CECL Solver for Moody’s CreditCycle™
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CECL Solver for Moody’s CreditCycle™ solution enables users to forecast lifetime losses through custom and/or industry off-the-shelf econometric models under the CECL standard. Our fully documented, flexible solution enables clients with any data availability to effectively analyze their portfolio under a wide range of reporting dates. Quarter-over-quarter allowance differences are broken down to help clients better understand the source of change.
Leverage models tailored to your unique exposures
- Custom or industry models incorporating client data.
- Uses Moody’s CreditCycle platform for visualization, estimation, forecasting and version control.
- Audit track and user-friendly options to view, adjust, and export results.
- 30-year forecast horizon, reverting to long-term trends, or explicit mean reversion override.
- Economic and model forecasts updated monthly under all Moody’s Analytics scenarios and regulatory scenarios.
- Unlimited, tracked updates and sensitivity analysis on the web.
- Access to economists and consumer credit analysts for interpretation of results.
- Integrated with Moody’s Power Tools for convenient Excel download and refresh.
- Secure web-based environment with integrated national and regional economic data.
Address accounting standards while managing portfolio credit risk
- Calculate expected lifetime credit losses on aggregate and by segment/cohort.
- Configure loss given default (LGD), lifetime, mean reversions, single scenario vs. scenario weighting, and other options to compare results.
- Perform impact analysis incorporating future lending strategies to estimate future CECL allowances.
- Compare CECL methodology with incurred loss methods using backward-looking calculation.
Assess attributions and relative impacts on the allowances
- Attribute quarter-over-quarter allowance change to various sources such as portfolio composition, risk profile, economic dynamics, model/methodology changes, and more after-the-fact changes.
- Track quarter-over-quarter portfolio and assumption differences for ease of comparison.
- Identify correlations between economic variables and credit risk.
Current Expected Credit Loss Model (CECL)
Moody’s Analytics provides tools for the most crucial aspects of the expected loss impairment model, with robust solutions to aggregate data, calculate expected credit losses, and derive and report provisions.
Credit Risk Modeling
Moody’s Analytics delivers award-winning credit models and expert advisory services to provide you with best-in-class credit risk modeling solutions.
Moody's Analytics provides comprehensive economic data solutions, demographic & financial data at the national & regional level. Find out more about economic data.
Moody's Analytics provides comprehensive macro & regional economic forecasts to help clients from various industries assess potential economic outcomes.
Moody's Analytics provides internally & globally consistent economic, regulatory, and custom scenarios. Explore the economic scenarios tool.