In this webinar, the bond model research team will discuss the new model methodology and relative value application, with focus on the model’s outperformance during the COVID-19 pandemic.
Beginning in December, CreditEdge Plus subscribers will have access to the next-generation bond valuation model, with increased bond coverage by 5x, regional Market Sharpe Ratio and sector LGD, and strong and robust relative value performance in US and non-US markets. The new version of the bond model will help asset managers build more robust relative value trading strategies.
Additional enhancements include:
- Improved, dynamic issue-to-issuer mapping, especially useful for practitioner research
- Lower pricing error
- Sunsetting of the LIBOR benchmark
En Moody's Analytics, nuestro objetivo es mejorar cada paso del ciclo de vida del crédito para que puedan brindarles a sus clientes una mejor experiencia.
Moody’s Analytics has earned repeat wins in four categories at this year’s Chartis RiskTech100®. These are four of our 10 wins to go along with the #2 overall ranking.
Moody's Analytics And RIMAN West Africa Series: Model Risk Challenges and Best Practices for Implementing an Effective Model Validation Framework
oin RIMAN and Moody’s Analytics experts, as they share insights on how institutions can set up an effective model validation framework and governance for model life cycle management.
Credit Risk Capital is one of the most important indicators for banks and it is monitored closely by shareholders, creditors, regulators and rating agencies.
La pandemia está evolucionando de manera distinta a las expectativas bajo las que se construyeron los escenarios desde la pasada primavera. De un lado, la segunda ola está siendo más intensa de lo que se temía, a la vez que, por otro lado, la duración de la pandemia podría ser mayor de lo inicialmente previsto.
Moody’s Analytics and City, University of London have joined forces to build a loan-level database of commercial real estate (CRE) information covering the UK and Europe.
Moody's Analytics And RIMAN West Africa Series: Banks' Stress Testing: Linking Credit Risk Capital and Liquidity Requirements
Credit risk capital and liquidity are the most important indicators for banks and are monitored closely by shareholders, regulators and rating agencies.
Moody’s Analytics has won the Climate Risk category in the 2021 Chartis RiskTech100®, the first year this category has appeared. It’s one of 10 awards for Moody’s Analytics to go along with the #2 overall ranking.
Moody’s Analytics has enhanced its core commercial real estate (CRE) solution, the Moody’s Analytics REIS® platform, with data and analytics on hotel properties, bringing customers robust insight as that sector faces a tough test amid headwinds from COVID-19.
Moody’s Analytics is #2 in the 2021 Chartis RiskTech100® ranking of the world's top providers of risk management technology. This is our highest position ever after finishing #4 in each of the last two years.