Following last year’s emergence of the coronavirus (COVID-19), Europe continues to experience an accelerated spread of the pandemic.

Moody's Analytics is investigating the continued impact of COVID-19 on structured finance - specifically European residential mortgage-backed security (RMBS) and asset-backed security (ABS) bonds. We have analyzed several Moody’s Analytics post-pandemic economic scenarios and evaluated the performance data over 2020.

Join our Structured Finance and Economics experts to learn more about the continued impact of COVID-19 on EMEA ABS and RMBS and to understand the approach behind the research.

Topics include:
  • Impact of COVID-19 on structured finance in Europe in 2020
  • Forecasted impact of the pandemic on European ABS and RMBS
  • Approach for stressing structured finance securities
Speakers:
  • Domitille de Coincy , Director - Financial Engineering, Moody's Analytics (Moderator)
  • Timos Kouzelis, Assistant Director - Financial Engineering, Moody's Analytics
  • Markos Lolos, Financial Engineering, 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