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Moody's Analytics Insights

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

Article

Maximize Efficiency: How Automation Can Improve Your Loan Origination Process

Automation has become the latest industry buzzword, but what does this mean? How can automation streamline your commercial loan origination process, increase the productivity of your lending officers and make your customers happier?

November 2018
Doug Peterson

Article

Workflow: The Key to Efficient Commercial Loan Origination

Today's loan origination landscape is forcing lenders to rethink their workflow engines to adapt to the new environment. Without a strategic approach to designing the workflow engine, lenders will find themselves battling rising costs and inefficiencies in an increasingly fragmented and competitive marketplace.

November 2018
Todd Classen, Anju Govil

Article

Redefining loan monitoring and early warning signal detection through an integrated solution

In this article, we explore what monitoring lenders routinely undertake, why it is so difficult and what new technology tools are at their disposal to improve the process, and show how better monitoring can lead to better risk management and lower portfolio losses.

November 2018

Webinar-on-Demand
Red pencil standing out from crowd of identical black pencils

Identifying At-Risk Firms in Your Private Firm Portfolio

Identifying At-Risk Firms in Your Private Firm Portfolio

October 2018
Dr. Douglas Dwyer, Gustavo Jimenez , Ziyi Sun

Presentation
The CreditLens platform

New Generation of Credit Decisioning

Banks need to adopt new technology for quicker decisioning without sacrificing any of the risk assessment and analysis. At Moody's Analytics, we're helping our clients meet this challenge by investing in the latest data trends and technology advancements and implementing them into our solutions.

May 2018
Nelson Almeida,  Dr. Jamie Stark

Webinar-on-Demand
Red pencil standing out from crowd of identical black pencils

New Generation of Credit Decisioning

Increasing demand for credit has opened up the marketplace to a host of new tech-savvy lending providers. To compete in this new landscape, banks are changing their approach to credit management in order to provide faster and more convenient service to their clients.

May 2018
Nelson Almeida,  Dr. Jamie Stark

Webinar-on-Demand
Business and financial report

CECL's Forward-Looking Requirements

In this webinar, we examine how CECL's forward-looking requirements can significantly change your loss reserves and future financial statements.

January 2018

Article
Image of hand with pen checking illuminated stock chart

Project Finance: The Potential Returns

Effective risk assessment approaches to project finance must reflect a true understanding of complex issues. These assessments include the macroeconomic context, which provides an early indication of the potential risks and returns of infrastructure investments.

October 2017
Dr. Jing Zhang, Kevin Kelhoffer, Jorge A. Chan-Lau

Whitepaper
The evolution of PRA110 from the EBA’s ALMM C66 recommendations.

Liquidity Risk: Some Practical Challenges Remain, but this is the time to Automate & Integrate

This whitepaper covers the challenges and best practices for closer alignment of liquidity risk management and regulatory reporting.

October 2017
Nicolas Kunghehian, Karen Moss

Article
Business Communication at Stock Market

Battle for Small Business Capital Access: Traditional vs. Alternative Lenders

This article explores innovative strategies that traditional banks can use in small business lending to remain competitive with alternative lenders.

July 2017

Article
Use figure 2: CCM as RWC Adjusted for Concentration Risk or Diversification Benefits

A Composite Capital Allocation Measure Integrating Regulatory and Economic Capital, and the Impact of IFRS 9 and CECL

We propose a composite capital allocation measure integrating regulatory and economic capital. The approach builds upon the economic framework underpinning traditional RORAC-style business decision rules, allowing for an optimized risk-return tradeoff while adhering to regulatory capital constraints. The measure has a number of depictions, and it can be viewed as a weighted sum of economic and regulatory capital, as economic capital adjusted for a regulatory capital charge, or as regulatory capital adjusted for concentration risk and diversification benefits. Intuitively, when represented as economic capital adjusted for a regulatory capital charge, the adjustment can be represented as the additional top-of-the-house regulatory capital, above economic capital, allocated by each instrument's required regulatory capital. We show that the measure has ideal properties for an integrated capital measure. When regulatory capital is binding, composite capital aggregates to the institution's top-of-the-house target capitalization rate. We find the measure is higher than economic capital, but lower than regulatory capital for instruments with high credit quality, reflecting the high regulatory capital charge for this instrument class. Finally, we address how IFRS 9/CECL impacts the CCM and discuss the broader implications of the new accounting standards.

May 2017
Dr. Amnon Levy, Dr. Pierre Xu