demonstrate timely response to the COVID-19 pandemic for credit risk monitoring, loss provisions, and portfolio management. We also discuss the implications for leveraged lending during this unprecedented stressed environment for European corporates.
Speakers:
Irina Baron, Moodys Analytics
Michael Zeng, Moody's Analytics
Zhong Zhuang, Moody's Analytics
Click here for the presentation.
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