Agriculture renewals in 2018 are presenting some major concerns for banks and producers alike. Moody's Analytics is hosting a special, client only webinar to help prepare for the upcoming renewal season.
December 2017
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Doug Johnson
In this webinar, Mark Zandi and the Moody's Analytics team discuss the impact of the wealth effect on economic expansion and quantify econometric estimates based on data from Visa and Equifax.
December 2017
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Scott Hoyt, Brian Poi, Mark Zandi
Moody's Analytics Senior Director Cristian deRitis and Equifax Chief Economist Amy Crews Cutts discuss the potential impact of the hurricanes on consumer credit.
In this webinar, we assess the implications of the imminent change, with a focus on who benefits most and who is likely to be hurt. The discussion entails a look at both the national effects and the regional implications.
December 2017
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Chris Lafakis, Adam Kamins, Dan White, Mark Zandi
In this webinar, our experts discuss risk measurement tools and techniques to help with IFRS 9 validation and/or benchmarking to market best practice and the communication of such validation to senior stakeholders.
November 2017
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Alexis Hamar, Roshni Patel
This webinar discusses how to leverage stress testing processes for tactical and strategic decision-making.
November 2017
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Ed Young, Joy Hart
In this webinar, view the observations that were put forward in a recent conversation with Andrew Bockelman, general manager of banking RegTech at Moody's Analytics.
November 2017
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Andrew Bockelman
With greater clarity of the regulatory compliance environment than at any time since before the financial crisis, banks have an excellent opportunity to get off the compliance treadmill and move forward with strategic technology platforms for managing risk.
Join Moody's Analytics for an informative webinar discussing FASB's new Current Expected Credit Loss (CECL) standard and what you can be doing now to prepare.
November 2017
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Eric Snyder
In this webinar, we demonstrate how forecasts based on industry data can be used to generate an objective benchmark of a bank's performance under baseline and stressed scenarios. We demonstrate results though case study of regional banks, peer groups, and larger CCAR-sized institutions.
November 2017
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Brian Poi
Join Dr. Olga Loiseau-Aslanidi and Alaistair Chan as they discuss methods for incorporating forward-looking macroeconomic information to meet IFRS 9 impairment calculation requirements. Our economists will address the probability-weighted aspects of IFRS 9 using Moody's Analytics economic scenarios.
In this webinar, our experts discuss what Corporates need to consider while preparing for IFRS 9 implementation. IFRS 9 changes accounting for financial instruments and creates credit loss forecasting challenges. The new impairment model will likely increase the initial amount and ongoing volatility of provisions.
October 2017
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Metin Epözdemir
In this webinar, David Ratnage, Senior Director, Credit Assessment & Origination at Moody's Analytics addresses some of the key areas of debate when banks consider the buy versus build approach when investing in commercial lending platforms.
October 2017
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David Ratnage
In this webinar, Emil Lopez and Olivier Brucker from Moody's Analytics, demonstrates how the Moody's Analytics Credit Loss and Impairment Analysis suite helps financial institutions overcome CECL challenges and implement best-practice allowance processes.
In an effort to comply with the growing regulatory tsunami, financial organizations are trying to consolidate and align resources to save budget and time. Organizations can become leaner and more agile by streamlining data requirements within regulatory projects.
October 2017
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Eric Leman, Cédric Montlahuc
As preliminary IFRS9 results are being released, many institutions have concerns about variations in point-in-time credit assessment and forward-looking credit forecasts. These measurements are responsive to the economic environment, and highly dependent on changes in an institution's macroeconomic outlook.
October 2017
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Roshni Patel, Pierre Gaudin
In this webinar replay, Mark Zandi and the Moody's Analytics team examine the economic impact on the national and regional economy.
September 2017
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Mark Zandi, Adam Kamins, Ryan Sweet, Dan White, Kwame Donaldson
In this webinar, Anna Krayn and Masha Muzyka discuss the importance of accounting for risk differentiation and rank ordering for pass-rated loans, common flaws of risk rating systems and the potential financial impact on ALLL.
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
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Robin Russell
In this webinar, David Fieldhouse, Director in Consumer Credit Analytics and Glenn Levine, Associate Director within the Capital Markets Research Group provide an overview of ECL quantification tools Moody's Analytics offers to support CECL implementation across all major asset classes.
In this webinar replay, Mark Zandi and the Moody's Analytics team examine the economic impact on the national and regional economy, including the effect on GDP, corporate profits, gas prices, as well as property damage estimates for infrastructure, real estate and vehicles.
September 2017
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Mark Zandi, Adam Kamins, Ed Friedman, Ryan Sweet, Chris Lafakis
In this webinar, Cris deRitis, Senior Director from Moody's Analytics, demonstrates how to leverage econometrically derived, forward-looking scenarios to assess life-time losses for CECL.
The webinar is presented by our resident expert – Yann Delacourt – a Director of Product Management in our Strategic Platform group.
September 2017
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Yann Delacourt, Karina Beeckmans
In this webinar, Irina Korablev, Senior Director and Deniz Tudor, Director will discuss various tools that can capture economic, loan-level, and cohort-level data across several asset classes, which can be used for forecasting credit losses and benchmarking internal models.
Auto lending is following a natural and expected credit cycle. Subprime performance will get better as credit tightens. Nonbank auto financiers are facing the highest loss rates when lending to low-income, subprime borrowers. Residual value pressures should begin to abate but will likely increase for trucks and SUVs.
August 2017
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Michael Vogan
Our experts discuss methodologies for calculating losses, and explain how to establish and defend reasonable and supportable forecasts, connect the allowance for credit loss estimate to key risk functions, and analyze the impact to reserves and your business.
August 2017
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Jan Larsen, Tanya Roosta
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
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Eric Snyder
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
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Christophe Marinier
Regulators are placing increased emphasis on the rigor by which banks model their income and balance sheet projections.
July 2017
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Brian Poi
Listen to Domitille de Coincy and Dimitri Kaltsas of Moody's Analytics as they discuss the IFRS 9 methodology for structured finance, the SPPI test for structured finance securities, including criteria, interpretations, and credit risk comparisons, and staging and impairment calculations for structured finance securities.
July 2017
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Domitille de Coincy, Dimitri Kaltsas
