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    What Should Banks Consider When Using Existing Models for CECL?

    In this video, Cris DeRitis explains how institutions can leverage existing models and modify them to be compliant with the new CECL standard. Acceptable models institutions can use include Dodd-Frank Act Stress Testing (DFAST), though-the-cycle or internal models.

    In this video, Cris DeRitis explains how institutions can leverage existing models and modify them to be compliant with the new CECL standard. Acceptable models institutions can use include Dodd-Frank Act Stress Testing (DFAST), though-the-cycle or internal models.

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    Reasonable and Supportable Forecasts - From Principles to Practice

    With many of the larger SEC filers well ahead in their CECL preparations and gearing up for validation, we examine how the requirements of an R&S forecast and reversion may be interpreted.

    Article

    Defining Economic Scenarios With Constant Severities

    Alternative economic scenarios are invaluable for quantifying and managing forecast risk. In this article, we define these constant severity scenarios and the models used to estimate their probabilities.

    Moody's Analytics Webinar: Trade War Update - Will Trump Push Too Far?

    President Trump has escalated the trade war with China, and nearly everyone has been wrong-footed by the move.

    May 20, 2019 WebPage Mark ZandiRyan SweetDr. Cristian deRitis
    Webinar-on-Demand

    Trade War Update - Will Trump Push Too Far?

    President Trump has escalated the trade war with China, and nearly everyone has been wrong-footed by the move.

    Presentation

    CECL 20/20: A Clear View of the New Credit Loss Requirements

    Starting in 2020, the Current Expected Credit Loss (CECL) accounting standard will require financial institutions to reserve for estimated lifetime losses on loans and leases as soon as they are originated. This presentation will provide analytical insight and practical recommendations to help lenders strategize and effectively prepare for the new rule.

    Moody's Analytics Webinar: Briefing on the CCAR Scenarios

    The Federal Reserve will release its scenarios for the 2019 CCAR stress test. Join Mark Zandi and Cristian deRitis as they discuss the narratives behind the Fed’s scenarios under forecasts of detailed economic variables.

    February 11, 2019 WebPage Mark ZandiDr. Cristian deRitis
    Webinar-on-Demand

    Moody's Analytics Webinar: Briefing on the CCAR Scenarios

    The Federal Reserve have released its scenarios for the 2019 CCAR stress test. Listen as Mark Zandi and Cristian deRitis discuss the narratives behind the Fed’s scenarios under forecasts of detailed economic variables.

    February 2019 WebPage Mark ZandiDr. Cristian deRitis

    Deconstructing Scenario Weights for CECL

    In this paper we present the theoretical motivation behind these weights and suggests reasonable ways of choosing these weights in practice.

    February 08, 2019 Pdf Dr. Sohini ChowdhuryDr. Cristian deRitis
    Article

    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 Pdf Mark ZandiDr. Cristian deRitis
    Article

    Mean Reversion in CECL: The What and the How

    Mean reversion is an important facet of the upcoming Current Expected Credit Loss accounting standard. Under CECL, lenders will need to estimate, and set aside an allowance for, the expected lifetime loss for each loan they book at the time of origination.

    September 2018 WebPage Dr. Sohini ChowdhuryDr. Cristian deRitis
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