The AI data center boom is creating a new set of challenges for lenders and investors. How do you assess credit risk when traditional risk frameworks may not apply, and historical data is limited? This session examines how market participants are approaching these questions, and draws on emerging research to explore the range of potential credit outcomes.

This session walks through our latest Portfolio investments, including agentic and generative-AI to drive deeper analysis and faster decision-making. We’ll also provide an update on the product roadmap and next generation developments of our portfolio risk solutions.

Stress testing has moved beyond a regulatory exercise, and today's risks are more targeted and fast-moving: from tariffs and geopolitical shocks to CRE stress and deposit volatility. Management needs to know where risk is concentrated and what to do next. This session explores how stress testing is evolving and how Moody's connects stress testing, portfolio analytics, and borrower risk insights into a unified, explainable, and repeatable workflow.

As credit conditions evolve, lenders and investors are looking closely for signs of stress in their portfolios, from traditional credit exposures to private credit. This session explores how banks and insurers are using portfolio monitoring, early warning indicators, and ratings migration analysis to identify areas of concern, understand changing risk profiles, and focus attention where it is most needed.