Welcome to Credit in Perspective, presented by Moody's Analytics and hosted by Laurent Birade and James Partridge. Throughout this weekly series, they’ll discuss developments and trends in credit markets to better understand the different stages of the credit lifecycle. Each week will offer lessons from the past to guide the future as we’ll look at the evolution of credit, a historical perspective, and expertise from Moody’s Analytics and industry expert guest speakers.
Join our hosts Laurent Birade and James Partridge in this episode of Credit in Perspective as they discuss lessons learned this season including how credit spreads, artificial intelligence, and machine learning have changed the banking industry.
100 Years of History
Join our hosts and Moody’s Analytics Managing Director Anna Krayn as they explore more than 100 years of history. Listen to the discussion and learn how Moody’s Analytics, which is part of Moody’s Corporation, became a pillar of credit risk management—and get a review of key acquisitions over the years.
CECL and the New Normal
Join our hosts and Moody’s Analytics Senior Director Masha Muzyka for a discussion on accounting standards from a historical perspective. In this episode, our experts examine the origins of Allowance for Loan and Lease Losses (ALLL), and the future impact of the Current Expected Credit Loss (CECL) accounting standard.
Evolution of Commercial Banking
Join our hosts and Moody’s Analytics Senior Director Chris Henkel as they take a look at how the commercial banking sector has evolved over the past few decades. Our experts discuss how the Basel Accords, the Five Cs of Credit, and other events have been major catalysts for change to the commercial banking landscape.
Origins of the EDF™
Join our hosts and Moody’s Analytics Head of Single Obligor Research Dr. Doug Dwyer as they examine the RiskCalc™ EDF™ (Expected Default Frequency) model and the innovations leading to its development. Listen in to hear about the impacts of artificial intelligence, machine learning, and Know Your Customer (KYC) guidelines on credit risk assessment.
Modern Quantification of Credit Risk
Join our hosts and Moody’s Analytics Global Head of Quantitative Research Dr. Jing Zhang as they take on modern portfolio theory and the quantification of credit risk. Highlights include a review of Harry Markowitz’s paper “Portfolio Selection” and a discussion about new drivers in credit analytics such as climate risk.