The Mirage Las Vegas
Las Vegas, NV 89109
United States
About
In this session we will present Moody's Analytics latest solutions in two fields: ESG assessment under incomplete information and climate risk-adjusted credit analysis. While ESG scores can be assigned through a direct in-depth company assessment, there are many instances where only limited company information is available, especially for mid- and small-caps. We have developed analytics to build ESG score estimates and bridge the ESG disclosure data gap. During this session we will briefly describe the methodology and present a case study on SMEs. Climate-change driven credit risk is becoming an every-increasing topic for risk managers, particularly in the energy sector. We will begin by giving a brief overview of MA's solutions for quantifying physical and carbon transition risk for corporates. We will then share practical insights from this analysis regarding the distributions of climate-induced credit risk across regions, sectors, and individual names.
1 hr CPE - Credit Finance
Objectives
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A deep dive and case study of ESG and climate change and the impacts on credit departments.