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.
March 2019
Webinar-on-Demand
Listen as Anamaria Pieschacon and Michael Brisson a discuss effective approaches for validating consumer credit risk models.
February 2019
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.
February 2019
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.
September 2018
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
June 2018
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.
February 2018
Webinar-on-Demand
This webinar discusses how to leverage stress testing processes for tactical and strategic decision-making.
November 2017
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.
November 2017
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.
November 2017
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.
October 2017
Presentation
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
Article
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
