Moody’s Analytics offers award winning risk management solutions to help banks meet regulatory compliance challenges. We help large institutions build complex internal rating systems and provide off-the-shelf capital calculation and reporting tools.
RiskAuthority: The leading Regulatory Capital, Liquidity and Reporting Solution This Basel III 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.
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. Default and Recovery Database : Comprehensive Default and Recovery Data Accurate probability of default estimates are essential to determining minimum capital adequacy requirements, developing a precise internal ratings process, and establishing a standardized approach to assessing credit risk. Moody’s Analytics provides the data needed to accurately, and separately, estimate the likelihood of default, loss given default, and overall expected loss RiskAnalyst; Standardized Collection, Analysis and Storage of Credit Data Gain a comprehensive and consistent view of your firm’s counter-party risk by combining financial spreading, credit analysis and robust data storage using one flexible, secure enterprise platform. Be confident you have the fundamental elements in place to dynamically build and deploy sophisticated internal rating models which exceed internal and regulatory requirements.
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. It produces a forward-looking default probability (called expected default frequency or EDF™) by combining financial statement and equity market information into a highly predictive measurement of stand alone credit risk. RiskAnalyst; Standardized Collection, Analysis and Storage of Credit Data Gain a comprehensive and consistent view of your firm’s counter-party risk by combining financial spreading, credit analysis and robust data storage using one flexible, secure enterprise platform. Be confident you have the fundamental elements in place to dynamically build and deploy sophisticated internal rating models which exceed internal and regulatory requirements. 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.
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.
RiskOrigins: A Complete Commercial Loan Origination Software Platform Award-winning credit risk management analytic models and an integrated, flexible architecture is what differentiates RiskOrigins™ in the marketplace. It offers a straight-through processing platform that lays the groundwork for sound internal credit practices for commercial lenders of all sizes.
