Brexit Fallout: Using Scenario Analysis and a Systemic Risk Approach to Assess Corporate Credit Risk
The June 23rd referendum, in which UK voters chose to leave the European Union, has fanned financial volatility and may precipitate a recession in the UK economy. The updated economic and financial outlook has implications for corporate credit risk.
In this Moody’s Analytics webinar, we will discuss:
- Trends in corporate credit risk since the Brexit vote
- Forecasts of corporate credit risk under different post-Brexit scenarios
- A systemic analysis of credit risk in the event of a Brexit-related large bank failure
Related Articles
Private Debt: How Much is Too Much in a Credit Portfolio?
This case study uses Moody’s PortfolioStudio™ to analyze the credit risk of a sample portfolio of corporate bonds and private debt holdings.
Credit Risk and Bond Spreads
This article undertakes a thorough exploration of the dynamic relationships linking credit risk and bond spreads. Credit metrics help forecast absolute spreads and relative bond returns.
Moody's Analytics EDF-Based Bond Valuation Model Version 2.0
This paper gives an overview of the Moody’s Analytics model of bonds' Fair Value Spread and Alpha Factor.
Evaluando el Riesgo de Crédito bajo el Coronavirus (COVID-19)
En este seminario web, utilizaremos las métricas EDF de Moody’s Analytics para evaluar el impacto que COVID-19 ha tenido hasta ahora en el riesgo de crédito.
The coronavirus (COVID-19) pandemic: Assessing the impact on corporate credit risk
As COVID-19 spreads globally, fear and uncertainty are rising, roiling financial markets and pushing the global economy towards recession. This report uses Moody’s Analytics CreditEdge™ public-firm EDF™ (Expected Default Frequency) metrics to assess the impact that the coronavirus has had so far on credit risk.
COVID-19 Disruption Pushes Flybe Group Plc Into Bankruptcy
Flybe Group Plc, a UK airline with hubs in Manchester and Birmingham, ceased operations on March 5, 2020 as travel disruption caused by COVID-19 compounded the firm's financial troubles.
The COVID-19 Pandemic: Assessing the Impact on Corporate Credit Risk
In this webinar, we will use Moody’s Analytics EDF metrics to assess the impact COVID-19 has had so far on corporate credit risk.
Dealing With Fallen Angel Risk
Highly Commended for Best Fixed Income Paper in the 2019 Savvy Investor Awards, this paper tests the early warning power of the CreditEdge Deterioration Probability (DP) metric for Fallen Angel downgrades.
Moody's Analytics Webinar: Environmental, Social & Governance and Credit Risk Ideas for Fixed Income Investors
Fixed income and equity investors face growing pressure to measure and monitor the ESG risk of their portfolios.
It's 2019, Do you Know Who Your Borrowers Are?
Technology and modern finance have enabled individuals and companies to become connected in complex ways. Key insights about the reputational risk of banking a customer are now buried inside tangled relationships that cross legal, company, and geographical borders