Tracking the Impact of COVID-19 on Credit Risk

By Moody's Analytics

March 2020

Coronavirus, Asset Valuation, Basel Beyond III, Basel III, Basel Liquidity Compliance, Default & Recovery Risk, Enterprise Risk, Regulatory Capital

As we observe the turmoil in global equity markets due to COVID-19, we assess its impact on expected loss for both private and public firms.

In this webinar, we will:

Analyze the regions and sectors that have experienced significant impact versus ones with moderate impact
Examine the credit risk of mission critical sectors
Discuss how the risk metrics for public firms are transmitted into the risk metrics of private firms in the United States
Demonstrate how these frameworks can be used for credit risk monitoring, loss provisions, and portfolio management in the current environment

Click here for the presentation

Speakers and Presenters:

Michael Zeng, Associate Director - Research, Moody's Analytics
Zhong Zhuang, Director - Research, Moody's Analytics
Uliana Makarov, Director - Research, Moody's Analytics
Dinesh Bacham, Associate Director - Research, Moody's Analytics
Douglas Dwyer, Managing Director - Research, Moody's Analytics
Janet Zhao, Senior Director - Research, Moody's Analytics
Moderator: Irina Baron, Director - Customer Success, Moody's Analytics

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