Managing Director, Head of Stress Testing and Credit Risk Analytics, APAC
Measuring Systemic Risk in the Southeast Asian Financial System
Systemic vulnerabilities are an important, if often overlooked, aspect of a financial system’s stress testing regime. This article looks back at the Asian financial crisis of 1997-1998 and applies new methods of measuring systemic risk and pinpointing weaknesses, which can be used by today’s financial institutions and regulators.
Measuring Systemic Risk in the Southeast Asian Financial System [Webinar-On-Demand]
In this webinar, Moody’s Analytics combines the techniques of network analysis with the richness of Moody’s CreditEdge® platform to compute systemic risk measures spanning the last 20 years for five major southeast Asian economies.
Identifying At-Risk Names in Your Credit Portfolio
This presentation discusses the development of strategies to identify the relevant measures that could indicate increased risk in your C&I portfolio.
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