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The COVID-19 pandemic has brought credit risks that are unprecedented in size, are fast-changing and have vastly different manifestations across industries and countries. The uncertainty of impact is driven by epidemiological progression and sociological response.

As institutions attempt to use established, well-developed models to evaluate the current environment, it is clear these are not working adequately.

Internal ratings — an institution’s cornerstone for long-term investment and lending strategies — rely on fundamental,  name-level analysis, which cannot be updated at frequencies required to react to and plan for quickly changing developments. Meanwhile, forward-looking measures used in regulatory stress testing or with IFRS 9 impairment often rely on scenarios defined by broad-brushed variables such as unemployment. These scenarios might not be sufficiently differentiated across certain industries (for example, Medical Devices, Hotels, or Transportation); their performances varies in sensitivity to COVID-19 itself.

In this session we explore analytics and data that assess the current-state of credit portfolios, considering loss, downgrade risk, as well as that consider severity and length of this unprecedented economic slowdown across industries and countries.

Why Attend


Discover

Discover fresh perspectives on the credit markets.


Learn

Gain thought leadership insights and learn more about economic outlook for the region.


Network

Network with the top Moody's analysts and key market participants.

Agenda

Agenda
Speakers

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Carla Hill
Director - Relationship Manager

Moody's Analytics

Moody's Analytics

Director - Relationship Manager
Carla Hill
Dr. Amnon Levy
Managing Director
Head of Portfolio and Balance Sheet Research

Moody's Analytics

Moody's Analytics

Head of Portfolio and Balance Sheet Research
Managing Director
Dr. Amnon Levy
Burcu Guner
Senior Director – Sales Manager

Moody's Analytics

Moody's Analytics

Senior Director – Sales Manager
Burcu Guner

Contact us

Valerija Slavina

Events and Outreach Manager

+44 (207) 772-1527

valerija.slavina@moodys.com