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Moody's Analytics Insights

Whitepaper
Stock Market Graph and Bar Chart

Earnings Volatility, Share Price Performance, and Credit Portfolio Management Under CECL and IFRS 9

In this paper, we study how earnings volatility induced by credit risk can impact share price performance for financial institutions under CECL and IFRS 9, and we quantify the benefit of an active credit risk management practice. Our study uses empirical data to show that a 1.0% increase in earnings volatility leads to a 15.6 bps decrease in equity value. When we look at the earnings volatility components, we find that a 1.0% increase in the volatility of change in the loss allowance leads to a 6.0% bps decrease in equity value, while a 1.0% increase in the volatility of net charge-offs plus writedowns leads to a 10.5 bps decrease in equity value. This finding suggests that credit risk managers who diversify holdings and reduce earnings volatility without lowering profitability can increase shareholder value.

April 2019
Dr. Amnon Levy, Xuan Liang, Dr. Pierre Xu

Webinar-on-Demand

Moody's Analytics Webinar: U.S. Consumer Credit Outlook

Listen as Moody's Analytics Scott Hoyt and Deniz Tudor, discuss the current and anticipated trends in household credit conditions based on data from Equifax. Key topics include:

February 2019
Scott Hoyt,  Dr. Deniz Tudor

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

Webinar-on-Demand
Business and financial report

Moody's Analytics Webinar: RiskFrontier™ 5.3 and 5.4 Release and GCorr™ 2018 Update

Moody's Analytics is pleased to announce the release of versions 5.3 and 5.4 of the RiskFrontier software. The latest version includes the following enhancements:

February 2019
Atit Wongnophadol, Yiting Xu,  Nihil Patel

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

Webinar-on-Demand
Business and financial report

Moody's Analytics Webinar: Briefing on the CCAR Scenarios

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

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
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
Businessmen and woman standing together by railing conversing

Asia Economic Outlook

An in depth view of our assumptions for the economy based on forecasts of key economic drivers and our experienced team of economists.

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
Michael Vogan