Featured Product

    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.

    Related Articles
    Webinar-on-Demand

    Moody's Analytics Webinar: 2020 U.S. Macro Outlook: Two Economies

    The U.S. economy is being buffeted by significant cross-currents.

    January 2020 WebPage Mark ZandiRyan SweetDr. Cristian deRitis

    2020 Global Recession: Key Indicators and Implications

    In a recent webinar with GARP and Moody's Analytics, Chief Deputy Economist, Cris deRitis, took a look at the indicators and implications of an upcoming recession, and how they may affect credit risk.

    January 14, 2020 WebPage Dr. Cristian deRitisMichael Schwartz
    Webinar-on-Demand

    2020 U.S. Economic & Consumer Credit Outlook

    Cris deRitis, Chief Deputy Economist with Moody's Analytics discusses the current and anticipated trends in U.S. economic and household credit conditions.

    December 2019 WebPage Dr. Cristian deRitis
    Webinar-on-Demand

    A Global Recession: Key Indicators and Implications

    How should we prepare for the next recession?

    November 2019 WebPage Dr. Cristian deRitisMichael Schwartz
    Presentation

    Mission Possible: Producing Defendable CECL Results With or Without Models

    Learn to differentiate C&I, CRE, retail, and securities. Choose approaches at the right level of flexibility and sophistication. Apply model-free solutions based on historical internal or industry data.

    November 2019 Pdf Eric Bao, Dr. Cristian deRitisDr. Yashan Wang
    Presentation

    Boom, Bust, Flat: Quantifying Recession and Expansion Risks with Scenarios

    Having achieved the longest expansion in history, what's next for the US economy? ‍We will identify current downside – and upside – risks that could pull the economy into recession or propel it forward. We identify short, medium, and long-term risk factors and introduce a methodology for incorporating these risks into a globally consistent framework. ‍While no model can forecast the future with certainty, scenarios with mathematically derived probability weights can manage these risks and lead to better, faster decisions. ‍

    November 2019 Pdf Dr. Cristian deRitis
    Presentation

    The Risk Management Impact of Climate Change & Environmental, Social, & Governance Risk (ESG)

    Climate change and its increasing economic toll on businesses in different sectors of the economy is discussed, including how to operationalize the response to climate change risk, given stakeholder need. Also discussed is the linkage between environmental risk and other ESG risk factors to security returns and measures of credit risk.

    November 2019 Pdf Michael Denton, Dr. Cristian deRitis
    Article

    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
    RESULTS 1 - 10 OF 53