Moody's Analytics Insights

Webinar-on-Demand

Beyond Compliance: Extending the Value of Risk Insights

The risk function has emerged as an important strategic decision-making partner for critical functions such as business development, finance, operations, and technology.

May 2019
Roshni Patel, Mehna Raissi, Jin Oh

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

Whitepaper

Chartis Research | Moody's Analytics Credit Risk Vendor Analysis Report

Moody's Analytics provides financial intelligence and analytical tools supported by risk expertise, expansive information resources, and the application of new technology. Its solutions, made up of research, data, software and professional services, are assembled with the aim of delivering a seamless customer experience.

February 2019

Article

Moody's Analytics Wins the Inaugural RiskTech100® IFRS 9 Award

International Financial Reporting Standard (IFRS) 9 introduced a new accounting standard for financial instruments when it came into effect in January 2018. Taking first place for helping customers solve challenges around IFRS 9 is Moody's Analytics, winner of the inaugural RiskTech100 ® IFRS 9 award.

February 2019

Article

Moody's Analytics Wins the Strategy Category Award in the 2019 Chartis RiskTech100®

Winning a game of chess requires strategy and tactics, seeing where the game will go next and making deft, skilful moves accordingly. The winners in the RiskTech100 ® awards are vendors thinking like grand masters, succeeding with decision-making and looking into the future to unlock opportunities.

February 2019

Webinar-on-Demand
Business and financial report

Moody's Analytics Webinar: ImpairmentCalc™ - Understanding IFRS 9 ECL Volatility

ImpairmentCalc™ software produces IFRS 9 ECL estimates which are both forward-looking and incorporate the latest changes in the macroeconomic environment.

January 2019
Moody's Analytics

Webinar-on-Demand
Concept of Growth created from three glasses with increasing  levels of water.

CECL for Consumer Lending Portfolios - Checklist

As internal model development and use of vendor models for CECL submission are fast in progress for those submitting by January 2020, our analystsreview a checklist that will help you organize CECL project plans.

November 2018
Moody's Analytics,  David FieldhouseDr. Deniz Tudor

Webinar-on-Demand
Concept of Growth created from three glasses with increasing  levels of water.

CECL for Consumer Credit Portfolios: Modeling Best Practices

In this webinar, our economists and consumer credit analyst share insight on techniques and best practices for modeling allowances for CECL.

August 2018
Moody's Analytics,  David FieldhouseDr. Deniz Tudor

Whitepaper
Businessmen and woman standing together by railing conversing

Insight, IFRS 17, and Innovative Technologies - Drivers of Change in the Insurance Industry

Performance optimization through business insight, dealing with IFRS 17 in a post-Solvency II world, and the challenges associated with stress testing for insurance firms in the US. These were the focus areas for Moody's Analytics at this year's Moody's Insurance Summits in London and New York.

July 2018

Webinar-on-Demand
Green apple cutting in the shape of pie chart on back board

CECL Impact Analysis for Consumer Lending Portfolios

With the emergence of CECL, many lenders have been worried about how the forward-looking approach would affect their reserves and future loan originations.

May 2018
Moody's Analytics,  Dr. Deniz Tudor

Whitepaper
Figure 7 CCM breakdown.

A Composite Capital Measure Unifying Business Decision Rules in the Face of Regulatory Requirements Under New Accounting Standards

Prudent credit risk management ensures institutions maintain sufficient capital and limit the possibility of a capital breach. With CECL and IFRS 9, the resulting trend toward greater credit earnings volatility raises uncertainty in capital supply, ultimately causing an increase in required capital. It is ever more challenging for institutions to manage their top-of-the house capital while steering their business to achieve the desired performance level. This paper introduces an approach that quantifies the additional capital buffer an institution requires, beyond the required regulatory minimum, to limit the likelihood of a capital breach. In addition, we introduce a new measure that allocates capital and recognizes an instrument's regulatory capital requirements, loss allowance, economic concentration risks, and the instrument's contribution to the uncertainty in capital supply and demand. In-line with the Composite Capital Measure introduced in Levy and Xu (2017), this extended measure includes far-reaching implications for business decisions. Using a series of case studies, we demonstrate the limitations of alternative measures and how institutions can optimize performance by allocating capital and making business decisions according to the new measure.

May 2018
Dr. Amnon Levy , Xuan Liang, Dr. Pierre Xu