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    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.

    July 2019
    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.

    June 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

    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
    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
    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.

    September 2018
    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.

    July 2018
    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

    June 2018
    Article
    Stock market display with quotes

    Asia Deep Downturn Scenario Narrative

    Asia Deep Downturn Scenario Narrative

    April 2018
    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.

    January 2018
    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.

    October 2017
    Article
    Business People Analyzing Statistics Financial Concept

    Reconsidering Risk Management, Governance, and Stress Testing

    This article discusses areas such as capital stress testing where simplification of regulations could improve the flow of credit while protecting the financial system.

    July 2017