The COVID-19 pandemic has highlighted the need for scenario-conditional impact analysis of consumer portfolio’s performance. In this webinar, we present Moody’s modular framework for consumer asset classes deployed in Portfolio Analyser tool that can be used for stress testing, IFRS 9, capital allocation, and sensitivity analysis. We present the analysis for UK mortgages and credit cards, German and French personal loans, and European auto loans. We investigate the impact of adverse economic conditions on portfolio’s risk profile, provisions and losses, and differences in performance for the various asset classes. We also provide insights regarding Non-Performing Loans in Europe combing data from several countries.

Agenda
  • Modular Approach to Model Credit Risk for Retail Portfolios
  • Case Studies for Mortgages, Consumer Loans, and Credit Cards
  • Auto Loans in Europe: Pan-European Perspective
  • Characterizing Non-Performing Loans

Presenters:
Juan Licari, PhD – Managing Director, Global Head of Business Analytics, Moody's Analytics
Pouyan Mashayekh, PhD - Senior Director, Business Analytics, Moody's Analytics
Brenda Solis Gonzalez - Assistant Director, Business Analytics, Moody's Analytics

Moderator
Muhammad Jafree, Assistant Director, Business Development, Moody's Analytics

Following the commencement of TRIM in 2016, there are has been a multi phased approach to the ECB’s TRIM exercise. As we are gearing up for a year of further TRIM exercises and transitioning to review of wholesale and low default portfolios, Moody’s would like to host this webinar to provide:

  1. Further insight to the challenges in the market thus far
  2. The common themes across Europe
  3. Remediation and best practice approaches

Following the commencement of TRIM in 2016, there are has been a multi phased approach to the ECB’s TRIM exercise. As we are gearing up for a year of further TRIM exercises and transitioning to review of wholesale and low default portfolios, Moody’s would like to host this webinar to provide:

  1. Further insight to the challenges in the market thus far
  2. The common themes across Europe
  3. Remediation and best practice approaches