Moody's Analytics and RIMAN West Africa Webinar Series: Navigating credit risk and expected losses beyond COVID-19
Many institutions recognize that credit models built in the pre-COVID-19 period are not performing sufficiently to evaluate the current environment.
Many institutions recognize that credit models built in the pre-COVID-19 period are not performing sufficiently to evaluate the current environment. Credit loss forecasting methods such as those used for IFRS 9 provisions may not differentiate borrowers across industries. To add to the complexity, institutions are guided by regulators to incorporate protective measures put in place by the governments in response to COVID – 19.
In this webinar we will address these challenges and how financial institutions can address these by:
• Introducing practical adjustments which can be incorporated in to internal ratings and credit assessments to increase their predictive power
• Accounting for the granular and cross-sectional impacts of COVID-19 across corporate segments
• And exploring overlays to quantify the direct and indirect effects of COVID-19–related stimulus programs targeted to individuals
Speakers:
Joseph Ingwat, Relationship Manager, Moody’s Analytics (Moderator)
Paul Onigbogi – Head, Credit and Investment Risk Division, Risk Management Department, Central Bank of Nigeria (CBN)
Dr. Jude Monye, Executive Director, Heritage Bank Ltd
Metin Epozdemir, Director - Solutions Specialist, Moody's Analytics
Armen Mirzoyan, Senior Economist, Moody's Analytics
Click here for the presentation.
Related Articles
Stress Testing Credit Risk Capital, Perspective on East African Banks
Credit Risk Capital is one of the most important indicators for banks and it is monitored closely by shareholders, creditors, regulators and rating agencies.
Actualización del escenario macro financiero. Luces y sombras en la segunda ola de la pandemia
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 City Data Alliance: Collaboration for better CRE data
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 Wins Climate Risk Award at Chartis RiskTech100®
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 Earns #2 Overall Ranking in Chartis RiskTech100®
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.
Moody's Analytics Enhances Core CRE Platform with Hotel Data and Analytics
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.
Cox Automotive – Moody's Analytics Vehicle Affordability Index
This paper describes the underlying data sources, methodology, and some reasoning as to why each decision was made.
Moody's Analytics Strengthens Core CRE Platform
Moody’s Analytics has strengthened its core data and analytics platform for commercial real estate (CRE) with information on a building tenant’s creditworthiness, enabling industry professionals to examine the prospects of companies as tenants.
Cox Automotive and Moody's Analytics Launch Vehicle Affordability Index
Cox Automotive and Moody’s Analytics are launching today the Vehicle Affordability Index that quantifies price movements in the new vehicle market in relation to the spending power of the U.S. consumer.
