The use of artificial intelligence in collateral underwriting comes with both benefits and risks to structured finance transactions, while jurisdictions take different approaches to AI regulation.

Speakers: Peter McNally, VP-Sr Credit Officer at Moody's Ratings; Johann Grieneisen, VP-Senior Analyst at Moody's Ratings

Host: Aaron Johnson, VP-Senior Research Writer at Moody's Ratings

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• Artificial Intelligence - Structured Finance: AI used in asset origination brings benefits, risks and regulatory scrutiny

As the regulatory environment continues to evolve, US and European banks have sought regulatory capital relief by offloading the credit risk of loans they make via special types of transactions.

Guests: Warren Kornfeld, Senior Vice President at Moody's Ratings; Nick Monzillo, VP-Senior Analyst at Moody's Ratings; Frank Cerveny, VP-Senior Research Analyst at Moody's Ratings

Host: Aaron Johnson, VP-Senior Research Writer at Moody's Ratings

Related reports:

• Auto ABS - US: Credit-linked notes include risks not seen in typical auto ABS; issuance is rising
• Banks and Structured Finance – US: Risk transfer gives banks protection, but more capital is better; ABS implications vary
• Banks and Structured Finance – Europe: Output floor proposal could erode benefits of SRT for regulatory capital and risk management purposes

Should European non-bank direct lenders turn to collateralized loan obligation financing, transaction collateral will likely reflect the wide range of borrowers to which private credit lenders cater.

Speakers: Sean Marion, MD-EMEA Structured Finance at Moody's Ratings; Shan Lai, VP-Senior Analyst at Moody's Ratings

Host: Aaron Johnson, VP-Senior Research Writer at Moody's Ratings

Related research:

• Robust structures will mitigate heightened collateral risks in private credit CLOs
• Escalating private credit competition will increase risk and scrutiny