A CEO’s guide to building competitive advantage through enterprise risk management.Firms that persevered through the crisis had one thing in common: they had a robust risk management infrastructure. It wasn’t a turn-the-crank, back-office risk management – nor was it silo-based. It was the kind of risk management that permeated an entire organisation: it was culture; it was governance; it was infrastructure; it leveraged advanced quantitative risk practices; and it was transparent. But, most importantly, it was integrated into the business.Author: Robert Wyle, Senior Director, Moody’s Analytics, Enterprise Risk SolutionsDate: April 14, 2012
The objective of this paper is to outline Moody’s Analytics recommended best practices in credit risk management for CFOs, corporate treasurers, and financial analysts at non-financial services firms involved in managing supplier risk and customer credit risk. It highlights the benefits derived from these practices for organizations and explains how to implement effective credit risk management methodologies, technologies and policies. Author: Arik Pelkey and Anuj Gupta Date: December 9, 2011
Presented at the Moody's Analytics Conference on Automating Loan Origination & Credit Sanctioning, Moscow (9 November 2011), this document highlights the importance of origination data via risk evaluation, risk based pricing and stress testing. In addition, it demonstrates the applications of RiskAnalyst as a single obligor risk assessment software. Author: John Baer and Peter Knowles Date: November 9, 2011
Presented at the Moody's Analytics Russia Conference on Automating Loan Origination & Credit Sanctioning (Moscow, 9 November 2011), this document demonstrate how to turn risk sanctioning into risk integration, describes the areas and motivation for investing in better risk management and building a risk management framework step by step. Author: Dr. Christian Thun Date: November 9, 2011
Our risk calculation model is regularly put under scrutiny in order to increase its efficiency and automate more of its features. This update gives you a breakdown of new tools such as the scenario analyser, which allows credit modellers to stress test through a wide ranging, but also specialised set of assumptions. Can a risk calculator be developed that assesses subjective factors with the quantitative models? And can this be integrated successfully with the EDF? We answer these questions and present a case study of how Moody’s risk calculator would assess German automobile supplier, Sellner Group. Author: Douglas Dwyer & Mehna Raissi Date: May 5, 2011
This slide deck shows how to build a successful credit risk model, including the pitfalls to avoid and the importance of the Basel II internal ratings system. It also considers the pros and cons of buy versus build. Author: Christian Thun Date: May 2, 2011
Here we explain how you can manage credit portfolios effectively through accurately measuring credit risk and closely managing assets in that portfolio. Targeted risk reduction can support other lending that generates non-credit revenue, through pricing or diversifying risk, for example. The key is to measure risk over time and to be aware of your exposure limits. Read on to find out more about how to improve portfolio performance. Author: Christian Thun Date: May 2, 2011
This PowerPoint assesses what a solid risk culture should cover in its aims and ability to maintain capital and asks how such a culture can be embedded into an organisation. It identifies risk appetite as a key factor in the establishment of risk culture as well as the need for stringent stress testing and integrated commercial lending workflow tools. Author: Charles Stewart Date: April 12, 2011
Following the financial crisis, financial organisations need to revisit an appropriate risk infrastructure and link shared risk ownership and measurement with proportionate reward. In this presentation, lessons of the past are distilled into risk challenges for the future. Through comprehensive ERM, firms can plan strategically, monitor performance and make resourcing decisions from a position of confidence. Author: Charles StewartDate: April 12, 2011
Good data consolidation strategy is critical for the success of risk management and should be put at its heart. In this slide presentation we show you how you can ensure internal and external data excellence and service multiple risk management engines with data warehousing, where financial audits and reporting records are centralised. There are challenges to overcome, including those of ensuring data quality, and these are also considered in this document. Author: Alain MaureDate: February 1, 2011