Moody’s Analytics offers a modular, flexible, and comprehensive IFRS 9 impairment solution that facilitates a bank’s efforts to calculate and manage capital set aside for these provisions.
In this webinar Moody’s Analytics discusses the effects of Brexit on the UK, European, and US economies and details the assumptions behind a baseline forecast and four Brexit-driven scenarios.
EUROPE | With a strong presence in Europe, Moody’s Analytics helps capital markets and risk management professionals respond to an evolving marketplace with confidence. Through expertise in credit analysis, economic research and financial risk management, we offer unique tools and best practices for measuring and managing risk.
By providing leading-edge software, advisory services, and research, including proprietary analysis from Moody’s Investors Service, Moody’s Analytics integrates and customizes its offerings to address a range of business challenges. With extensive country-specific industry expertise, business value, and regulatory insight, our regional subject matter experts can help you solve your most complex risk management challenges.
Developed to meet the key modeling requirements of wealth managers and retail investment platforms, Portfolio Risk Analytics is a versatile simulation-based analytics tool.
The 2016 CVA monitoring will be based on data with reference date of December 31, 2016.
These regulatory standards propose limited amendments to the Commission Delegated Regulation (EU) No 526/2014 for determining proxy spread and limited smaller portfolios for CVA risk, based on two policy recommendations in the CVA report of EBA.
EC published, in the Official Journal of the European Union, the Implementing Regulation (EU 2017/1093) laying down implementing technical standards on the format of position reports by investment firms and market operators.
This template is part of the EBA Guidelines on disclosure requirements under Part Eight of Capital Requirements Regulation or CRR (Regulation (EU) No 575/2013).
CP9/17 also includes a proposed update to SS8/16 titled "Ring-Fenced Bodies," which clarifies PRA expectations on the approach to recovery planning for groups containing a ring-fenced body.
He discussed central clearing, along with its importance and implications for financial stability in the context of Brexit.
The Supervisory Board of ECB, in cooperation with the EC, has further clarified the delineation of competences between the ECB and the national competent authorities on the exercise of certain supervisory powers granted under national law.
ECB published a working paper that addresses the trade-off between additional loss-absorbing capacity and potentially higher bank risk-taking associated with the introduction of the Basel III leverage ratio.
The report reveals that the risk-based Solvency II regime was applied smoothly in a low-yield environment and that the European insurance sector is adequately capitalized.