Luka VidovicCredit Risk, Fixed Income, Credit Analytics, ESG and Climate Risk
Luka Vidovic is an Associate Director of Quantitative Modeling, part of S&P Global Market Intelligence’s Analytical Development Group and is based in LondonFull Bio
Luka Vidovic is an Associate Director of Quantitative Modeling, part of S&P Global Market Intelligence’s Analytical Development Group and is based in London. Luka focuses on quantitative credit risk analytics and engages in research & development of novel risk management and forecasting solutions, including ESG and climate change risk.
Luka manages the development of statistical models to assess credit risk of corporates, financial institutions, and SMEs. Luka also participates in market outreach activities and engages in helping clients measure & manage their credit risk. Luka regularly presents at various credit risk events and publishes thought leadership commentary, covering credit risk analysis & trends, machine learning, climate risk and related risk management topics.
Luka holds a PhD in Physics and MSc in Finance from the University of Ljubljana, and is a Certified FRM.
Industries Most and Least Impacted by COVID-19 from a Probability of Defaul
This article is written and published by S&P Global Market Intelligence, a division independent from S&P Global Ratings. Lowercase nomenclature is used to differentiate S&P Global Market Intelligence credit scores from the credit ratings issued by S&P Global Ratings. In our five-part blog series over 2020 and 2021, we assessed the impact of COVID-19 on the credit risk of indust...
The COP26 successfully concluded with a last-minute Glasgow Climate Pact which brought important progress to keep global warming below 2ºC. Whilst the final agreement did not go as far as some had hoped, it does represent a good compromise and it sets the global agenda on climate change for the next decade. Perhaps more importantly, many achievements worth celebrating happened ...
Industries Most and Least Impacted by COVID-19 A Market-Implied Probability
This article is written and published by S&P Global Market Intelligence, a division independent from S&P Global Ratings. Lowercase nomenclature is used to differentiate S&P Global Market Intelligence credit scores from the credit ratings issued by S&P Global Ratings. Using Credit Analytics’ Probability of Default (PD) Model Market Signals , which leverages market capitalization...
