Moody's Corporation · NYSE:MCO
Moody's — Conference Presentation (April 2019)
21 slides from Moody's's conference presentation, April 2019
Slide 1: RiskCalc Portfolio Analytics
RiskCalc™ Portfolio Analytics Lenka Huang, Product Management April, 2019
Slide 2: Agenda
Agenda 1. Overview 2. Features & Use Cases 3. Demo RiskCalc™ Portfolio Analytics 2
Slide 3: Overview
1 Overview
Slide 4: Manage portfolio risk with proprietary industry benchmark data within RiskCalc
Manage portfolio risk with proprietary industry benchmark data within RiskCalc™ YOU ASKED ! WE DELIVERED! RiskCalc™ Portfolio Analytics 4
Slide 5: Limited access to financial statements and industry benchmark data
Limited access to financial statements Absence of an Difficulty visualizing and industry integrated tool for portfolio characteristics benchmark data for portfolio credit risk and monitoring portfolio overall credit risk scoring and risk trends across time assessment and peer benchmarking analysis c
Slide 6: Dive deep into credit risk by comparing portfolio data to benchmark data
Dive deep into credit risk matrices by Employ intuitive and Integrated portfolio risk comparing portfolio real-time interactive scoring with peer data to the Moody’s charts to help analyze benchmarking solution Analytics’ proprietary risk concentration and with minimal IT Data Alliance trends depend
Slide 7: RiskCalc Portfolio Analytics: Complimentary with your RiskCalc subscription
RiskCalc™ Portfolio Analytics Complimentary with your RiskCalc subscription RiskCalc™ Portfolio Analytics 7 7
Slide 8: How It Works
HOW IT WORKS » A link ‘ANALYZE » Automatically construct » Go to Portfolio Analytics PORTFOLIO’ on RiskCalc your portfolio(s) using all module for benchmarking Firm Library takes you to firm data stored on Firm and peer analysis for Portfolio Analytics Library under each imported portfolio(s) availa
Slide 9: Available Countries on Portfolio Analytics
Available Countries on Portfolio Analytics Countries to be included soon
Slide 10: Industry Benchmark Data
Industry Benchmark Data » Powered by Moody’s Data Alliance CRD Consortium » Access to aggregated financial ratios, PD, LGD, and other credit risk measurements 7 18M+ 4M+ 10 Yrs Countries Financial Statements Firms Historical Data RiskCalc™ Portfolio Analytics 10
Slide 11: Features & Use Cases
2 Features & Use Cases
Slide 12: Features available on Portfolio Analytics
Features available on Portfolio Analytics » Portfolio distribution benchmarking across industries, regions and size buckets etc. » Risk distribution benchmarking across different dimensions » Risk metrics time series benchmarking » Stressed EDF time series for US portfolios » Financial ratios distri
Slide 13: Use cases
Use cases • Industry Benchmarking • Risk/Regulatory Reporting • Industry/Market Research • Peer Benchmarking • CECL/IFRS9 • Model Applicability Testing • Alternative/Supplemental Data • Stress Testing • Risk Rating • Early Warning • Exposure Loss Estimation • Portfolio Risk Monitoring • Proxy Credit
Slide 14: Portfolio risk management
Portfolio risk management » Use industry benchmark data to see where your portfolio risk stands compared with peers » Analyze portfolio trends relative to a broader industry experience your portfolio data peer benchmark data Whether your portfolio’s Whether your portfolio’s risk segregation is in li
Slide 15: Identify early warning signals by peer comparison
Identify early warning signals by peer comparison » Identify and monitor trends to spot opportunities for growth or pinpoint areas that require remedial attention A simple example -> » Drill down to specific sector or other sub groups to investigate drivers behind a your portfolio data certain trend
Slide 16: Early Warning: A Sector View – Energy Sector
Early Warning: A Sector View – Energy Sector » Energy CCA EDF increased from 1.4% since 2013 Q3 to 4.14% in 2016 Q2, then declined to 3.73% in 2016 Q4 and 1.76% in 2017 Q4. Mean Overall CCA EDF » Since 2015 Q3, Energy CCA EDF has been higher Mean Energy Sector CCA EDF than Overall CCA EDF Overall 4.
Slide 17: Demo
3 Demo
Slide 18: Questions & Answers
Questions & Answers
Slide 19: Thank You
Thank You
Slide 20: moodysanalytics.com
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Slide 21: RiskCalc Portfolio Analytics
© 2017 Moody’s Corporation, Moody’s Investors Service, Inc., Moody’s Analytics, Inc. and/or their licensors and affiliates (collectively, “MOODY’S”). All NO WARRANTY, EXPRESS OR IMPLIED, AS TO THE ACCURACY, TIMELINESS, COMPLETENESS, MERCHANTABILITY OR FITNESS FOR rights reserved. ANY PARTICULAR PURP