Basel II Solutions

Data Capture and Management

Default and Recovery Database (DRD)
Most comprehensive global database available to the market, using Moody’s historical data back to 1920.

Ratings Delivery Service (RDS)  
Credit rating automated feeds that allow banks to seamlessly integrate issuer rating data in their risk management and regulatory compliance systems. Moody’s Analytics’ RDS is used by most global banks.

RiskAnalyst
Flexible and secure platform that allows standardised capture and storage of loan data to support the creation and the deployment of internal rating models.

RiskFoundation: A comprehensive and integrated enterprise financial and risk datamart  
Integrate your enterprise financial and risk data to calculate regulatory capital, economic capital, ALM, liquidity, counterparty risk and for a global view of your exposures.

Credit risk modeling

RiskCalc Plus: Premier Private Firm Probability of Default Model
RiskCalc Plus™ is the premier private firm probability of default model. It enables greater accuracy, consistency and efficiency than other commercially available models and internal bank models when evaluating privately held firms.

CreditEdge Plus: Providing insight into dynamics of credit spreads  
CreditEdge Plus is a credit spread valuation framework that provides asset and risk managers insight into the dynamics of the equity, bond and credit default swap markets.

LossCalc: Powerful LGD Predictor to assist with regulatory compliance
LossCalc™ is a model of loss given default (LGD) that incorporates both static and forward-looking dynamic drivers of recovery, ranging from firm-specific variables to broader geography and industry factors.

Regulatory Capital Calculations and Reporting

RiskAuthority: A Regulatory Capital, Liquidity and Reporting Solution
This solution offers integrated capital and liquidity risk reporting, stress testing and data loading. A single data load with the attributes required for credit risk, CCR, RWA and liquidity risk offers greater data accuracy and quality, driven from a single source of truth.

Regulatory Reporting Module: Accurate Regulatory Reporting Made Easy
Ranked as the #1 regulatory reporting solution by Risk Magazine’s Risk Technology Ranking’s 2009, 2010 and 2011, our solution is used by some of the largest financial institutions worldwide. It is an automated, easy-to-use, cost-effective solution that allows institutions to accurately report their regulatory requirements in local supervisory formats and languages.

ICAAP and Risk Appetite Framework

ICAAP: Moody’s Analytics Internal Capital Adequacy Assessment Process
Moody’s Analytics Risk Management Services works with you to design, develop, deploy and document a comprehensive ICAAP that spans your unique portfolios and accounts for all material risks faced by your institution.

Risk Management Services  
Moody’s Analytics offers global advisory services to helps our clients better understand and manage risk. We provide expert knowledge for our clients to achieve and manage compliance under new and changing regulatory regimes.

Economic Capital and Portfolio Management

RiskFrontier: Economic Capital
RiskFrontier calculates Economic Capital and allows for granular analysis of a portfolio’s risk drivers.

Stress Testing

Stress Testing: Moody’s Analytics’ comprehensive stress testing solution  
Moody’s Analytics partners with you to define clear and consistent testing scenarios, employ comprehensive and transparent testing methodologies and help translate testing results into actionable outcomes.

Capital Calculation and Reporting, Concentration Analysis and Large Exposure

Regulatory Reporting Module: Accurate Regulatory Reporting Made Easy
Ranked as the #1 regulatory reporting solution by Risk Magazine’s Risk Technology Ranking’s 2009, 2010 and 2011, our solution is used by some of the largest financial institutions worldwide. It is an automated, easy-to-use, cost-effective solution that allows institutions to accurately report their regulatory requirements in local supervisory formats and languages.
Fermat CAD: Complete Capital Adequacy Solution
Voted as the # 1 regulatory capital calculation and reporting tool by readers of Risk Magazine, Fermat CAD is an award-winning solution to help customers comply with Basel II regulatory requirements and create an integrated, enterprise risk management system. It is a flexible and expandable solution that contains local rules, calculations and preconfigured reports for over 50 countries and robust customization capabilities.

Pillar 2 Adjustments 

Updates to ICAAP
Moody’s Analytics Risk Management Services works with you to design, develop, deploy and document a comprehensive ICAAP that spans your unique portfolios and accounts for all material risks faced by your institution.

Collateral Management 

Structured Analytics & Valuation solutions  
Structured Analytics & Valuation solutions from Moody’s Analytics deliver award-winning software, comprehensive datasets and transparent models backed by extensive support to address your specific needs. 

Leading Asian bank – Basel II compliance solution
One of the largest Asian banks chose Moody’s Analytics’ CAD, RRT and Datamart for a Risk Weighted Assets (RWA) and Reporting solution for Basel II compliance. The comprehensiveness and flexibility of Moody’s Analytics’ solution, as well as a multinational regulatory compliance solution, were key factors in the decision making process.

Leading Western Bank – Basel II compliance solution
This Tier 1 bank ‘s challenge was to ensure that ratings would be calculated consistently across its global portfolio. The bank needed to redevelop a large number of models for its extensive global SME portfolios with sufficient transparency for the Advanced Internal Ratings Based approach to Basel II. Moody’s Analytics’ combined solution of RiskCalc and RiskAnalyst was selected to build a robust solution that can also be used to for regulatory and economic capital purposes.

Regional North American bank – end to end Basel II and risk management best practices solution
This regional bank needed a complete Basel II compliant risk rating system including PD and LGD scorecards, a single risk data warehouse, regulatory capital calculation and reporting as well as risk concentration exposure analysis and benchmarking for economic capital. They needed to report to over 15 different regulators. Moody’s Analytics provided a complete enterprise risk management system. “We feel great about our rating platform and all the capabilities” Vice President and Senior Project Manager for this banks’ Basel II programme