All Credit risk and ratings articles

  • PRI_in_Person_5D
    Recording

    PRI in Person & Online: Breakout 5D - Choosing credit-relevant time horizons

    2023-01-24T13:43:00Z

    This session will discuss how to consider different time horizons in credit risk assessments, exploring the difference between forecasts, scenario analysis and other tools to model uncertainty and unmasking unpriced risks.

  • ESG_in_credit_risk_and_ratings_episode_10
    Podcast

    ESG in credit risk and ratings: episode 10

    2022-09-20T12:26:00Z

    In the tenth podcast of a series on the ESG in Credit Risk and Ratings Initiative, Sixtine Dubost (PRI) speaks with Erika Wranegard (Lombard Odier Investment Managers) and Michael Ferguson (S&P Global Ratings) about the ESG information provider landscape and the usefulness of the product and service offering for fixed ...

  • IN_Podcast_CRA Ep 09_built-in
    Podcast

    ESG in credit risk and ratings: episode 9

    2022-05-23T12:17:00Z

    In the ninth podcast of a series on the ESG in Credit Risk and Ratings Initiative, Sixtine Dubost (PRI) speaks with Lisa Abraham (Brown Advisory) and Florian Grandcolas (EthiFinance) about TCFD’s recommended disclosures and their incorporation in credit risk analysis.

  • PRI_ESG in credit risk ratings_INSURANCE WORKSHOP_HERO
    Workshop summary

    ESG in credit risk: Workshop with insurance companies

    2022-05-04T09:41:00Z

    Corporate bond investors and analysts met with two life insurance groups and discussed issues including the importance of good corporate governance in the sector and the societal cost of the energy transition.

  • IN_Podcast_CRA Ep 08_built-in
    Podcast

    ESG in credit risk and ratings: episode 8

    2022-03-30T10:57:00Z

    In the eighth podcast of a series on the ESG in Credit Risk and Ratings Initiative, Carmen Nuzzo (PRI) speaks with Barbara Mattos (Moody’s Investors Service) and Jod Hsu (NN Investment Partners) about deforestation and how it can affect credit risk analysis.

  • CRA_hero
    Workshop summary

    ESG in credit risk: Workshop with North American banks

    2022-03-10T00:01:00Z

    Credit analysts met with six representatives from four US and Canadian banks to discuss the importance of good governance, the challenges for banks in gauging clients’ climate exposure, and their concerns over sustainable finance regulation.

  • CRA - TCFD-01
    Thought leadership

    Are the TCFD recommendations useful for credit risk analysis?

    2022-02-28T08:00:00Z

    Read about how investors and credit rating agencies use the information provided by companies following the recommendations of the Taskforce on Climate-related Financial Disclosures in their credit risk analysis.

  • Sessions-images_ESG in credit risk
    Webinar

    ESG in credit risk and ratings: Modelling uncertainty in credit risk

    2022-02-17T08:40:00Z

    This webinar, organised as part of the ESG in Credit Risk and Ratings Initiative, explores the differences between forecasts and scenario analysis, in particular, how to consider different time horizons in credit risk assessments.

  • CRA_hero
    Workshop summary

    ESG in credit risk: Workshop with UK banks

    2022-01-27T11:52:00Z

    Credit analysts met with seven representatives from four UK banks to discuss governance and litigation risk, climate change and the net-zero transition, and the prospects for new financing structures such as social bonds.

  • ESG in credit risk and ratings - broadening the outreach to investment consultants
    Webinar

    ESG in credit risk and ratings: broadening the outreach to investment consultants

    2021-11-29T17:41:00Z

    Investment consultants are critical stakeholders in the investment chain, as they can play a key role in supporting asset owners to develop responsible investment practices. This webinar explores the extent to which ESG incorporation in fixed income approaches are developing and how gaps are being addressed, based on the findings ...

  • CRA_hero
    Workshop summary

    ESG in credit risk: Workshop with EU banks

    2021-11-17T18:07:00Z

    Credit analysts met with six representatives from four US and Canadian banks to discuss the importance of good governance, the challenges for banks in gauging clients’ climate exposure, and their concerns over sustainable finance regulation.

  • PRI Awards 2021
    Case study

    Coalition for Climate Resilient Investment

    2021-11-02T13:36:00Z

    Case study by Willis Towers Watson

  • ESG_credit_risk_ratings
    Webinar

    ESG in credit risk and ratings: from performance to prospect assessment

    2021-10-19T10:01:00Z

    This session will bring together credit analysts and corporate representatives to discuss how to balance static versus strategic ESG disclosure. It will also explore how to promote a more forward-looking approach to credit risk analysis through bondholder engagement and better issuer communication.

  • PRI_ESG in credit risk ratings_UTILITIES WORKSHOP_HERO
    Workshop summary

    ESG in credit risk: Workshop with utilities companies

    2021-10-14T10:34:00Z

    Corporate bond investors and analysts met with eight companies from the utilities sector to discuss progress on capturing ESG opportunities and mitigating risks. Discussions focused on the financial materiality of ESG, and the expected impact of utilities’ sustainability efforts on their creditworthiness.

  • Broadening-outreach-Investment consultants-block-01
    Thought leadership

    Broadening the outreach to investment consultants

    2021-10-13T10:11:00Z

    Investment consultants are critical stakeholders in the investment chain, advising institutional asset owners on a range of issues, including the selection, appointment and monitoring of external managers. They can play a key role in supporting asset owners to develop responsible investment practices, and to assess their investment managers’ ESG incorporation ...

  • Do ESG Information Providers Meet the Needs of Fixed Income Investors
    Webinar

    Do ESG information providers meet the needs of fixed income investors?

    2021-10-05T17:32:00Z

    This webinar presents the main conclusions of discussions between credit analysts and ESG information providers of different specialism and scope, on how useful their data and service offerings are for fixed income investors, how the current products are evolving and where gaps remain.

  • Accelerating ESG Incorporation by Banks and Investors
    Webinar

    Accelerating ESG Incorporation by Banks and Investors

    2021-09-08T13:06:00Z

    This webinar, co-hosted by the PRI and the UNEP FI, will bring together leading actors in banking and investment industries to explore the extent to which ESG factors are considered when originating and assessing loans, which back CLOs and other structured products.

  • IN_Podcast_CRA Ep 07_built-in
    Podcast

    ESG in credit risk and ratings: episode 7

    2021-09-06T12:42:00Z

    In the seventh podcast of a series on the ESG in Credit Risk and Ratings Initiative, Sixtine Dubost (PRI) speaks with Madeleine King (Legal & General Investment Management) and Elisabeth Rudman (DBRS Morningstar) about governance factors, how they affect the probability of default of an issuer or of a bond ...

  • Do_ESG _information
    Article

    Do ESG information providers meet the needs of fixed income investors?

    2021-07-23T08:25:00Z

    Read the conclusions of our discussion with 20 ESG information providers on how useful their data and product offerings are for fixed income investors and where they need to improve.

  • CRA_hero_Chemicals
    Workshop summary

    ESG in credit risk: Workshop with borrowers in the chemical sector

    2021-06-22T16:06:00Z

    Credit analysts met with seven companies from the chemical sector to discuss energy usage and targets, plastics recycling and the need to transition to a sustainable economy.