Webinar-on-Demand
Únase a nosotros para examinar los desafíos de cumplir con las normas contables NIIF 9, un año después de su implementación.
Article
The theory that banks are now safer because of CCAR, though, has not yet been tested.
Webinar-on-Demand
América Latina se encamina a su segundo año de recuperación en el 2019, con una mejoría más generalizada a nivel de países.
Webinar-on-Demand
Listen as Anamaria Pieschacon and Michael Brisson a discuss effective approaches for validating consumer credit risk models.
Webinar-on-Demand
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.
Article
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.
Webinar-on-Demand
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
Webinar-on-Demand
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.
Webinar-on-Demand
This webinar discusses how to leverage stress testing processes for tactical and strategic decision-making.
Webinar-on-Demand
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.
Presentation
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.
Webinar-on-Demand
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.
