Thursday, July 26 • 11:15am - 12:00pm
How Vehicle Information Informs Credit Risk Measures

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In this presentation, we explore how vehicle choice can help predict probability of default, even after controlling for financial terms and borrower credit score. Our analysis suggests that vehicle information, including residual price forecasts, lifts the ability of traditional scores to classify borrowers from most likely to default to least likely.

  • Can vehicle information help assess the creditworthiness of borrowers?
  • What vehicle types are associated with better credit performance?
  • How economically significant is vehicle information?

avatar for Michael Vogan

Michael Vogan

Lead Automobile Economist, Moody's Analytics
Michael Vogan is an assistant director with Moody’s Analytics. As Moody's lead auto economist, Michael produces research and discusses the impact of the economy on the auto industry and credit markets. He currently manages the Moody’s Analytics residual vehicle values forecast... Read More →

Thursday July 26, 2018 11:15am - 12:00pm EDT
Salon F

Attendees (2)