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.
Related Articles
Moody's Analytics Strengthens Compliance Platform for KYC Screening
Moody’s Analytics today announced that it has integrated the Grid database of adverse news, sanctions, and politically exposed persons (PEPs) into Bureau van Dijk’s Compliance Catalyst platform.
Moody's Analytics Expands Insurance Footprint in Portugal, Crédito Agrícola Vida Chooses RiskIntegrity™ for IFRS 17 Solution
Moody’s Analytics today announced that Crédito Agrícola Vida (CA Vida), the life insurance arm of Portuguese financial group Crédito Agrícola, will use the RiskIntegrity™ for IFRS 17 solution to address the new IFRS 17 accounting standard.
UK Mortgage Loan Market Expectations - A Midsummer Night's Dream or Nightmare?
In this webinar you will find out more about the Moody’s Analytics UK Mortgage Portfolio Analyzer to assess the adverse economic impact of the global pandemic on a representative portfolio of the UK mortgages.
U.S. Wholesale Used-Vehicle Price Report: 2021Q1
U.S. used-vehicle prices declined in the final quarter of 2020 after an unprecedented runup that began in May.
An Update to IFRS 9 ECL Benchmark
Join Moody’s Analytics subject matter experts who will present the results of IFRS 9 calculation on the benchmark portfolio for 2020 Q4 and 2021 Q1 to show how ECL has evolved after the peak of economic stress brought about by COVID-19.
Assessing ESG across Different Types of Companies
The challenges of ESG assessment for different types of companies are complex issues to navigate and are now critical considerations, be it for managing future investments or risk management.
Moody's Analytics Wins Award for Best Use of AI in Banking or FinTech
Moody’s Analytics has won Best Use of AI in Banking or FinTech at the 2021 Global Achievement Awards for AI.
Climate Risk Macroeconomic Forecasting - Executive Summary
This paper describes Moody's Analytics approach to generating climate risk scenarios.
Moody's Analytics Wins Analytics Innovation Award for CRE Solution
Moody’s Analytics has won the Analytics Innovation category in the 2021 FinTech Breakthrough Awards. We earned this award for innovation in our commercial real estate (CRE) offering.
Moody's Analytics and KBA East Africa Webinar Series: Corporate Credit Risk Scoring
Please join us for our next webinar in partnership with Kenya Banker’s Association in our series for East Africa to discuss challenges and opportunities in wholesale credit risk modeling.