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Rent Rolls at Risk - Assessing Commercial Leases

Proper assessment of your prospective borrower's future cash flow from rental income involves both a qualitative and quantitative analysis of the underlying leases. Understanding these key drivers will allow a lender to properly prepare a rental rate sensitivity analysis to stress test projected income.

September 2017 WebPage Robin Russell

Weekly Market Outlook: Medium-Grade Bond Yields May Lag Consensus Views

Though the number of new jobs has been plentiful, the quality of new jobs has not been great enough to improve the outlook for employment income. In order to compensate for lackluster employment income prospects, interest rates must not increase significantly. The 10-year Treasury yield is unlikely to spend much time close to or above 2.5% anytime soon.

August 2017 Pdf Franklin Kim, Njundu Sanneh, Yukyung Choi, Tomas Holinka , John Lonski, Barbara Teixeira Araujo, Katrina Ell, Jack Chambers

Weekly Market Outlook: Jobless Rate's Waning Influence on Inflation and the Fed

The minutes of the July 25-26 meeting of the FOMC indicated that Fed policymakers have become increasingly concerned about persistently soft consumer prices despite higher rates of resource utilization, including the lowest unemployment rate in 16 years. In response, fed funds futures recently assigned only a 44.4% likelihood to a year-end 2017 midpoint for the fed funds rate that is higher than its current 1.125%. Policymakers and some market participants worry that if underlying inflation slows when rates of resource utilization climb, then a destructive bout of price deflation might arrive once resource utilization rates inevitably ease.

August 2017 Pdf Franklin Kim, Njundu Sanneh, Yukyung Choi, Tomas Holinka , John Lonski, Barbara Teixeira Araujo, Alaistair Chan, Katrina Ell

Weekly Market Outlook: Swelling of Low-Grade Spreads Looms

Markets became slightly unhinged at the prospect of a US military confrontation with North Korea over the latter's nuclear weapons program. As of August 10's early afternoon trading, the market value of US common stock had declined by -1.2% from its August 8 close, or just prior to the intensification over the North Korean conflict. In a more immediate response to jitters surrounding the possibility of a very destructive conflict, a composite high-yield bond spread widened from August 8's 371 bp to August 9's 387 bp as the accompanying speculative-grade bond yield jumped up from 5.57% to 5.72%.

August 2017 Pdf Franklin Kim, Njundu Sanneh, Yukyung Choi, Tomas Holinka , John Lonski, Barbara Teixeira Araujo

Data Analytics and the Future of Credit Risk Management

The future is closer than you think – start shaping your risk management future today. Banking is becoming more future oriented and data analytics can help financial institutions be on the forefront of innovation.

August 2017 WebPage Eric Snyder

Weekly Market Outlook: Liquidity Buoys Corporate Credit

Long-term fundamentals suggest that interest rates will remain well under their averages of 2002-2007's recovery. If only because of an unprecedented and irreversible aging of the US population and workforce, fears of a disruptive lift-off and extended high-altitude orbit by Treasury bond yields are probably exaggerated.

July 2017 Pdf Franklin Kim, Njundu Sanneh, Yukyung Choi, Tomas Holinka , John Lonski, Katrina Ell, Barbara Teixeira Araujo, Alaistair Chan

Weekly Market Outlook: Low Interest Rates Offset Fiscal Gridlock

A fundamentally excessive climb by Treasury bond yields is one of the bigger risk factors facing corporate credit. Now that gridlock may persist indefinitely in Washington, the absence of fiscal stimulus requires a continuation of low interest rates.

July 2017 Pdf Franklin Kim, Njundu Sanneh, Yukyung Choi, Tomas Holinka , John Lonski, Katrina Ell, Faraz Syed

Weekly Market Outlook: The Least Inaccurate Forecaster

The forthcoming passive reduction of the Fed's bond holdings may not be followed by higher Treasury bond yields. So suggests what came after October 2014's end to the third installment of quantitative easing (QE3). In fact, since the October 2014 expiry of QE3, the average 10-year Treasury of 2.07% has been less than its 2.30% average of October 2014, never mind its “taper tantrum” average of 2.71%.

July 2017 Pdf John Lonski, Franklin Kim, Njundu Sanneh, Yukyung Choi, Tomas Holinka , Katrina Ell

Best Practices for Corporate Treasurers: OECD BEPS 2018 Transfer Pricing Compliance

As countries continue implementing the guidelines from the OECD's BEPS action plan, corporations are facing increasing challenges in conducting transparent intercompany loan transfer pricing transactions.

July 2017 WebPage Christophe Marinier

Weekly Market Outlook: Overvalued Equities Boost Credit Ratings

Relatively narrow corporate bond yield spreads reflect confidence in the business outlook for 2017's second half. Apparently, corporate credit expects profits growth will be sufficient to avoid a worsening outlook for defaults.

July 2017 Pdf John Lonski, Franklin Kim, Njundu Sanneh, Yukyung Choi, Tomas Holinka , Katrina Ell

Combining Information to Better Assess the Credit Risk of Small Firms and Medium-Sized Enterprises

In this article, we discuss the issues associated with acquiring behavioral and financial data and transforming it into a business decision. We also present a unified modeling approach for combining the information into a credit risk assessment for both small firms and medium-sized enterprises.

July 2017 Pdf Dr. Douglas Dwyer

When Good Data Happen to Good People: Boosting Productivity with High-Quality Data

In this article, we show the mechanisms through which data quality and productivity interact, and how investments in data quality can offer productivity gains.

Machine Learning: Challenges, Lessons, and Opportunities in Credit Risk Modeling

In this article, we analyze the performance of several machine learning methods in assessing credit risk of small and medium-sized borrowers.

July 2017 WebPage Dinesh Bacham, Dr. Janet Zhao

Accounting for Purchased Credit Deteriorated Financial Assets: Current and Future GAAP

In this article, we explore existing and future accounting and operational challenges faced by institutions acquiring financial assets with credit deterioration.

July 2017 WebPage Masha Muzyka

What Do Half a Million Loans Say About the Impact of CECL on Loan Loss Allowance?

In this article, we use historical data to calculate and compare loan- and portfolio-level loss allowances under the incurred loss model and CECL.

July 2017 WebPage Dr. Yanping Pan, Dr. Yashan Wang

Modeling Stressed LGDs for Macroeconomic Scenarios

In this article, we model stressed LGDs as a function of macroeconomic drivers and find that LGDs sometimes lead PDs by several months during crisis periods.

CECL: What's on Tap for the Future of Credit Loss Accounting?

A new model for expected credit losses is supposed to fix flaws in the accounting system and protect against future financial crises. But the so-called CECL model comes with its own set of challenges that will dramatically change firms' accounting practices for impaired loans. The Financial Accounting Standard Board's (FASB) recently issued current expected credit loss (CECL) model attempts to align measurement of credit losses for all financial assets held at amortized cost, and specifically calls out potential improvements to the accounting for purchased credit impaired (PCI) assets.

July 2017 Pdf Masha Muzyka

Risk Perspectives: Managing Disruption

Examines the role of disruptive technologies in the financial sector and how firms can improve their practices to remain competitive.

July 2017 WebPage

A Balanced Approach to Credit Analysis

A recent webinar with Moody's Analytics set an attendance record at over 1300 lender participants. The follow up response was tremendous, including a large array of topics. In fact, if I addressed each one, I would be busy well into next year! However, the follow up questions provided valuable insight into the evolving approach to credit. Agriculture is a cyclical industry; and one that is currently in an elongated downturn. Thus, the best approach to credit and customers is one of balance. Actually, a balanced approach is necessary to maintain the stability of credit in agriculture.

July 2017 Pdf David Kohl

Battle for Small Business Capital Access: Traditional vs. Alternative Lenders

This article explores innovative strategies that traditional banks can use in small business lending to remain competitive with alternative lenders.

July 2017 WebPage Michael Schwartz

Combining Information to Better Assess the Credit Risk of Small Firms and Medium-Sized Enterprises

In this article, we combine financial information with behavioral factors to more accurately assess credit risk for small firms and medium-sized enterprises.

July 2017 WebPage Dr. Douglas Dwyer

Predicting Earnings: CECL's Implications for Allowance Forecasts

In this article, we demonstrate the effect of the new allowance framework by quantifying allowances and credit earnings volatility for a sample portfolio.

July 2017 WebPage Joy Hart, Anna Labowicz

Reconsidering Risk Management, Governance, and Stress Testing

This article discusses areas such as capital stress testing where simplification of regulations could improve the flow of credit while protecting the financial system.

July 2017 WebPage Dr. Deniz Tudor

The Effect of Ride-Sharing on the Auto Industry

In this article, we consider some possible long-term ramifications of ride-sharing for the broader auto indust

July 2017 WebPage Dr. Tony Hughes

How to Translate Data Into Business Intelligence

The main barrier to the adoption of business intelligence (BI for short) is making sense of the overwhelming number of options available for boosting performance. Let us get started on the journey to become a data-driven organization and turn data analysis into bottom-line results.

June 2017 Pdf Mehna Raissi, Anju Govil, Nancy Michael

Weekly Market Outlook: Record Ratio of Debt to GDP Contains Growth and Interest Rates

The leverage of the US nonfinancial sector has reached unprecedented heights according to the US's never before seen ratio of nonfinancial-sector debt to GDP. Nonfinancial-sector debt includes the credit obligations of households, nonfinancial businesses, state and local governments, and the US government. Though the ratio of US nonfinancial-sector debt to GDP's moving yearlong average dipped slightly from Q4-2016's record 255% to Q1-2017's 253%, the latter was considerably higher than year-end 2007's 230% that immediately preceded the Great Recession.

June 2017 Pdf Franklin Kim, Njundu Sanneh, John Lonski, Tomas Holinka , Katrina Ell, Yukyung Choi

Unleash your Predictive Power and Drive Profitability

Listen in as Moody's Analytics experts discuss using alternative forms of data combined with traditional financial data for a high-level dose of risk management when considering smaller loans.

June 2017 WebPage Michael Schwartz

Dr. Kohl's 2017 Ag Views From the Road

The current Ag cycle is taking a financial toll on producers and Ag Lenders alike. Dr. Kohl has been traveling across the farmlands of North America and shares a unique perspective on where he sees the future of Agriculture lending.

June 2017 WebPage Doug Johnson, David Kohl

Weekly Market Outlook: Low Bond Yields Extend an Aging Upturn

A renewed drop by the price of crude oil has grabbed the market's attention. June 2017's average price of WTI crude oil is on track to fall by nearly -6.5% annually. In turn, the annual rate of PCE price index inflation may eventually slow from April's 1.7%, or when the price of crude oil was up by 24.3% from a year earlier.

June 2017 Pdf John Lonski, Franklin Kim, Njundu Sanneh, Katrina Ell, Tomas Holinka , Faraz Syed

Reduce Credit Risk Exposure with Personalized Training

Moody's Analytics is revolutionizing credit training by using Artificial Intelligence techniques in scenario based "smart testing" to individually assess the level of knowledge and behaviors of lenders.

June 2017 WebPage Kevin Hadlock
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