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    IIR Securitisation Conference

    March 31, 2021 WebPage

    IMN Global Covered Bonds

    March 30, 2021 WebPage

    Credit Trends – Australia

    March 04, 2021 WebPage
    News

    EU Amends CRD4 and CRD5 as Part of Capital Markets Recovery Package

    EU published Directive 2021/338, which amends the Markets in Financial Instruments Directive (MiFID) II and the Capital Requirements Directives (CRD 4 and 5) to facilitate recovery from the COVID-19 crisis.

    February 26, 2021 WebPage Regulatory News
    Whitepaper

    Granular Portfolio Dynamics: The Importance of Joint Credit-Market Risk Modeling

    We show the importance of integrating granular credit and market risks for various portfolio analytics: risk decomposition, risk contribution, and VaR. Granular risk-integrated analysis shows how different the interaction between risks can be across assets and sub-portfolios, resulting in material impact to asset selection.

    February 2021 WebPage Ruoyan Huang , Brett Manning, Tomer Yahalom
    Press Release

    Moody's Analytics Earns Category Leader in All Four Chartis ALM Report Quadrants

    Moody's Analytics is a Category Leader in a new report from Chartis Research. “ALM Technology Systems, 2021: Market and Vendor Landscape” evaluates more than 20 vendors of asset and liability management (ALM) technology systems.

    February 25, 2021 WebPage Moody's Analytics
    News

    EU Committee Recommends Systemic Risk Buffer of 4.5% in Norway

    The Standing Committee of the European Free Trade Association (EFTA) recommended that a systemic risk buffer level of 4.5% for domestic exposures can be considered appropriate for addressing the identified systemic risks to the stability of the financial system in Norway.

    February 25, 2021 WebPage Regulatory News
    News

    PRA Clarifies Approach to Onshoring of Credit Risk Rules for UK Banks

    In a recent statement, PRA clarified its approach to the application of certain EU regulatory technical standards and EBA guidelines on standardized and internal ratings-based approaches to credit risk, following the end of the Brexit transition.

    February 25, 2021 WebPage Regulatory News
    News

    FSB Sets Out Work Priorities for 2021

    In a recently published letter addressed to the G20 finance ministers and central bank governors, the FSB Chair Randal K. Quarles has set out the key FSB priorities for 2021.

    February 25, 2021 WebPage Regulatory News
    News

    EU Publishes Corrigendum to Revised Capital Requirements Regulation

    EU published, in the Official Journal of the European Union, a corrigendum to the revised Capital Requirements Regulation (CRR2 or Regulation 2019/876).

    February 25, 2021 WebPage Regulatory News
    News

    ESAs Issue Statement on Application of Sustainability Disclosures Rule

    ESAs published a joint supervisory statement on the effective and consistent application and on national supervision of the regulation on sustainability-related disclosures in the financial services sector (SFDR).

    February 25, 2021 WebPage Regulatory News
    News

    EC Consults on Crisis Management and Deposit Insurance Frameworks

    EC published a public consultation on the review of crisis management and deposit insurance frameworks in EU.

    February 25, 2021 WebPage Regulatory News
    Webinar-on-Demand

    Commodity Market Outlook & 5 Tips to Improve Farm Profitability

    Join Doug Johnson from Moody's Analytics and Mike Pearson from Zaner Group as they discuss the ag commodity outlook for 2021. Hear where there is potential in the market and how to take action.

    February 2021 WebPage Moody's Analytics
    Article

    Weekly Market Outlook: Quality Bonds Retreat as Leveraged Loans Shine

    Following the recessions of 1990-1991, 2001, and 2008-2009, the U.S. high-yield default rate peaked at June 1991's 12.3%, January 2002's 11.1%, and November 2009's 14.7%.

    February 2021 Pdf John Lonski, Yukyung Choi, Michael Ferlez, Mark Zandi
    Whitepaper

    Cashflow Matching with Granular Credit Assets

    This paper uses cashflow matching to show the importance of granular credit modeling in the efficacy of liability-driven investment strategies. We find the optimal rating choice to minimize the strategy's total cost, including cash reserve, and show that industry choice has a material impact on this cost.

    February 2021 WebPage Brett Manning, Ruoyan Huang , Tomer Yahalom
    News

    HKMA Enhances Loan Guarantee Scheme to Alleviate Pressure on SMEs

    HKMA announced that enhancements will be made to the Special 100% Loan Guarantee of the SME Financing Guarantee Scheme (SFGS) and the application period will be extended to December 31, 2021.

    February 24, 2021 WebPage Regulatory News
    Whitepaper

    EDF Report January 2021 for APAC Corporate Firms

    This report summarizes the credit condition for APAC corporate firms until end of January 2021, by analyzing the CreditEdge™ EDF measure as well as other market-based metrics.

    News

    EBA Proposes Standards for Supervisory Cooperation Under IFD

    EBA launched consultations on the regulatory and implementing technical standards on cooperation and information exchange between competent authorities involved in prudential supervision of investment firms.

    February 24, 2021 WebPage Regulatory News
    News

    BoE Addresses Banks in Scope of First Resolvability Assessment

    BoE issued a letter to the CEOs of eight major UK banks that are in scope of the first Resolvability Assessment Framework (RAF) reporting and disclosure cycle.

    February 24, 2021 WebPage Regulatory News
    Webinar-on-Demand

    Global Economic Outlook

    After a soft end to 2020 and a difficult start in 2021, the global economic recovery is projected to gain momentum in the coming year supported by the coronavirus vaccine rollout.

    February 2021 WebPage Mark Zandi, Steven Cochrane
    News

    BoE Sets Out Plan to Transform Data Collection from Financial Sector

    BoE has set out a three-phased plan to transform data collection from the UK financial sector over the next decade.

    February 23, 2021 WebPage Regulatory News
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