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    For risk management and stress testing purposes, firms must consider forward-looking economic conditions and their potential effects on the performance of their trading books. Moody's Analytics Financial Markets Forecasts produces consistent forecasts for the full span of market instruments under alternative scenarios.

    Leverage transparent market risk forecasts with stressed scenarios for your risk management and stress testing needs

    • Coverage of the full spectrum of market instruments, such as interest rates, credit and default swaps, and other instruments whose values are set in public markets.
    • Two-stage econometric forecast generation process for cross-consistency between projections for macroeconomic and financial series.
    • Plausible scenarios that simulate the impact of defaults, energy crises, and other events, on market risk instruments.
    • Fully specified equations backed by a transparent and documented methodology to meet internal and regulatory compliance needs.

    Gain efficiency and assurance using internally consistent and documented market risk forecasts in your workflow

    • Quickly leverage output for ICAAP, CCAR, stress testing, forecasting, financial planning, and budgeting needs.
    • Gain assurance from using a trusted source with extensive economic forecasting and scenario expertise.
    • Save time and resources by leveraging our expertly produced and maintained economic forecasts and alternative scenarios.
    • Improve confidence when interacting with internal stakeholders and regulators, using fully transparent and documented models.

    Utilize forecasts of market risk instruments from a credible source with more than 20 years of economic expertise

      Financial Markets Forecasts leverages Moody's Analytics extensive economic modeling experience and scenario capabilities, ensuring a coherent and robust extension of stressed macro scenarios to relevant market risk factors.

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