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    Moody's Analytics Insights

    Moody's Analytics Insights

    Article
    illuminated charts and graphs

    Tip of the Iceberg: The Global Ramifications of a China Debt Crisis

    A hard landing in China remains a looming threat to the global economy and especially to the rest of Asia. This paper considers the consequences of a China debt crisis for the Chinese and global economies, with a special focus on Southeast Asia and emerging markets.

    August 2019
    Article
    illuminated charts and graphs

    A Comparative Analysis of Household Credit Data From the New York Fed and Moody's Analytics

    The importance of accurate and timely data on household credit conditions became clear during the global financial crisis. Quickly rising delinquencies and foreclosures should have been a warning to lenders and regulators to significantly tighten the spigot on new lending that was wide open during the pre-crisis boom. However, partially due to data limitations, many financial institutions were surprised by the weakening of household balance sheets. By the time they realized the severity of the problem, it was too late to act.

    August 2019
    Whitepaper

    The use of carrier approximation methods for projected capital metrics with an application to the IFRS 17 risk adjustment.

    In this paper we explore the use of the carrier approximation for the multi-year projection of risk and capital metrics. Through an annuity book run-off case study we outline the key factors influencing the performance of the carrier method when applied to the projected IFRS 17 risk adjustment and the projected Solvency II solvency capital ratio (SCR).

    August 2019
    Article
    Image of city buildings and sky

    Weekly Market Outlook: Lowest Investment-Grade Industrial Company Bond Yields since 1956

    The latest rally by Treasury bonds drove Moody's long-term industrial company bond yields down to new 63-year lows. On August 14, the single-A industrial company bond yield closed at 3.30% and the Baa industrial yield ended at 4.08%.

    August 2019
    Article
    illuminated charts and graphs

    Asia Economic Outlook: Navigating Uncertainty

    The global economy is navigating troubled waters. The unresolved and significant geopolitical risks plaguing the global economy are exacerbating the slowdown in demand.

    August 2019
    Presentation
    illuminated charts and graphs

    CECL Methodologies: Loss Rate Model and Cohort Analysis

    Presented at the Credit Union National Association, Ohio Credit Union League

    August 2019
    Presentation
    illuminated charts and graphs

    CECL: Determining Correct Segments for Loss Pooling

    Presented at the Credit Union National Association, Ohio Credit Union League

    August 2019
    Presentation
    illuminated charts and graphs

    CECL Methodologies: Discounted Cash Flow Approach

    Presented at the Credit Union National Association, Ohio Credit Union League

    August 2019
    Article
    illuminated charts and graphs

    Household Credit Conditions Never Better

    More than a decade after the financial crisis that was caused in significant part by debt-burdened households, there is no indication that household debt will be at the center of the next economic recession.

    August 2019
    Article
    illuminated charts and graphs

    Will CECL Ultimately Be Worth All the Fuss?

    The industry is currently a hive of CECL-related activity. Many banks are busily testing their systems or finalizing their preparations for the go-live date, which is either in January 2020 or somewhat later, depending on the organization. Some are still making plans for implementation, and the rest are worried that they should be.

    August 2019
    Webinar-on-Demand

    The Economic Implications of Climate Change

    The effects of climate change will intensify throughout the century, resulting in profound changes in climate patterns across the globe.

    August 2019
    Article
    illuminated charts and graphs

    Reasonable and Supportable Forecasts - From Principles to Practice

    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.

    August 2019