Moody's Analytics Insights

Presentation

A CECL Benchmark Solution from Call Report Data for Banks and Credit Unions

Top-down approach for small institutions, small and/or young portfolios that produces scenario-conditioned lifetime net losses at different evaluation dates.

May 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

Article

Moody's Analytics Wins the Balance Sheet Risk Management Category Award in the 2019 Chartis RiskTech100®

In a post-Basel market, succeeding with balance sheet risk management is crucial for avoiding holding excessive capital returns and missing out on revenue-generating opportunities. The vendors servicing this market are on a mission to help firms centralize

February 2019

Article
Graphic blue house in a line of white houses

Canada Housing Market Outlook: A Better Long-Term Perspective

Canada's housing market has moved past its previous turning point and seems to have settled into an interlude of slowing house price appreciation, reduced sales, and a looser market in general.

June 2018

Whitepaper
Rolled up currency

Funds Transfer Pricing in Banks: What are the Main Drivers?

This whitepaper looks at the main FTP drivers used by banks and reasons a bank might choose one approach over another.

February 2018

Webinar-on-Demand
Business and financial report

CECL's Forward-Looking Requirements

In this webinar, we examine how CECL's forward-looking requirements can significantly change your loss reserves and future financial statements.

January 2018

Article
sketches of sedans, SUVs

Wholesale Used-Car Price Report December 2017

Wholesale used-vehicle auction sales waned in November, while the average transaction price fell by 0.53% from a year ago to $10,556. The surge in replacement demand after Hurricanes Harvey and Irma appears to be fading, resulting in prices and sales normalizing from the strong performance in October and September.

December 2017
Michael Vogan, Roland Lindmayer

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

Whitepaper
Solvency Ratio under various asset allocations, in scenario where credit spreads rise

Solvency In Sight - New Tools for Understanding the Impact of Investment Decisions on Capital

In this paper, we have considered the use of proxy models as a way of overcoming some of the operational and computational challenges associated with measuring future solvency under different market conditions and ALM assumptions.

October 2017

Article
Red house in a group of white houses

Canada Housing Market Outlook: Stepping on the Brake

Canada's housing market is starting to feel the effects of federal and provincial government restrictions, and now the Bank of Canada has also started its long-awaited tightening of interest rates

September 2017

Whitepaper
The six prescribed shocks for EUR, USD, and USG

Interest Rate Risk in the Banking Book: Meeting the Practical Challenges

The new Basel Committee on Banking Supervision (BCBS) standards for IRRBB come into force January 1, 2018. This paper looks at the standards from a practical implementation point of view and raises some of the main challenges.

September 2017
Nicolas Kunghehian, Anne Deotto

Whitepaper
Figre 10: Diversification benefit (aggregate compared to sum of individual capital requirements)

Proxy Methods for Run-off CTE Capital Projection: A Life Insurance Case Study

In this paper, we show a practical application to forecasting capital requirements for real portfolios of participating whole life and annuity business, carried out in a joint research project between Moody's Analytics and New York Life Insurance Company.

October 2016
Dr. Steven Morrison, Aubrey Clayton