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    CECL Economic Scenarios Survey

    April 2018

    CECL Economic Scenarios Survey

    The Financial Accounting Standards Board’s new current expected credit loss impairment standard requires timely, forward-looking measurement of lifetime risk. We asked attendees of the 2018 Moody’s Analytics Summit their thoughts on four key questions in preparation for the new standard.

    Moody’s Analytics produces defensible scenarios, based on sound economic theory and decades of observed historical econometric relationships, that can help clients address their CECL compliance. Our econometrically derived scenarios enable clients to assess lifetime credit losses under a range of differing assumptions. Benefits:

    • Easily employ multiple, defensible scenarios.
    • Demonstrate correlations between loss performance and economics.
    • Leverage a comprehensive set of indicators beyond headline numbers.
    • Gain insight into specific risk factors, such as interest rate changes.
    • Get access to detailed methodology and to our economists to support validation needs.
    • Integrate scenarios with Moody’s Analytics ImpairmentCalcTM or other solutions.
    • Choose from multiple delivery options to suit your needs.
    Related Solutions

    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.