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Moody's Analytics Insights

Article

At a Crossroads: China Taps the Accelerator

With the economy now facing its most vulnerable window of growth since the global financial crisis, it appears the latter is again more of a priority.

December 2018
Steven Cochrane, Katrina Ell

Article
Color Rope

Gauging CECL Cyclicality

In this paper, we provide empirical support for the conclusion that the CECL standard will be less procyclical than the incurred loss standard.

December 2018
Mark Zandi,  Dr. Cristian deRitis

Webinar-on-Demand
Business and financial report

Moody's Analytics Webinar: Middle East Outlook – Amidst Uncertainty

In this webinar replay, Moody's Analytics economists discuss the Middle East's macro outlook and analyze economic prospects of MENA oil exporters and importers.

November 2018

Webinar-on-Demand
Business and financial report

Moody's Analytics Webinar: No Brexit to No Deal

The Brexit saga is quickly coming to a head, but it is increasingly unclear which direction it is headed.

October 2018
Barbara Teixeira Araujo, Mark Zandi

Webinar-on-Demand
Business and financial report

Webinar: Australia's Economic Outlook Amidst the Housing Slowdown

In this webinar, Moody's Analytics economists discuss Australia's macro and regional economic outlook and the impact on the housing market.

October 2018
Moody's Analytics

Webinar-on-Demand
Double exposure of city and graph on rows of coins for finance and banking concept

Webinar: Auto Lease Pricing Under Economic Uncertainty

Join us as Lead Auto Economist, Michael Vogan examines the recent performance of the used car market and lease residuals portfolios.

September 2018

Article

CECL Impact on Credit Loss Allowances for U.S. Auto Loans

This paper examines the impact of adopting current expected credit loss (CECL) standards for U.S. auto lenders. We use a dataset of national retail auto loans to illustrate potential changes in model-based allowances across the industry. Our analysis shows that on the first day of CECL adoption, loss allowances for U.S. auto lenders could increase by as much as 1.5 to 2.5 times the current allowances.

September 2018
Moody's Analytics

Article
Full length portrait of Business team stand near the window in conference room

Beyond Theory: A Practical Guide to Using Economic Forecasts for CECL Estimates

In this paper, we discuss some of the options that institutions have for incorporating economic forecasts into their expected loan loss reserve calculations. We discuss the benefits and costs of each approach and provide practical recommendations based on institution size and complexity.

August 2018

Presentation
Business People DIscussion Brainstorming Teamwork Concept

CreditForecast.com: U.S. Consumer Credit Outlook

Moody's Analytics subject matter experts Scott Hoyt and Deniz Tudor discuss the current and anticipated trends in household credit conditions based on data from Equifax and forecasts from Moody's Analytics.

August 2018
Scott Hoyt,  Dr. Deniz Tudor

Webinar-on-Demand
Business and financial report

CreditForecast.com: U.S. Consumer Credit Outlook

Moody's Analytics subject matter experts Scott Hoyt and Deniz Tudor discuss the current and anticipated trends in household credit conditions based on data from Equifax and forecasts from Moody's Analytics.

August 2018
Scott Hoyt,  Dr. Deniz Tudor

Webinar-on-Demand
Block of arrows pointing right and one pointing left.

CECL Disclosures – Required and Beyond

Our experts, Masha Muzyka and Jin Oh, cover transition disclosures focus areas, potential implication of the methodology chosen to the expected disclosures and ECL disclosure best practices emerging to date.

July 2018
Masha Muzyka, Jin Oh

Presentation
Abstract architecture background. Skyscraper with sunlight.

Incorporating Economic Forecasts into CECL

CECL will require institutions to incorporate macroeconomic forecasts formally into their loss allowance estimates for the first time. There are a number of ways in which this can be achieved as the CECL guidelines don't specify any one particular approach. In this presentation, we discuss some of the options that institutions have for incorporating economic forecasts into their expected loan loss reserve calculations. We discuss the benefits and costs of each approach and provide practical recommendations based on institution size and complexity. We also show a simple solution for calculating the lifetime expected losses for consumer loans for different products.

July 2018