2021 Stress Test for UK Mortgages
Risks to the post-pandemic recovery
As the economy looks to recover from the pandemic, we look at how to quickly and accurately forecast loss expectations, considering how macroeconomic conditions in the UK could differ over the coming years.
In this webinar, we will present our approach to forecasting impairment and capital using internally derived macroeconomic scenarios. The methodology will be applied using Moody’s Analytics Mortgage Portfolio Analyzer to assess the adverse economic impact of the global pandemic on a representative portfolio of UK mortgages.
We use a combination of historical payment profile dynamics and economic outlook to provide insight for the UK mortgage market.
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