Associate Director, Senior Research Analyst
Glenn Levine is an Associate Director in the Moody’s Analytics Capital Markets Research Group. He provides support for the EDF product suite and is the lead researcher for Stressed EDF. Prior to his current role, he was a Senior Economist in the Economics and Consumer Credit division based in Sydney, Australia. He holds an MS from the London School of Economics and a bachelor’s degree from the University of New South Wales.
Probability-Weighted Outcomes Under IFRS 9: A Macroeconomic Approach
In this article, we discuss development of a framework that addresses the forward-looking and probability-weighted aspects of IFRS 9 impairment calculation using macroeconomic forecasts. we address questions around the practical use of alternative scenarios and their probabilities.
A Simulated Stress Test of the Corporate Loan Portfolios of Australia’s Largest Banks
In this webinar and associated whitepaper, we discuss the stimulated stress test of the corporate loan portfolios of Australia's five largest banks (by asset size).
Moody’s Analytics: Australian Housing Market Requires Stress Testing at State Level
In this press release, Moody's Analytics says that it is important to examine house prices and vulnerabilities at the state level rather than national level, when stress testing the Australian housing market.
Australia’s Wealth Effect of Housing
The housing market plays a prominent role within the Australian economy and in the minds of local residents. Household wealth is concentrated in residential property, and Australia’s housing market was one of just a handful in the developed world to avoid a sizable correction during the 2009 global recession, acting as both a cause and effect of the country’s strong macroeconomic performance during this time.
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