This webinar presents an overview of liquidity management & ALM requirements for BASEL III. It presents factors that lead to the market turbulence that began in December 2007 and details the lessons that were learned. It also discusses the recent regulatory standards for liquid risk exposures of banking organizations. Finally, it analyzes the impact of the recent liquidity standards on banking organizations.Author: Rob Wyle, Senior Director, ALM Date: April 2012
This webinar presents the leading strategies that insurance companies and asset managers employ to manage the risk and performance of their credit portfolios. The webinar starts off with a review of best practices, including how to effectively model portfolio credit risk for portfolios with sovereign, CRE and structured assets; how to reduce concentration and improve risk-adjusted returns; how to adapt market signals tools to the post-crisis environment. The second part of this webinar covers new approaches to integrating credit and market risk for bond portfolios, including an explanation on how to correct biases in top-down credit and interest rate risk integration approaches using a bottom-up benchmark; a description of cyclical correlation patterns of interest and credit over time using evidence from defaults and the credit market; and a review of the new approaches for accounting for options and contingencies in a multi-dimensional model that integrates credit and interest rate risk. Author: Steve Wiggins, Senior Director, Credit Risk Specialist and Dr. Amnon Levy, Managing Director, Head of Portfolio Research Date: December 1, 2011
In this webinar, two industry experts discuss how CRE lenders can make better-informed, data-driven origination and portfolio management decisions. The presenters show a real-time case study demonstrating the importance of analyzing individual exposures on a stand-alone basis and the importance of knowing how each new deal affects the overall portfolio. Author: Marc Brammer and Steven Bardzik, PhD.Date: October 12, 2011
In this webinar, two industry experts share best practices for managing credit risk in the energy sector. Author: Thomas Nette and Charles StewartDate: June 24, 2011
In this webinar, an industry expert discusses best practices for managing global supply chain risk in the corporate sector. Author: Alok JainDate: June 22, 2011
Learn more on how Moody's Analytics newly launched CDS-implied EDF™ (expected default frequency) model can help in your risk management processes. The CDS-Implied EDF links two commonly used risk metrics, default probabilities and CDS spreads, in a credit measure that can be compared directly with Public Firm EDF credit measures. This webinar will also discuss common misunderstandings and uses of CDS spreads in risk management and the CDS-Implied EDF model and its key drivers.Date: June 9, 2011
The recent sovereign debt crisis in Europe, along with the global increase in sovereign debt issuance, has motivated credit portfolio managers to renew their focus on managing sovereign risk. In response, Moody's Analytics' Quantitative Research Group has developed new techniques for modeling sovereign asset correlations. Learn more about how you can better manage sovereign risk in your credit portfolio.Date: May 11, 2011
Learn how Moody’s can help your organization leverage regulatory compliance to strengthen strategic and operational effectiveness.Date: February 23, 2011
Financial institutions are faced with an ever-expanding array of challenges as expenses continue to rise and regulatory burdens grow. As a result, firms are evaluating the ways in which new strategies and technology can drive top and bottom line growth. Register for this important webinar to learn how to make better loan decisions and grow revenue while minimizing risk, tie your risk strategy and appetite to each new transaction, and add transparency and improve the way you manage risk data. Date: February 15, 2011
Aprenda cómo el análisis de Moody's puede ayudar a su organización a cumplir con la normativa y aumentar su eficacia estratégica y operativa.Date: November 30, 2010
Learn more about best practices for managing a credit portfolio, including managing concentration risk through diversification, risk-based pricing, risk attribution, performance management and capital allocation. Date: May 20, 2010
Learn about improving the effectiveness and accuracy of your origination decisions.Date: January 25, 2010
Learn more about: alternatives to one-dimensional historical look-up table recovery values; impact of LGD on loan loss reserves and capital allocation; understanding the relationship between recovery values and other important drivers of LGD; and calculating a stressed LGD/recovery value through the credit cycle.Date: October 8, 2009
Learn more about quantifying default risk of privately held firms and monitoring the risk of private exposures/investments, including early detection of credit deterioration. Date: October 7, 2009