In lieu of our in-person Johannesburg Summit, this year, Moody's Analytics would like to invite you to join 100+ senior banking leaders from South Africa for a webinar series. These free webinars will have a line-up of local and regional practitioners as well as international speakers.
Each webinar will begin at 15:00 South Africa Time for one hour. Topics presented are:
Session 1 (Tuesday, 7 July): Credit Assessment, Loss Forecasting and Pandemic Pathways
Session 2 (Tuesday, 4 August): The Eye of the Storm: How AI, SaaS, Workflow, Collaborative Credit Decisioning and Early Warning Capabilities can Provide your Credit Compass through the COVID Maelstrom
Session 3 (Tuesday, 18 August): Weathering the Storm: Managing Liquidity, Interest Rate and Credit Risk through Integrated Balance Sheet Management in Times of COVID-19
You will only need to register once for all 3 sessions. Once you have registered, you will receive 3 confirmation emails with your unique log in details for each session.
All sessions will be recorded and available to view on-demand, should any of the dates/times not suit your calendar. However, you need to register to gain access to the recording.
The agenda information on each webinar can be found below.
If you have any questions, please email Valerija SlavinaSession 1: Credit Assessment, Loss Forecasting and Pandemic PathwaysTuesday, 7 July, 15:00 SAST
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.
Session 2: The Eye of the Storm: How AI, SaaS, Workflow, Collaborative Credit Decisioning and Early Warning Capabilities can Provide your Credit Compass through the COVID Maelstrom
Tuesday, 4 August, 15:00 SAST
Cutting Edge Artificial intelligence PDF interpretation capabilities, combined with marketing leading credit decision software and unique early warning credit models, provide a means to weather the COVID19 storm. In this webinar we will discuss the Moody’s Analytics automated capabilities to speedily access financial spreading data, interpret PDFs and analyse data within a SaaS deployed collaborative framework. We will explore reporting capabilities and how you can weather the COVID19 credit storm and stay on top of your counterparty and portfolio risk, by leveraging our monitoring and early warning system.
Session 3: Weathering the Storm: Managing Liquidity, Interest Rate and Credit Risk through Integrated Balance Sheet Management in Times of COVID-19
Tuesday, 18 August, 15:00 SAST
Major economic turbulence, such as the current COVID-19 pandemic, highlights the need to adapt quickly to an unstable environment.
Financial institutions have to be in a capacity to run quickly their simulations across balance sheet to take appropriate decisions and to revisit most of the parameters they were taken for granted until recently.
In this webinar, we show how an integrated balance sheet management solution could be leveraged to allow better alignment for management of liquidity risk, interest rate risk and credit risk; thereby breaking down the silos that traditionally exist in these risk disciplines.