Featured Product

    Moody's Analytics Insights

    Moody's Analytics Insights

    Article
    Actuarial Models in IFRS 17 World

    Waters Rankings 2019: Best Reporting System Provider

    Regulatory reporting has emerged in recent years as a critical business function that needs to be managed accurately, efficiently and transparently, even though it is an area where capital markets firms tend not to be able to leverage as a competitive differentiator.

    Article
    Actuarial Models in IFRS 17 World

    Risk Technology Awards 2019: Enterprise-wide Stress-testing product of the year

    Stress‑testing plays an important role in enhancing risk management practices. However, it requires significant co‑ordination and participation, and banks must optimise their resources, technology and data to ensure they can respond quickly to management and regulatory requests.

    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.

    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.

    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.

    Article
    Stock market bond figures on board

    Do Unregulated Banks Need Stress Tests?

    Society benefits greatly from bank stress testing. However, stress testing also costs society a bundle. We can have a vigorous debate about whether the societal benefits outweigh the costs. I think they do, by a margin, but I will understand if we disagree on this point.

    Article
    illuminated charts and graphs

    Stress-Testing States 2018

    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.

    Whitepaper
    Businessmen and woman standing together by railing conversing

    Insight, IFRS 17, and Innovative Technologies - Drivers of Change in the Insurance Industry

    Performance optimization through business insight, dealing with IFRS 17 in a post-Solvency II world, and the challenges associated with stress testing for insurance firms in the US. These were the focus areas for Moody's Analytics at this year's Moody's Insurance Summits in London and New York.

    Webinar-on-Demand
    Business and financial report

    Global Macroeconomic Model and Scenario Studio

    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

    Article
    Stock market display with quotes

    Asia Deep Downturn Scenario Narrative

    Asia Deep Downturn Scenario Narrative

    Article
    Abstract lines on architecture

    Dynamic Model-Building: A Proposed Variable Selection Algorithm

    In this article, we propose an innovative algorithm that is well suited to building dynamic models for credit and market risk metrics, consistent with regulatory requirements around stress testing, forecasting, and IFRS 9.

    Article
    Green apple cutting in the shape of pie chart on back board

    Stressed Realized LGDs: Forecasting Recovery Rates under Alternative Macroeconomic Scenarios

    This article proposes a method of modeling realized losses given default (LGDs) as a function of macroeconomic drivers for stress testing purposes.