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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.
- 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.
- 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.
- 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.
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.
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, demographic, and financial data at the national and regional levels.
Moody's Analytics provides trusted macro and regional forecasts to help clients assess potential economic outcomes.
Moody's Analytics provides internally and globally consistent economic, regulatory, and custom scenarios.