Basel II

Recent Moody's Analytics Publications

Insight Icons Powerpoint slide Enterprise Risk Management Solutions
Moody’s Analytics’ Fermat CAD solution directly delivers solutions to help you comply with Basel regulations. Fermat CAD can meet calculation and reporting requirements through statistical modelling to provide an end to end compliance lifecycle solution, through its extensive internal reporting capabilities. Read here to find out how you can use this tool to spot trends, make informed decisions on future ventures and meet your regulatory requirements.

Author: Nicolas Kunghehian
Date: May 2, 2011

Introduction to Basel Regulation and Credit Risk Modelling
In this section you will find a presentation of the history of the Basel regulations, and how they benefit the industry. Also there is an introduction to credit risk modelling that helps you to understand corporate credit risk and associated financial risk drivers, and a case study using Moody’s RiskCalc that takes a representative sample of Russian firms to asses her wider economic risk factors.

Author: Christian Thun
Date: April 1, 2011

From Single Obligor to Portfolio Management: Measuring & Stressing Credit Risk 
This slide deck considers the inherently fluid nature of credit quality, and how assessing credit must be continually monitored and actively managed, in particular when determining the extent of exposures or measuring assets in a portfolio. The importance of high quality stress testing is higher than ever as organisations now understand diversification is a risk and that investment strategies must be competently tested too. 

Author: Christian Thun
Date: April 1, 2011

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