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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.
- 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.
- 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.
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.
Moody's Analytics Basel solution delivers comprehensive, automated, and streamlined regulatory capital compliance and reporting for Basel I, II, and III.
Moody's Analytics provides comprehensive macro & regional economic forecasts to help clients from various industries assess potential economic outcomes.
Moody's Analytics financial data solutions enable you to assess market opportunities and compare entities across systems.
Our ICAAP solution enable implementation of a risk management framework with quantitative measures, addressing both internal and regulatory requirements.
Moody's Analytics offers a liquidity compliance solution to help banks address the complex liquidity compliance requirements under Basel III.
Moody's Analytics performance data solutions enable you to monitor your portfolio and confidently make decisions using reliable sources.
Quantify diversification benefits across portfolios and define risk types that inform risk management and active asset allocation decisions.
Moody’s Analytics offers automated, streamlined, and integrated regulatory capital calculation and reporting solutions for a wide range of banking regulations.
Moody’s Analytics industry-leading global data solutions help financial institutions improve their strategic planning & risk management practices. Learn more now.
The Moody’s Analytics solution supports the solvency metrics and the associated reporting from both a group and solo perspective for Solvency II compliance.