CECL Data Capabilities
Moody’s Analytics provides comprehensive and granular credit, economic and financial data sets to help clients develop, improve, and validate forward-looking expected credit loss models, quantitative credit risk models, benchmark internal data, or supplement limited data.
We maintain one of the largest repositories of economic, financial, demographic and credit information in the industry. Our extensive credit performance data covers all major asset classes, including consumer, private and public firms, commercial real estate, and structured finance instruments. In addition, we provide extensive economic data and forecasts for more than 50 countries, including the U.S. and all its state and metropolitan areas.
With our economic data you can identify historical and current relationships between macro variables and credit, improving forward-looking estimates. Use our industry performance data to enhance and justify expected credit loss estimates.
Leverage Industry Data for CECL Compliance
With our economic data you can identify historical and current relationships between macro variables and credit, improving forward-looking estimates. Use our industry performance data to enhance and justify expected credit loss estimates. We enable clients to retrieve, update and automate delivery of data in a variety of formats, using our web-based platforms, API’s, add-Ins for Microsoft Office or through custom delivery.
Beyond CECL compliance, our data solutions can help you improve stress testing, strategic planning, benchmarking, competitive analysis, and other business needs.
Employ Consistent, Timely and Fully Validated Data
Moody’s Analytics data solutions can fill data gaps and alleviate the need to aggregate and clean records from various source systems, which can be cumbersome and time consuming. We maintain one of the largest databases of economic, financial, demographic, and credit information in the industry. We gather historical data from authoritative sources, and add value to it by including series and estimates that address limitations in the as-reported data, such as short history, low frequency, long lag, limited granularity, and changes in definitions or classifications. We then supplement this historical data with forecasts generated by our own experts, and specialists from other firms with whom we partner.
Benefit from an Integrated Solution
The Moody’s Analytics CECL data capabilities are part of our Credit Loss and Impairment Analysis Suite, which includes credit risk models and data, economic forecasts, advisory services, and infrastructure solutions that assist with the implemention of expected credit loss and analysis. This modular, flexible, and comprehensive solution can address the many challenges of implementing impairment calculations.
