Dodd-Frank Act

Recent Moody’s Analytics Insight

Webinar  Webinar-on-Demand: Moody's Analytics Briefing on the Federal Reserve's CCAR Scenarios
The Federal Reserve has released its 2016 CCAR scenarios. Mark Zandi and the Moody’s Analytics team dissects the CCAR scenarios, and considers possible narratives driving them and their probability of occurring.

Presenter: Mark Zandi
Date: February 2, 2016 
Insight Icons White paper Reading the Tea Leaves of Recent Regulatory Guidance

Banks will likely need to review processes and technology infrastructure to align with the growing governance and controls focus in recent regulatory guidance updates. This paper offers our commentary on recent guidance and its implications.

Authors: Anna Krayn, Ed Young, David Little

Date: January 13, 2016 
Webinar Webinar-on-Demand: Evolution of Credit Loss Forecasting for Wholesale Loan Portfolios

In this webinar we look at the evolution of credit loss forecasting since the start of DFAST and how stress testing capabilities can be leveraged to comply with upcoming changes related to impairment accounting (CECL and IFRS 9).

Authors: Emil Lopez, Anna Krayn

Date: September 22, 2015 
Insight Icons White paper  Summary of the FRB NPR CCAR and FED G-SIB Final Proposal

On July 17th, the Federal Reserve Board (FRB) issued a notice of proposed rulemaking (NPR) for the 2016 and 2017 Comprehensive Capital and Assessment Review (CCAR) exercises.

Authors: Jacob Grotta, Cayetano Gea-Carrasco, Anna Krayn, David Little

Date: August 13, 2015

Insight Icons Powerpoint slide  Leveraging Stress Testing for Performance Management

This presentation discusses how senior management can leverage stress testing for improving their bank's performance.

Presenter: Cayetano Gea-Carrasco

Date: February 24, 2015 
 Insight Icons White paper

Optimizing the Capital Ratio under Basel III

Basel III stresses the integration between liquidity and credit risk, and the need to manage both from an enterprise-wide risk-management context. This demands a new enterprise-wide organization of tasks, processes, and calculation infrastructure, specifically in terms of systems integration, data flow coordination, model validation, and data interfacing. This paper analyzes the key challenges institutions face when optimizing the capital ratio calculation and outlines ways they can overcome them.

Authors: Cayetano Gea-Carrasco, Mikael Nyberg, Pierre-Etienne Chabanel and Pierre Gaudin

Date: May 14, 2013 

Insight Icons Article  Provisions for Loan Losses are Declining...but That Might be Changing 

In this article, adapted from the original Moody’s Analytics whitepaper, "Loss Reserves are Falling, But They Could Soon Be on the Rise”, Community Banks are offered an analysis of how they can use the Financial Accounting Standards Board’s (FASB) proposed updates to accounting standards in regard to allowance for credit losses (ACL) from December of 2012 to their competitive advantage. The systems and processes that can help banks comply with the new standards can also be leveraged to improve how they do business.

Authors: Christian Henkel, Jan Larsen

Date: April 12, 2013 

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