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    Moody's Analytics Insights

    Moody's Analytics Insights

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    Household Credit Conditions Never Better

    More than a decade after the financial crisis that was caused in significant part by debt-burdened households, there is no indication that household debt will be at the center of the next economic recession.

    August 2019
    Webinar-on-Demand

    Webinar: NIIF9- Escenarios Macroeconómicos en el Cálculo de Pérdidas Esperadas

    Únase a nosotros para examinar los desafíos de cumplir con las normas contables NIIF 9, un año después de su implementación.

    July 2019
    Webinar-on-Demand
    Business and financial report

    Moody's Analytics Webinar: Effectively Preparing for the EBA's New Definition of Default

    The EBA has set a new standard for the definition of default which will require banks to make significant adjustments to their measures, models and processes by 31 December 2020.

    July 2019
    Presentation

    Industry Data and Calibration Options - CUNA 2019 Current Expected Credit Loss (CECL) eSchool

    Industry data can be leveraged for CECL when lender-specific data is not complete.

    June 2019
    Whitepaper
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    Chartis Research | Moody's Analytics Model Validation Vendor Analysis Report

    Moody's Analytics is named a Category Leader in this report that assesses 10 leading vendors of model validation solutions and is recognized for offering best-in-class capabilities in all seven categories, including data, input, model analytics/pricing, and suitability.

    May 2019
    Whitepaper
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    Chartis Research | Moody's Analytics Model Validation Vendor Analysis Report

    Moody's Analytics is named a Category Leader in this report that assesses 10 leading vendors of model validation solutions and is recognized for offering best-in-class capabilities in all seven categories, including data, input, model analytics/pricing, and suitability.

    May 2019
    Article
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    Dealing With Fallen Angel Risk

    We test the early warning power of the CreditEdge Deterioration Probability (DP) metric for Fallen Angel downgrades.

    May 2019
    Webinar-on-Demand

    Beyond Compliance: Extending the Value of Risk Insights

    The risk function has emerged as an important strategic decision-making partner for critical functions such as business development, finance, operations, and technology.

    May 2019
    Webinar-on-Demand
    Business and financial report

    Moody's Analytics Webinar: The Changing Landscape for Model Risk Management

    Regulatory compliance has significantly altered the model development and validation landscape, while increasing the amount of data to be validated.

    March 2019
    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
    Whitepaper
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    Sovereign & Size-Adjusted EDF-Implied Rating Template (for Private Firms)

    RiskCalc™ EDF™ (Expected Default Frequency) values and agency ratings are widely used credit risk measures. RiskCalc EDF values typically measure default risk for private companies, while agency ratings are only available for rated companies. A RiskCalc EDF value measures a company's standalone credit risk based on financial statement information, while an agency rating considers qualitative factors such as Business Profile, Financial Policy, external support, and country-related risks. Moody's Analytics new Sovereign & Size-Adjusted EDF-Implied Rating Template combines RiskCalc EDF values with additional factors to provide a rating comparable to agency ratings for private companies. The new template applies to RiskCalc EDF values across numerous geographies and regulatory environments. With the new template, users can generate a rating more comparable to an agency rating than RiskCalc EDF values or EDF-implied ratings. Analyzing data from 3,900+ companies in 60+ countries, we find that sovereign rating and total asset size, in addition to EDF value, have a statistically significant impact on an agency rating — our quantitative template incorporating these three variables reliably estimates agency ratings in a robust fashion.

    December 2018
    Whitepaper
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    Identifying At-Risk Names in Your Private Firm Portfolio — RiskCalc Early Warning Toolkit

    This report outlines a practical approach for using RiskCalc EDF credit measures to effectively monitor large portfolios of private firms and to proactively identify at-risk names. The RiskCalc Early Warning Toolkit Excel add-in is an easy to use, yet comprehensive tool that allows users to focus costly and scarce resources on a highly targeted selection of the most at-risk names in their portfolios. This research for private firms compliments previous research on Early Warning Toolkit for public firms. The Early Warning Toolkit identifies at-risk names within a private firm portfolio well before default, using a number of different EDF-related risk metrics.

    November 2018