The RiskConfidence solution answers a demand for a strategic balance sheet management tool and allows banks to manage enterprise-wide ALM and improve financial performance.
Credit models and economic scenarios that allow to produce credit-adjusted ALM analytics.
Embedded Economic Scenarios: Three scenario narratives with selected Economic Index Forecasts: Moody’s Baseline, Severe Downside and Stagflation scenario
Multi-factor proprietary Moody's Analytics Models: PP, PD and LGD Models that include: Borrower characteristics, Loan characteristics and Macroeconomic data.
Understand contractual terms, behavioral characteristics and profitability components:
Leverage IRR and macroeconomic scenarios to understand future risk and opportunities:
Rely on a platform and underlying assumptions that can support complex decision-making process:
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.
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 fits your business needs, 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.
An international push to make bank resolutions viable is putting economic valuations of bank balance sheets front and center. Now, regulators are getting specific about what they expect from banks and the repercussions if they fail to do so. This whitepaper discusses the challenges and gives guidance on best-practice methodologies to resolve them.
The current environment presents banks with an excellent opportunity to get off the compliance treadmill. This whitepaper discusses how, in pursuit of this objective and to reduce overhead costs, we believe that banks must integrate the management of liquidity and interest rate risks under ALM. And move toward true risk-adjusted pricing by implementing the technology platforms that support such solutions.
This whitepaper discusses three possible ways to address glut deposits with Funds Transfer Pricing (FTP) strategies.
FTP drivers used by banks generally fall into main three areas. In this paper, we investigate the reasons a bank might choose one approach over another, and show why banks might want to align risk-based pricing as a primary driver in their FTP frameworks, with other drivers presented as transparent modifications.
Supporting IBOR Transition: Alternative Reference Rate Capabilities in Moody’s Analytics RiskConfidence™ Software
IBOR transition is happening at different speeds in different jurisdictions. In some, the impact on ALM, interest rate risk, FTP and balance sheet forecasting are coming into focus, now that frontline risks are largely understood. In this session a panel of experts discuss how they are tackling these important subjects, what challenges they’ve faced and what lessons they would pass to those further behind in the transition.
This whitepaper explores the possibility of negative rates and the impact it would have on the ALM professional
In this webinar series, our ALM subject matter experts break down common challenges and share industry best practice.
Contact our team to get a personalized demonstration of our IBSM solution. A member of our relationship management team will follow up with you shortly.
If you require immediate assistance, please contact our Client Services desk.
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