Moody's Analytics Insights
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.
SEC adopted a package of rules and rule amendments to establish capital, margin, and segregation requirements for security-based swaps, under Title VII of the Dodd-Frank Act.
ECB is revising its supervisory expectations for prudential provisioning of new non-performing exposures (NPEs) specified in the “Addendum to the ECB Guidance to banks on non-performing loans” (Addendum)
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.
In this short video, gain views from the panel on ways to better manage your portfolio and maximize return on investment.
CFTC is requesting comments on the burdens associated with certain aspects of the Margin Requirements for Uncleared Swaps for Swap Dealers and Major Swap Participants (final rule).
FASB issued a proposed Accounting Standards Update that would grant all insurance companies that issue long-duration contracts, such as life insurance and annuities, additional time to apply the standard that addresses this area of financial reporting.
EBA published phase 2 of its technical package on the reporting framework 2.9, which includes validation rules, Data Point Model (DPM) data dictionary, and XBRL taxonomies.
In this video, you will learn from those who have already begun their CECL implementation process. Topics will include lessons learned from system changes, policy updates, and corporate planning.
In this short video, learn about the importance of developing a CECL playbook which incorporates a detailed roadmap to lay out how initiatives will be implemented.
In this short video, John Toohig, Managing Director at Raymond James, introduces profitability and risk-based pricing and how it will be impacted by the new allowance standard.
In this short video, James O'Brien, Director of Credit Risk & Analytics at Seacoast Bank, talks about the impact CECL will have on pricing and profitability.
In this short video, learn how you can leverage CECL to enhance your data, analytics, and processes.
In this video, you will learn how the new allowance standard can affect your institution and what strategic portfolio management elements you may have to turn to. Hear insights on balance sheet and optimization of portfolios.
In this video, hear from peers on the impacts to lending that may come from the implementation of the CECL standard.
In this short video, John Toohig, Managing Director at Raymond James shares how Moody's Analytics can power your CECL calculations - and help your organization generate estimates quickly and efficiently.
In this short video, John Toohig, Managing Director at Raymond James provides suggestions on how the transition to CECL can impact profitability.
FSB published responses received to the consultation on a report on the evaluation of the effects of financial regulatory reforms on small and medium-sized enterprise (SME) financing.
APRA published a strengthened prudential standard APS 222 on associations with related entities, with the aim to mitigate contagion risk within banking groups.
In this short video, FASB former chairman Leslie Seidman discusses some of the challenges when auditing estimates under CECL.
In this video, FASB former chairman Leslie Seidman discusses how CECL came to be, the joint effort pursued with regulators at the onset of the new standard setting process, draws parallels between CECL and other similar standards, and what can be learned.
In this short video, FASB former chairman Leslie Seidman addresses CECL procyclicality and the different considerations required when making an estimate.
EBA and ESMA issued a joint response to the EC letter, from July 19, 2019, on crypto-assets.
FSB published responses received to the consultation on the solvent wind-down of the derivatives and trading book portfolio of a global systemically important bank (G-SIB).
FSB published responses received to the consultation on disclosures for resolution planning and resolvability of banks.
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).
HKMA intends to adopt a revised implementation schedule for the margin requirements for non-centrally cleared derivatives.
HKMA issued a revised version of the Supervisory Policy Manual module CA-D-1 on guideline on the application of the Banking (Disclosure) Rules (BDR).
ECB has finalized the Decision 2019/1348 (ECB/2019/20) that establishes procedure for recognizing non-euro area member states as reporting member states under the AnaCredit Regulation (EU 2016/867).
IA of Hong Kong issued templates and technical specifications for the third quantitative impact study (QIS 3) on the development of risk-based capital (RBC) regime.