Product Training | CSI, IRQS & Moody's Analytics

A

ALM – Core Module: Calculation & Analysis of Specific Gaps (1/2 Day)

ALM – Core Module: Calculation & Analysis of Specific Gaps (1/2 Day)

Inflation gap, fixing gap, cap and floor gap, capitalized interests in gaps.
ALM – Core Module: Process Overview & Reporting (1/2 Day)

ALM – Core Module: Process Overview & Reporting (1/2 Day)

Launching an ALM process and understanding how to analyze the results.
ALM – Core: Module Rate and Liquidity Gaps (1/2 Day)

ALM – Core: Module Rate and Liquidity Gaps (1/2 Day)

Producing and analyzing static indicators based on amortizing profile calculation.
ALM – Dynamic Simulation (1/2 Day)

ALM – Dynamic Simulation (1/2 Day)

Set new business assumptions and analyze their impacts over time periods.
ALM – FTP: Analysis of FTP Components on Non Maturing Deals (1/2 Day)

ALM – FTP: Analysis of FTP Components on Non Maturing Deals (1/2 Day)

Managing the calculation and allocation of interest rate components on non maturing instruments: Replicating model tool.
ALM – FTP: Analysis of Net Interest Income and FTP Components on Maturing Deals (1/2 Day)

ALM – FTP: Analysis of Net Interest Income and FTP Components on Maturing Deals (1/2 Day)

Managing the calculation and allocation of interest rate components on maturing instruments.
ALM – FTP: Net Interest Income and FTP Calculation (1/2 Day)

ALM – FTP: Net Interest Income and FTP Calculation (1/2 Day)

Producing and analyzing interest earnings’ components.
ALM – General Presentation (1 Day)

ALM – General Presentation (1 Day)

Overview of Fermat ALM.
ALM – TECH: Aggregation for Run Initializations (1/2 Day)

ALM – TECH: Aggregation for Run Initializations (1/2 Day)

Reducing the number of lines at the beginning of a calculation process to have a faster run initialization.
ALM – TECH: Analysis of Future Indicators on Balance Sheet Reports (1/2 Day)

ALM – TECH: Analysis of Future Indicators on Balance Sheet Reports (1/2 Day)

How to setup reports to follow future indicators on the balance sheet.

C

CAD – Credit Risk – Back Testing (1/2 Day)

CAD – Credit Risk – Back Testing (1/2 Day)

Back testing simulation and results' analysis.
CAD – Credit Risk – Basel II Process and FDM (1/2 Day)

CAD – Credit Risk – Basel II Process and FDM (1/2 Day)

Understanding the FDM structure and Baesel II process.
CAD – Credit Risk – Credit Risk Mitigation in IRB (1/2 Day)

CAD – Credit Risk – Credit Risk Mitigation in IRB (1/2 Day)

Credit risk mitigation allocation and sub-method calculation in the IRB approaches.
CAD – Credit Risk – Credit Risk Mitigation in STD (1/2 Day)

CAD – Credit Risk – Credit Risk Mitigation in STD (1/2 Day)

Credit risk mitigation allocation and sub-method calculation in the Standardized approach.
CAD – Credit Risk – General Presentation (1 Day)

CAD – Credit Risk – General Presentation (1 Day)

Basel II Credit Risk features, underlying concepts and tools.
CAD – Credit Risk – Large Exposures (1/2 Day)

CAD – Credit Risk – Large Exposures (1/2 Day)

Understanding large exposure concepts and calculation processes.
CAD – Credit Risk – National Discretion Setup in IRB (1/2 Day)

CAD – Credit Risk – National Discretion Setup in IRB (1/2 Day)

Setup description for the IRB Foundation and advanced approaches.
CAD – Credit Risk – National Discretion Setup in STD (1/2 Day)

CAD – Credit Risk – National Discretion Setup in STD (1/2 Day)

Setup description for the Standaridized approach.
CAD – Credit Risk – Stress Testing (1/2 Day)

CAD – Credit Risk – Stress Testing (1/2 Day)

Stress testing simulation and resluts' analysis.
CAD – Credit Risk Securitization

CAD – Credit Risk Securitization

How to create securitization cases and analyze credit risk exposures and capital requirements.
CAD – Credit Risk: Moving from Standard to IRB Approach (1 Day)

CAD – Credit Risk: Moving from Standard to IRB Approach (1 Day)

Understanding the impacts of a transition from Standard to IRB setup.
CAD – Credit Risk: Regulatory Reporting Tool (1/2 Day)

CAD – Credit Risk: Regulatory Reporting Tool (1/2 Day)

Understanding the structure of the input table and using the tools featured for auditing the results.
CAD – Credit Risk: Settlement Risk (1/2 Day)

CAD – Credit Risk: Settlement Risk (1/2 Day)

Understanding the methods used to compute settlement risk.
CAD – Market Risk – Commodity Risk and Option-Risk (1/2 Day)

CAD – Market Risk – Commodity Risk and Option-Risk (1/2 Day)

Commodity Risk and Option Risk Calculation.
CAD – Market Risk – Equity Position Risk and Investment Fund Risk
(1/2 Day)

CAD – Market Risk – Equity Position Risk and Investment Fund Risk
(1/2 Day)

Equity Position Risk and Investment Fund Risk Calculation.
CAD – Market Risk – General Presentation (1/2 Day)

CAD – Market Risk – General Presentation (1/2 Day)

General presentation of Market Risk.
CAD – Market Risk – Interest Rate Risk and Foreign Exchange Risk (1/2 Day)

CAD – Market Risk – Interest Rate Risk and Foreign Exchange Risk (1/2 Day)

Interest rate risk and foreign exchange risk calculation.
Credit Monitor / Public EDF Training - Online Tutorials

Credit Monitor / Public EDF Training - Online Tutorials

Moody's Analytics offers product-focused training available for free to supported customers. This training is designed to ensure full understanding of the methodology, functionality, and application of our industry leading products. Training is offered through public seminars, at client sites and online to help users.
Credit Monitor / Public Firm EDF Training - Online

Credit Monitor / Public Firm EDF Training - Online

Moody's Analytics offers product-focused training available for free to supported customers. This training is designed to ensure full understanding of the methodology, functionality, and application of our industry leading products. Training is offered through public seminars, at client sites and online to help users.
Credit Montior / Public EDF Training - Client-Site Customized

Credit Montior / Public EDF Training - Client-Site Customized

Moody's Analytics offers product-focused training available to supported customers. This training is designed to ensure full understanding of the methodology, functionality, and application of our industry leading products. Training is offered through public seminars, at client sites and online to help users.
CreditEdge / Public EDF Training - Client-Site Customized

CreditEdge / Public EDF Training - Client-Site Customized

Moody's Analytics offers product-focused training available for free to supported customers. This training is designed to ensure full understanding of the methodology, functionality, and application of our industry leading products. Training is offered through public seminars, at client sites and online to help users.
CreditEdge / Public EDF Training Online - Tutorials

CreditEdge / Public EDF Training Online - Tutorials

Moody's Analytics offers product-focused training available for free to supported customers. Training is offered through public seminars, at client sites and online to help users.
CreditEdge / Public Firm EDF Training - Online

CreditEdge / Public Firm EDF Training - Online

Moody's Analytics offers product-focused training available for free to supported customers. This training is designed to ensure full understanding of the methodology, functionality, and application of our industry leading products. Training is offered through public seminars, at client sites and online to help users.

F

Fermat - FDM – Flow Modeling on Linear and Non Linear Instruments

Fermat - FDM – Flow Modeling on Linear and Non Linear Instruments

Building nominal and interest payment of financial instruments in Fermat, for liquidity approach.
Fermat - FDM - Flow Modeling on Linear Instruments (1/2 Day)

Fermat - FDM - Flow Modeling on Linear Instruments (1/2 Day)

Building nominal and interest payment of linear instruments in Fermat, for rate and liquidity approach and valuation.
Fermat - FDM - Flow Modeling on Non Linear Instruments (1/2 Day)

Fermat - FDM - Flow Modeling on Non Linear Instruments (1/2 Day)

Building nominal and interest payment of non linear instruments in Fermat, for rate and liquidity approach and valuation.
Fermat - General Overview (1/2 Day)

Fermat - General Overview (1/2 Day)

Overview of Fermat architecture and database concepts.
Fermat - Installation of Reporting Services and Tools for Web (1/2 Day)

Fermat - Installation of Reporting Services and Tools for Web (1/2 Day)

Installation of reporting services and other web tools used in Fermat.
Fermat - Modeling and Calculation of Rates (1/2 Day)

Fermat - Modeling and Calculation of Rates (1/2 Day)

Understanding rate curve building and calculation methods for future interest rates.
Fermat - Setup & Analysis of Impact of Client Behavior on Payment Schedule (1/2 Day)

Fermat - Setup & Analysis of Impact of Client Behavior on Payment Schedule (1/2 Day)

Modeling payment schedules and calculating indicators with prepayment and renegotiation hypothesis.
Fermat - Setup of Rate Curve Shifts and Analysis of their Impacts on Indicators (1/2 Day)

Fermat - Setup of Rate Curve Shifts and Analysis of their Impacts on Indicators (1/2 Day)

How to produce and compare indicators under different rate scenarios using Fermat's strategy functional.
Fermat - Technical - Application Installation (1/2 Day)

Fermat - Technical - Application Installation (1/2 Day)

How to install Fermat.
Fermat - Technical - Customization (1/2 Day)

Fermat - Technical - Customization (1/2 Day)

Create, upgrade and archive custom objects in Fermat.
Fermat - Technical - Data Management (1/2 Day)

Fermat - Technical - Data Management (1/2 Day)

Knowing all the concepts of Fermat objects and managing the data workflow.
Fermat - Technical - FAS (1/2 Day)

Fermat - Technical - FAS (1/2 Day)

Install and use the Fermat Authentication server.
Fermat - Technical - Fermat Reporting Tool (1/2 Day)

Fermat - Technical - Fermat Reporting Tool (1/2 Day)

Install and use Fermat reporting tool.
Fermat - Technical - Fermat Web (1/2 Day)

Fermat - Technical - Fermat Web (1/2 Day)

Being able to use Fermat Web.
Fermat - Technical - Overview and Architecture (1/2 Day)

Fermat - Technical - Overview and Architecture (1/2 Day)

Fermat architecture overview.
Fermat - Technical - Process Management (1/2 Day)

Fermat - Technical - Process Management (1/2 Day)

Launching different types of processes in Fermat.
Fermat - Technical - Security Management (1/2 Day)

Fermat - Technical - Security Management (1/2 Day)

Managing access rights in Fermat and auditing activity.
Fermat - Technical - Version Management and Maintenance (1/2 Day)

Fermat - Technical - Version Management and Maintenance (1/2 Day)

How to upgrade between versions and keep the database clean.
Fermat - Use of Reporting Services: Design and Use of Reports (1/2 Day)

Fermat - Use of Reporting Services: Design and Use of Reports (1/2 Day)

Building, using and exporting reports with Reporting Services tool.
Fermat: Reconciliation (1 Day)

Fermat: Reconciliation (1 Day)

Matching amount in balance sheet accounts with imported instruments.
Fermat: User Tools (1/2 Day)

Fermat: User Tools (1/2 Day)

Getting started with Fermat GUI manipulation.
Fermat: Using SQL to Maximize Reporting Capabilities (1 Day)

Fermat: Using SQL to Maximize Reporting Capabilities (1 Day)

SQL Tools for reporting.

G

GEM – "GEM Deal" Definition and Introduction to Exposure vs Limit Monitoring – Step 1 (1 Day)

GEM – "GEM Deal" Definition and Introduction to Exposure vs Limit Monitoring – Step 1 (1 Day)

Understanding GEM concepts and starting to use the product.
GEM – Basic Principles: Risk Vision and Impacts – Step 2 (1/2 Day)

GEM – Basic Principles: Risk Vision and Impacts – Step 2 (1/2 Day)

Building analysis plans and analyzing the impact of combinations on limits.
GEM – Exposure Calculation and Aggregation – Step 3 (1/2 Day)

GEM – Exposure Calculation and Aggregation – Step 3 (1/2 Day)

Using GEM to setup firm specific exposure calculation formula.
GEM – Fermat FDM Data Model (1/2 Day)

GEM – Fermat FDM Data Model (1/2 Day)

Overview of Fermat tables where data must be imported.
GEM – General Presentation (1/2 Day)

GEM – General Presentation (1/2 Day)

Overview of Fermat and GEM.
GEM – Limits Calculation and Workflow – Step 4 (1/2 Day)

GEM – Limits Calculation and Workflow – Step 4 (1/2 Day)

Managing limit import, modificaiton and excess.

I

IAS - Financial Instrument Measurement (1/2 Day)

IAS - Financial Instrument Measurement (1/2 Day)

Indicators required in IAS accounting and how to calculate them.
IAS - General Presentation (1 Day)

IAS - General Presentation (1 Day)

Overview of Fermat and IAS.
IAS - Hedge Accounting (1 Day)

IAS - Hedge Accounting (1 Day)

Testing and reporting on strategies for hedge accounting.
IAS - Impairments (1/2 Day)

IAS - Impairments (1/2 Day)

Calculation of provisions and/or amounts to recover for incurred or impaired assets.

L

Liquidity – General Presentation (1 Day)

Liquidity – General Presentation (1 Day)

Overview of Fermat and introduction to liquidity risk.
Liquidity – Regulatory Reporting (1/2 Day)

Liquidity – Regulatory Reporting (1/2 Day)

Launch and understand regulatory liquidity reporting.
Liquidity – Regulatory Setup and Calculation of Liquidity Buffer (1/2 Day)

Liquidity – Regulatory Setup and Calculation of Liquidity Buffer (1/2 Day)

Understanding regulatory setup and calculating liquidity gap and buffer.
Liquidity – Setup of Stress-testing Scenarios on Balance Sheet (1/2 Day)

Liquidity – Setup of Stress-testing Scenarios on Balance Sheet (1/2 Day)

Stress the different types of liquidity risk on different groups of instruments in balance sheet.

M

MR (Market Risk) – Non Parametric VAR Model (1/2 Day)

MR (Market Risk) – Non Parametric VAR Model (1/2 Day)

Historical VAR definition and setup.
MR (Market Risk) – Parametric VAR Model (1/2 Day)

MR (Market Risk) – Parametric VAR Model (1/2 Day)

Monte Carlo and GARCH VARs definition and setup.
MR (Market Risk) Fermat and VAR General Presentation (1/2 Day)

MR (Market Risk) Fermat and VAR General Presentation (1/2 Day)

General presntation of Fermat and MR VAR module.

N

New-Research-in-Portfolio-Modeling-Seminar

New-Research-in-Portfolio-Modeling-Seminar

Moody's Analytics offers product-focused training available to supported customers. This training is designed to ensure full understanding of the methodology, functionality, and application of our industry leading products. Training is offered through public seminars, at client sites and online to help users.

P

Portfolio Manager Training - Client-Site Customized

Portfolio Manager Training - Client-Site Customized

Moody's Analytics offers product-focused training available for free to supported customers. This training is designed to ensure full understanding of the methodology, functionality, and application of our industry leading products. Training is offered through public seminars, at client sites and online to help users.

R

RiskAnalyst - How To Use RiskAnalyst

RiskAnalyst - How To Use RiskAnalyst

Moody's Analytics offers product-focused training available for free to supported customers. This training is designed to ensure full understanding of the methodology, functionality, and application of our industry leading products. Training is offered through public seminars, at client sites and online to help users.
RiskCalc / Private EDF Trainig - Client - Site Customized

RiskCalc / Private EDF Trainig - Client - Site Customized

Moody's Analytics offers product-focused training to supported customers. This training is designed to ensure full understanding of the methodology, functionality, and application of our industry leading products. Training is offered through public seminars, at client sites and online to help users.
RiskCalc / Private EDF Training - Online Tutorials

RiskCalc / Private EDF Training - Online Tutorials

A pair of pre-recorded online tutorials provide a practical understanding of Moody's Analytics RiskCalc® the industry-leading model and product for estimating default probability for private firms.
RiskCalc Private Firm EDF Training - Online

RiskCalc Private Firm EDF Training - Online

Moody's Analytics offers product-focused training available to supported customers. This training is designed to ensure full understanding of the methodology, functionality, and application of our industry leading products. Training is offered through public seminars, at client sites and online to help users.
RiskFrontier Training - Classroom

RiskFrontier Training - Classroom

Moody's Analytics offers product-focused training available to supported customers. This training is designed to ensure full understanding of the methodology, functionality, and application of our industry leading products. Training is offered through public seminars, at client sites and online to help users.
RiskFrontier Training - Client-Site Customized

RiskFrontier Training - Client-Site Customized

Moody's Analytics offers product-focused training available to supported customers. This training is designed to ensure full understanding of the methodology, functionality, and application of our industry leading products. Training is offered through public seminars, at client sites and online to help users.
RiskFrontier Training - Credit Portfolio Models and Validation Course

RiskFrontier Training - Credit Portfolio Models and Validation Course

Moody's Analytics offers product-focused training available to supported customers. This training is designed to ensure full understanding of the methodology, functionality, and application of our industry leading products. Training is offered through public seminars, at client sites and online to help users.

S

Solvency II - Asset Modeling and Management (1/2 Day)

Solvency II - Asset Modeling and Management (1/2 Day)

Definition of assets and behaviors on assets.
Solvency II - Fermat Data Model and Main Parameters (1/2 Day)

Solvency II - Fermat Data Model and Main Parameters (1/2 Day)

Input of data and setup of main parameters of the process.
Solvency II - General Presentation and Regulatory Calculations (1 Day)

Solvency II - General Presentation and Regulatory Calculations (1 Day)

Overview of Fermat and Solvency II regulatory calculations.
Solvency II - Interaction Between Assets and Liabilities (1 Day)

Solvency II - Interaction Between Assets and Liabilities (1 Day)

Management of business practices on instruments.
Solvency II - Liabilities Modeling and Management (1 Day)

Solvency II - Liabilities Modeling and Management (1 Day)

Definition of liabilites and behaviors on assets.