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The Moody's Analytics Credit Risk Analytics Virtual User Forum is over, but join us for some follow-up conversations in our upcoming series of interactive Peer Discussions from October 20-23.

Learn more and register.

OVERVIEW

Now more than ever it is critical to connect and talk about real-time risk management and business challenges that organizations are facing. Moody’s Analytics experts and your peers will address recent changes in the credit market and discuss new approaches to credit risk management.

The discussions topics will include:

Virtual User Forum Experience

This event is the excellent opportunity to gain perspective on practical use cases and applications of default and recovery metrics.

Questions? 

Contact Anita Wai

Agenda

11:30 AM ETKeynote - Pandenomics: Economic and Credit Risk Outlook

We will take stock of current economic conditions and highlight the key epidemiological and policy assumptions needed to produce an economic forecast in a time of extreme uncertainty.  Based on these upside and downside risks, we will provide estimates for the shape and timing of recovery and highlight key vulnerabilities across industries, asset classes and credit markets.  We will discuss key structural changes to the global economy resulting from COVID19 and their long-lasting impacts.

Speaker: Cris deRitis

12:00 PM ETWelcome and Opening Remarks

Speaker: Nihil Patel

12:15 PM ETBreak

Breakout Sessions One

12:20 PM ETBreakout 1A: Early Warning Evolution: Going Beyond Traditional Risk Measures

An overview of our new Early Warning System, a scoring system that supports better and faster decision-making by assessing a combination of different types of signals: credit risk metrics, macroeconomic inputs, and artificial intelligence (AI) tools that provide smart news and credit sentiment scores.

Speakers: Ryan O’Malley, Ryan Donahue, Antoine La, Sam Malone

Breakout 1B: Stress Testing in Uncertain Times: Using Scenario Analysis to Forecast Losses

COVID-19 has highlighted the need to manage portfolios under a variety of different scenarios. We will explore challenges risk managers may face when conducting stress testing in uncertain times. We will discuss key differences between stressing public and private C&I exposures, demonstrate CECL compliance use cases, and pinpoint risky industries in the event of COVID-19 resurgence.

Speakers: Uliana Makarov, Glenn Levine, Reggie White

Breakout 1C: Navigating the New Normal: Trends of Credit Risk Measures Through the Pandemic & Beyond

As we observe the turmoil and recovery in global equity markets due to COVID-19, we analyze the types of companies that experience significant impact versus moderate impact as well as provide insights on such differences. We will highlight the importance of reactive risk measures during the pandemic for monitoring, loss provisions, leveraged lending and portfolio management.

Speakers: Zhong Zhuang, Michael Zeng, Dinesh Bacham

Breakout 1D: Leveraging Pro Forma Financial Analysis to Reflect Market Impact on Your Portfolio

The global pandemic has changed the lending and business landscape. Lenders face new challenges around analyzing and planning for the impact on SME’s financial health, factoring in government support, and financing flexibility. We will share planning and analysis techniques and a framework designed to manage portfolios.

Speakers: Douglas Dwyer, Janet Zhao, Richard Loeser

1:00 PM ETBreak

Breakout Sessions Two

1:05 PM ETBreakout 2A: Information Overload: Using AI to Prioritize Credit-relevant News & Sentiment Scores

We will provide an overview of the new Credit Sentiment Scores and demonstrate how you can leverage signals from the news to complement your counterparty and portfolio credit risk analysis. We will help you understand how Credit Sentiment Scores can explain EDF movements and identify early warning signals during difficult market conditions.

Speakers: Antoine La, Ryan Donahue


Breakout 2B: Using EDF Measures and Ratings in Underwriting: An integrated Approach

The volatility in EDF risk measures and EDF-implied ratings poses a challenge for underwriters who generally prefer a credit measure that is stable and more through-the-cycle. We will provide an overview of a new EDF-based implied rating that encompasses the agency rating framework for both levels and volatility.

Speakers: Glenn Levine, Huiyan Xu, Maria Buitrago


Breakout 2C: Risk Metrics and Bond Spreads: Dynamics and Trading Strategies

Dive deeper into answering core buy-side questions around how bonds respond to credit risk shocks and get detailed performance results for a general class of relative value investment strategies. We will also highlight results during the COVID-19 period, and preview investment strategy results using the Alpha Factor metric from our new bond model.

Speakers: Sam Malone, Yukyung Choi

Breakout 2D: Incorporating Physical & Transitional Climate Risk in Probability of Default Estimation

Accounting for the effects of climate change is an important new development in internal risk modeling, regulatory stress-testing, and financial disclosure.  We will present our initiatives to account for climate risk in credit risk measures, and how to directly implement these insights into your existing modeling framework.

Speakers: James Edwards, Doug Dwyer

2:00 PM ETSesión LATAM (IN SPANISH)

LATAM Session - Review of Avianca and Conalvias S.A. Case Studies with Q&A

During this session we will review case studies with Moody's research team using RiskCalc and CreditEdge models for companies Conalvias S.A. and Avianca. This session will be specific to LATAM and will be presented in Spanish

Sesion LATAM – Revisar los estudios de caso de Conalvias S.A. y Avianca más Q&A

Los temas de discusión incluirán: Revisar casos de estudios con el equipo de investigación de Moody's usando los modelos de RiskCalc y CreditEdge para las compañias Conalvias S.A. y Avianca. Esta sesión será específica para LATAM y será presentada en español de 2:00PM ET - 2:30PM ET.

Agenda

11:30 AM ETKeynote - Pandenomics: Economic and Credit Risk Outlook

We will take stock of current economic conditions and highlight the key epidemiological and policy assumptions needed to produce an economic forecast in a time of extreme uncertainty.  Based on these upside and downside risks, we will provide estimates for the shape and timing of recovery and highlight key vulnerabilities across industries, asset classes and credit markets.  We will discuss key structural changes to the global economy resulting from COVID19 and their long-lasting impacts.

Speaker: Cris deRitis

12:00 PM ETWelcome and Opening Remarks

Speaker: Nihil Patel

12:15 PM ETBreak

Breakout Sessions One

12:20 PM ETBreakout 1A: Early Warning Evolution: Going Beyond Traditional Risk Measures

An overview of our new Early Warning System, a scoring system that supports better and faster decision-making by assessing a combination of different types of signals: credit risk metrics, macroeconomic inputs, and artificial intelligence (AI) tools that provide smart news and credit sentiment scores.

Speakers: Ryan O’Malley, Ryan Donahue, Antoine La, Sam Malone

Breakout 1B: Stress Testing in Uncertain Times: Using Scenario Analysis to Forecast Losses

COVID-19 has highlighted the need to manage portfolios under a variety of different scenarios. We will explore challenges risk managers may face when conducting stress testing in uncertain times. We will discuss key differences between stressing public and private C&I exposures, demonstrate CECL compliance use cases, and pinpoint risky industries in the event of COVID-19 resurgence.

Speakers: Uliana Makarov, Glenn Levine, Reggie White

Breakout 1C: Navigating the New Normal: Trends of Credit Risk Measures Through the Pandemic & Beyond

As we observe the turmoil and recovery in global equity markets due to COVID-19, we analyze the types of companies that experience significant impact versus moderate impact as well as provide insights on such differences. We will highlight the importance of reactive risk measures during the pandemic for monitoring, loss provisions, leveraged lending and portfolio management.

Speakers: Zhong Zhuang, Michael Zeng, Dinesh Bacham

Breakout 1D: Leveraging Pro Forma Financial Analysis to Reflect Market Impact on Your Portfolio

The global pandemic has changed the lending and business landscape. Lenders face new challenges around analyzing and planning for the impact on SME’s financial health, factoring in government support, and financing flexibility. We will share planning and analysis techniques and a framework designed to manage portfolios.

Speakers: Douglas Dwyer, Janet Zhao, Richard Loeser

1:00 PM ETBreak

Breakout Sessions Two

1:05 PM ETBreakout 2A: Information Overload: Using AI to Prioritize Credit-relevant News & Sentiment Scores

We will provide an overview of the new Credit Sentiment Scores and demonstrate how you can leverage signals from the news to complement your counterparty and portfolio credit risk analysis. We will help you understand how Credit Sentiment Scores can explain EDF movements and identify early warning signals during difficult market conditions.

Speakers: Antoine La, Ryan Donahue


Breakout 2B: Using EDF Measures and Ratings in Underwriting: An integrated Approach

The volatility in EDF risk measures and EDF-implied ratings poses a challenge for underwriters who generally prefer a credit measure that is stable and more through-the-cycle. We will provide an overview of a new EDF-based implied rating that encompasses the agency rating framework for both levels and volatility.

Speakers: Glenn Levine, Huiyan Xu, Maria Buitrago


Breakout 2C: Risk Metrics and Bond Spreads: Dynamics and Trading Strategies

Dive deeper into answering core buy-side questions around how bonds respond to credit risk shocks and get detailed performance results for a general class of relative value investment strategies. We will also highlight results during the COVID-19 period, and preview investment strategy results using the Alpha Factor metric from our new bond model.

Speakers: Sam Malone, Yukyung Choi

Breakout 2D: Incorporating Physical & Transitional Climate Risk in Probability of Default Estimation

Accounting for the effects of climate change is an important new development in internal risk modeling, regulatory stress-testing, and financial disclosure.  We will present our initiatives to account for climate risk in credit risk measures, and how to directly implement these insights into your existing modeling framework.

Speakers: James Edwards, Doug Dwyer

2:00 PM ETSesión LATAM (IN SPANISH)

LATAM Session - Review of Avianca and Conalvias S.A. Case Studies with Q&A

During this session we will review case studies with Moody's research team using RiskCalc and CreditEdge models for companies Conalvias S.A. and Avianca. This session will be specific to LATAM and will be presented in Spanish

Sesion LATAM – Revisar los estudios de caso de Conalvias S.A. y Avianca más Q&A

Los temas de discusión incluirán: Revisar casos de estudios con el equipo de investigación de Moody's usando los modelos de RiskCalc y CreditEdge para las compañias Conalvias S.A. y Avianca. Esta sesión será específica para LATAM y será presentada en español de 2:00PM ET - 2:30PM ET.

Speakers

Keynote Speaker

Cris deRitis, PhD
Deputy Chief Economist

Moody's Analytics

Moody's Analytics

Deputy Chief Economist
Cris deRitis, PhD

Speakers

DInesh Bacham
Associate Director - Research

Moody's Analytics

Moody's Analytics

Associate Director - Research
DInesh Bacham
Maria Buitrago
'Associate Director - Research

Moody's Analytics

Moody's Analytics

'Associate Director - Research
Maria Buitrago
Yukyung Choi
Associate Director - Senior Research Analyst

Moody's Analytics

Moody's Analytics

Associate Director - Senior Research Analyst
Yukyung Choi
Ryan Donahue
Assistant Director

Moody's Analytics

Moody's Analytics

Assistant Director
Ryan Donahue
Douglas Dwyer
Managing Director - Research

Moody's Analytics

Moody's Analytics

Moody's Analytics

Moody's Analytics

Managing Director - Research
Douglas Dwyer
James Edwards
Director - Research

Moody's Analytics

Moody's Analytics

Director - Research
James Edwards
Antoine La
Assistant Director

Moody's Analytics

Moody's Analytics

Assistant Director
Antoine La
Glenn Levine
Director - Research

Moody's Analytics

Moody's Analytics

Director - Research
Glenn Levine
Richard Loeser
Associate Director - Research

Moody's Analytics

Moody's Analytics

Associate Director - Research
Richard Loeser
Uliana Makarov
Director - Research

Moody's Analytics

Moody's Analytics

Director - Research
Uliana Makarov
Dr. Samuel Malone
Senior Director of Research, Credit Risk Analytics Group

Moody's Analytics

Moody's Analytics

Senior Director of Research, Credit Risk Analytics Group
Dr. Samuel Malone
Ryan O'Malley
Assistant Director

Moody's Analytics

Moody's Analytics

Assistant Director
Ryan O'Malley
Nihil Patel
Managing Director - Product Management

Moody's Analytics

Moody's Analytics

Managing Director - Product Management
Nihil Patel
Reggie White
Senior Research Analyst

Moody's Analytics

Moody's Analytics

Senior Research Analyst
Reggie White
Huiyan Xu
Assistant Director - Research

Moody's Analytics

Moody's Analytics

Assistant Director - Research
Huiyan Xu
Michael Zeng
Associate Director - Research

Moody's Analytics

Moody's Analytics

Associate Director - Research
Michael Zeng
Janet Zhao
Senior Director, C&I Research, Enterprise Risk Solutions

Moody's Analytics

Moody's Analytics

Moody's Analytics

Moody's Analytics

Senior Director, C&I Research, Enterprise Risk Solutions
Janet Zhao
Zhong Zhuang
Director - Research

Moody's Analytics

Moody's Analytics

Moody's Analytics

Moody's Analytics

Director - Research
Zhong Zhuang