Moody's Analytics Insights

Webinar-on-Demand

Moody's Analytics Webinar: Perspectivas Económicas para América Latina 2019

América Latina se encamina a su segundo año de recuperación en el 2019, con una mejoría más generalizada a nivel de países.

March 2019

Webinar-on-Demand

Moody's Analytics Webinar: Validating Models Effectively

Listen as Anamaria Pieschacon and Michael Brisson a discuss effective approaches for validating consumer credit risk models.

February 2019
Anamaria Pieschacon ,  Michael Brisson

Webinar-on-Demand
Business and financial report

Moody's Analytics Webinar: Briefing on the CCAR Scenarios

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.

February 2019

Article
illuminated charts and graphs

Stress-Testing States 2018

This paper estimates the amount of fiscal stress likely to be applied to state budgets under different recession scenarios and comparing that stress to the amount of money states have set aside in reserve. This year's exercise also expands the scope of stress-testing by including a look at how economic stress translates to public pensions.

September 2018

Webinar-on-Demand
Business and financial report

Global Macroeconomic Model and Scenario Studio

In this webinar, Mark Zandi and the Moody's Analytics team discuss recent changes to our Global Macroeconomic Model, and provide an overview of Scenario Studio, our new platform for custom scenario development. Learn more: www.moodysanalytics.com/scenariostudio

June 2018
Mark Zandi , Mark Hopkins

Webinar-on-Demand
Business and financial report

Briefing on the CCAR Scenarios

The Federal Reserve has released its scenarios for the 2018 CCAR stress test. Join Mark Zandi and the Moody's Analytics team as they discuss the narratives behind the Fed's scenarios under forecasts of more than 1,500 detailed economic variables.

February 2018

Webinar-on-Demand
The Statue of Justice symbol, legal law concept image

Stress Testing Evolution: A Scalable Approach to Maximize Your Investment

This webinar discusses how to leverage stress testing processes for tactical and strategic decision-making.

November 2017

Webinar-on-Demand
Business and financial report

Producing Objective Income & Balance Sheet Forecasts

In this webinar, we demonstrate how forecasts based on industry data can be used to generate an objective benchmark of a bank's performance under baseline and stressed scenarios. We demonstrate results though case study of regional banks, peer groups, and larger CCAR-sized institutions.

November 2017
Brian Poi

Presentation
FNB Texas Gaining Assets at Extraco's Expense

Producing Objective Income & Balance Sheet Forecasts Presentation Slides

In this presentation, we demonstrate how forecasts based on industry data can be used to generate an objective benchmark of a bank's performance under baseline and stressed scenarios. We demonstrate results though case study of regional banks, peer groups, and larger CCAR-sized institutions.

November 2017
Brian Poi

Webinar-on-Demand
Stones balancing on a blue sky background

IFRS 9 Scenario Implementation and ECL Calculation for Retail Portfolios

Join Dr. Olga Loiseau-Aslanidi and Alaistair Chan as they discuss methods for incorporating forward-looking macroeconomic information to meet IFRS 9 impairment calculation requirements. Our economists will address the probability-weighted aspects of IFRS 9 using Moody's Analytics economic scenarios.

October 2017
Dr. Olga Loiseau-Aslanidi , Alaistair Chan

Presentation
Lifetime ECL

IFRS 9 Scenario Implementation and ECL Calculation for Retail Portfolios Presentation Slides

In this presentation, Dr. Olga Loiseau-Aslanidi and Alaistair Chan discuss methods for incorporating forward-looking macroeconomic information to meet IFRS 9 impairment calculation requirements. Our economists will address the probability-weighted aspects of IFRS 9 using Moody's Analytics economic scenarios. The team will also discuss our modeling approach for calculating expected credit losses for retail lending portfolios.

October 2017
Dr. Olga Loiseau-Aslanidi , Alaistair Chan

Article
Idea concept with row of light bulbs

Modeling and Forecasting Interest Rate Swap Spreads

In this article, we model and forecast the term structure of swap spreads across a range of currencies using a principle component decomposition.

October 2017
Dr. Sohini Chowdhury , Dr. Martin A. Wurm