As climate risk is becoming an increasingly important part of credit risk management, we’re focused on enhancing our models with new data and analytics to help customers manage their portfolios with better accuracy.
Moody’s Analytics award-winning Expected Default Frequency (EDF™) model has been adjusted to quantify the impact of climate on credit risk via firm earnings and valuations. In this 90-minute webinar, we’ll provide a deep dive, quantitative overview of the methodology for our Climate-Adjusted EDF model:
• Impacts of climate on corporate credit risk and what climate scenarios tell us
• Leveraging Moody’s ESG firm-level physical risk scores for treatment of physical risk in the Climate-Adjusted EDF model
• Quantifying the impact of transition to firm-level risk metrics using firm financials and scope 1 and 2 emissions
• Discussion on how the Climate-Adjusted EDF model can be put into action to help you uncover risks sooner for private and public companies
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