Moody's kmv
Gap between implied and real ratings still evident
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Credit default swap spreads for many banks continue to imply default risk greater than that shown by credit ratings, according to a senior analyst at Moody’s Analytics. “My personal view is the market...
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Financial industry bodies broadly greeted the Securities and Exchange Commission's proposed rules on approving nationally recognised statistical rating organisations (NRSROs), but voiced concern that the...
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Financial industry bodies broadly greeted the Securities and Exchange Commission's proposed rules on approving nationally recognised statistical rating organisations (NRSROs), but voiced concern that the...
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More Moody's kmv articles
From Basel II to Basel III
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Financial institutions face major challenges in modelling credit portfolio risk, particularly in the field of CDOs. Walter Schulte-Herbrüggen and Gernot Becker argue that the main challenge will be in model testing, due to the increasingly customised...
EBRD selects S&P portfolio risk tool
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The European Bank for Reconstruction and Development (EBRD) has chosen Standard & Poor’s (S&P) portfolio risk tracker (PRT) tool for its treasury operations. The move represents a blow to rivals Moody’s KMV and RiskMetrics, whose product, CreditManager,...
S&P strengthens in risk solutions
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Standard and Poor’s has made two appointments to its risk solutions team in New York.
Moody’s KMV boosts analytics
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Moody’s KMV, the San Francisco-based quantitative credit analytics firm and subsidiary of rating agency Moody's, has launched a new web-based tool to value credit spreads and analyse the drivers behind credit spread movements. It has also revamped its...
The score for credit
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Jorge Sobehart and Sean Keenan discuss the benefits and limitations of model performance measures for default and credit spread prediction, and highlight several common pitfalls in the model comparison found in the literature and vendor documentation....
Moody’s KMV upgrades portfolio management tool
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San Francisco-based quantitative credit analytics firm, Moody’s KMV, a subsidiary of Moody's Corporation, has updated its portfolio manager tool. The upgrade will give portfolio and risk managers at banks, insurance companies and asset management firms...
Moody’s KMV integrates credit risk management
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Moody’s KMV has announced the integration of its credit risk products – RiskCalc and Credit Monitor – into one credit risk management platform.
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