Moody’s Analytics offers banks an integrated platform for asset liability management (ALM), historical analysis, credit modeling, stress testing, loan pricing, trading, liquidity, funds transfer pricing (FTP), servicing (MSR) valuation, Value at Risk (VaR), forecasting and capital planning, as well as business and regulatory reporting.
All presented with a single engine, third party integrations, transparent calculations and precision analytics, ensuring consistency and promoting active decision making.
For a truly strategic application, our solution comes integrated with Moody's Analytics Economic Scenarios Structured Cash Flows and Credit Modeling, to maximize the impact of our expertise.
Obtain institution specific assumptions for modeling such as interest rate risk, liquidity, credit and capital stress testing, using historical analysis:
Leverage user-defined rate and Moody's Analytics macroeconomic scenarios to understand future risk and opportunities:
Rely on a platform and underlying assumptions that can support complex decision-making process:
Our SaaS solution offering combines our expertise with the benefits and flexibility of the cloud. Choosing SaaS, you outsource the hosting, managing, and maintenance of the solution. That means that your solution comes with a state-of-art business intelligence, is always up-to-date, and is scalable, flexible, and secure. With seamless upgrades, reduced total cost of ownership, ability scale up for a certain period of time, and greater cost predictability, the subscription model is ideal for businesses looking to adapt to growing demands without revisiting their entire solution setup every time.
We also offer you the flexibility of other deployment options. Be that on premise, hosted or SaaS option, we can make sure the solution fits your exact business needs.
Our solution brings you a breadth of historic data, analytics, scenarios and models giving you the tools to understand and accurately manage your entire balance sheet.
Our solution provides a platform that integrates with impairment, forecasting and planning to offer capabilities beyond core ALM.
Exchange, interpret and use data cohesively to create powerful business insights.
Meet the latest regulatory reporting requirements and more. Numerous standard reports are available in Excel and PDF format for new business, prepayment/decay, economic value metrics, future/forward valuation and gap analytics, duration, CECL and IRR compliance. Reporting and analytical screens help you to see the application and intermediate steps of the modeling, allowing you to trace the path of your data from input to the impact on your results.
Eliminate duplicate data loads, inconsistent assumptions and complex setups using our FTP solution. You can build on the platform already being used for ALM to simulate traditional financial statements and reports under a wider variety of planning, shocked and stressed scenarios.
Meet enhanced supervisory standards related to the measuring specific limits with our liquidity tools. Supporting up to daily liquidity forecasting at the category level, users can target increases/decreases in volume, forecast new business or reinvest a proportion of runoff principal per category.
Moody's Analytics Capital Risk Analyzer combines economic, credit, and accounting know-how to help organizations evaluate strategic decisions based on financial and regulatory metrics for capital planning and stress testing (DFAST, EBA).
Enhancement and automation of your CECL or IFRS9 process can be achieved by combining two award-winning Moody’s Analytics CECL/IFRS9 and ALM solutions. Our highly interactive and user-friendly CECL/IFRS9 solution helps you address the operational complexities of this evolving accounting standard. And you can simplify your allowance analysis by centralizing and reconciling data from multiple sources, integrating with Moody’s Analytics industry-leading macroeconomic scenarios and clients' own credit risk and allowances models.
In this video Jerry Clark, Director, Moody's Analytics explores the evolution of market risk management, liquidity stress testing, capital stress testing and credit risk management and how these all come together to help institutions make better, more informed decisions for their integrated balance sheet.