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    Moody's Analytics Insights

    Moody's Analytics Insights

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    Calculation of Tranche Maturity for SEC-ERBA

    This paper specifically explores the External Ratings Based Approach (ERBA) calculation of risk-weighted assets in relation to Basel III.

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    What You Need to Know About EBA 2.9

    Join our Moody's Analytics experts as they discuss the ramifications of EBA 2.9. Agenda items for this webinar include:

    Webinar-on-Demand

    Meeting the Challenges of SCCL

    The Federal Reserve finalized, in June 2018, the rule to prevent concentrations of risk between large banking organizations and their counterparties from undermining financial stability, known as Single Counterparty Credit Limit (SCCL).

    Webinar-on-Demand
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    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.

    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.

    Article
    Figure 1: Forthcoming Acceleration by US Government Debt May Be Offset By Below-Trend
Growth of Non-Federal Debt

    Weekly Market Outlook: Borrowing Restraint Elsewhere Makes Room for Federal Debt Surge

    Partly as a means of offsetting the loss of business activity to deleveraging by households, businesses, as well as state and local governments, the federal government's share of the U.S.' broadest estimate of public and private nonfinancial-sector debt has soared from year-end 2007's 18% to the 34% of 2017's third quarter. The latter share is the highest since 1960's third quarter.

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    A Leaner Approach to Regulatory Reporting

    This whitepaper covers the challenges and best practices for leaner and more efficient regulatory reporting.

    Webinar-on-Demand
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    The Ever-Widening World of RegTech

    In this webinar, view the observations that were put forward in a recent conversation with Andrew Bockelman, general manager of banking RegTech at Moody's Analytics.

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    The six prescribed shocks for EUR, USD, and USG

    Interest Rate Risk in the Banking Book: Meeting the Practical Challenges

    The new Basel Committee on Banking Supervision (BCBS) standards for IRRBB come into force January 1, 2018. This paper looks at the standards from a practical implementation point of view and raises some of the main challenges.

    Whitepaper
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    FRTB Marginal Back-Allocation

    This paper develops a method to back-allocate to individual positions the market risk capital requirement that a bank must satisfy under the revised standardized approach proposed by the Basel Committee. Our method assesses the contribution of single positions or sub-portfolios to the overall capital charge. One important feature of our method is that it provides insight on which positions, sub-portfolios, and risk factors drive the capital charge and which help mitigate it. A negative contribution indicates that a marginal increase in the position would lead to a decrease in the capital charge, and vice versa.