General Information & Client Services
  • Americas: +1.212.553.1653
  • Asia: +852.3551.3077
  • China: +86.10.6319.6580
  • EMEA: +44.20.7772.5454
  • Japan: +81.3.5408.4100
Media Relations
  • New York: +1.212.553.0376
  • London: +44.20.7772.5456
  • Hong Kong: +852.3758.1350
  • Tokyo: +813.5408.4110
  • Sydney: +61.2.9270.8141
  • Mexico City: +001.888.779.5833
  • Buenos Aires: +0800.666.3506
  • São Paulo: +0800.891.2518

Register for the Course

There are no sessions currently scheduled

For risk management and stress testing purposes, firms must consider forward-looking economic conditions and their potential effects on the performance of their trading books. Moody's Analytics Financial Markets Forecasts produces consistent forecasts for the full span of market instruments under alternative scenarios.

Leverage transparent market risk forecasts with stressed scenarios for your risk management and stress testing needs

  • Coverage of the full spectrum of market instruments, such as interest rates, credit and default swaps, and other instruments whose values are set in public markets.
  • Two-stage econometric forecast generation process for cross-consistency between projections for macroeconomic and financial series.
  • Plausible scenarios that simulate the impact of defaults, energy crises, and other events, on market risk instruments.
  • Fully specified equations backed by a transparent and documented methodology to meet internal and regulatory compliance needs.

Gain efficiency and assurance using internally consistent and documented market risk forecasts in your workflow

  • Quickly leverage output for ICAAP, CCAR, stress testing, forecasting, financial planning, and budgeting needs.
  • Gain assurance from using a trusted source with extensive economic forecasting and scenario expertise.
  • Save time and resources by leveraging our expertly produced and maintained economic forecasts and alternative scenarios.
  • Improve confidence when interacting with internal stakeholders and regulators, using fully transparent and documented models.

Utilize forecasts of market risk instruments from a credible source with more than 20 years of economic expertise

    Financial Markets Forecasts leverages Moody's Analytics extensive economic modeling experience and scenario capabilities, ensuring a coherent and robust extension of stressed macro scenarios to relevant market risk factors.

RELATED SOLUTIONS

Allowance for Loan and Lease Losses (ALLL)

Calculate fast, accurate reserves for loan and lease losses with our cloud-based ALLL solution.

Basel I, II, and III

Moody's Analytics Basel solution delivers comprehensive, automated, and streamlined regulatory capital compliance and reporting for Basel I, II, and III.

Economic Forecasts

Moody's Analytics provides trusted macro and regional forecasts to help clients assess potential economic outcomes.

Financial Data

Moody's Analytics financial data solutions enable you to assess market opportunities and compare entities across systems.

Internal Capital Adequacy Assessment Program (ICAAP)

Our ICAAP solution enable implementation of a risk management framework with quantitative measures, addressing both internal and regulatory requirements.

Liquidity Compliance

Moody's Analytics offers a liquidity compliance solution to help banks address the complex liquidity compliance requirements under Basel III.

Performance Data

Moody's Analytics performance data solutions enable you to monitor your portfolio and confidently make decisions using reliable sources.

Portfolio Optimization

Quantify diversification benefits across portfolios and define risk types that inform risk management and active asset allocation decisions.

Regulatory Capital

Moody’s Analytics offers automated, streamlined, and integrated regulatory capital calculation and reporting solutions for a wide range of banking regulations.

Risk Data

Moody’s Analytics industry-leading global data solutions help financial institutions improve their strategic planning and capital and risk management practices.

Solvency II

The Moody’s Analytics solution supports the solvency metrics and the associated reporting from both a group and solo perspective for Solvency II compliance.