Credit Risk Modeling: Moody’s Analytics delivers award-winning credit models and expert advisory services to provide you with best-in-class credit risk modeling solutions.
Current Expected Credit Loss Model (CECL): Moody’s Analytics provides tools for the most crucial aspects of the expected loss impairment model, with robust solutions to aggregate data, calculate expected credit losses, and derive and report provisions.
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Economic Forecasts: Forecasts potential economic outcomes on the performance of businesses and investments.
Econometric Modeling: Fully transparent econometric and statistical models to assess performance of geographies, financials and various asset classes.
Economic Risk Assessment: Quantitative economic assessment to help you understand the impact of forward-looking changes on the performance of your business and portfolios.
Loss Accounting: CECL: New credit loss accounting standard that replaces the current ALLL accounting standard.
Stress Testing: US: Examination of the possible impact of an adverse scenario on a firm and/or industry.
With many of the larger SEC filers well ahead in their CECL preparations and gearing up for validation, we examine how the requirements of an R&S forecast and reversion may be interpreted.
Alternative economic scenarios are invaluable for quantifying and managing forecast risk. In this article, we define these constant severity scenarios and the models used to estimate their probabilities.
President Trump has escalated the trade war with China, and nearly everyone has been wrong-footed by the move.
Starting in 2020, the Current Expected Credit Loss (CECL) accounting standard will require financial institutions to reserve for estimated lifetime losses on loans and leases as soon as they are originated. This presentation will provide analytical insight and practical recommendations to help lenders strategize and effectively prepare for the new rule.
The Federal Reserve have released its scenarios for the 2019 CCAR stress test. Listen as Mark Zandi and Cristian deRitis discuss the narratives behind the Fed's scenarios under forecasts of detailed economic variables.
In this paper, we provide empirical support for the conclusion that the CECL standard will be less procyclical than the incurred loss standard.