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Moody’s Analytics RiskFoundation Impairment Suite is a strategic software platform that enables the end-to-end orchestration and automation of expected credit loss (ECL) calculations. The platform facilitates data management, model automation, and impairment calculation and reporting, empowering your organization with transparency, control, auditability, traceability, and repeatability.

Implement repeatable measurement of ECL across multiple portfolios

  • Get data management and data quality monitoring capabilities that ensure data adheres to the accuracy and completeness standards required for impairment analyses.
  • Store historic and current model information in a fully auditable model inventory process.
  • Design custom business-specific scenarios, including market data, interest rate data, and cash flow forecasting, across multiple scenarios.
  • Gain a configurable, task-oriented, process management tool that can interact with business users throughout the firm and automate the process for repeatable provision calculations.
  • See visual representation and progress of workflow with the ability to perform fully audited overrides and apply expert judgment.
  • Leverage a robust reporting layer for industry disclosure reports or export into user-defined reports.

Automate your impairment analyses with visual end-to-end process management capabilities

  • Consolidate data across subsidiaries, populate missing data, and clean data from different source systems to run calculations at various levels of granularity.
  • Set up dynamic work space environments for each part of your organization.
  • Calculate probability of default (PD), loss given default (LGD), and exposure at default (EAD), incorporating internal and external models, including linear regression models, transition matrices, formula models, and forward-looking scenarios.
  • Utilize expert judgments to edit provision calculations for certain portfolios or to adjust PD and LGD assumptions.
  • Produce granular and aggregated calculation results that are used by external accounting systems and reconciled with regulatory (PRA, EBA, FINREP) and management reporting systems.

Product Brochure


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Asset and Liability Management Solutions

Moody's Analytics offers a powerful combination ALM solution that integrates enterprise ALM, FTP, business management, and regulatory compliance.

Basel I, II, and III

Moody's Analytics Basel solution delivers comprehensive, automated, and streamlined regulatory capital compliance and reporting for Basel I, II, and III.

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.

Economic Scenarios

Moody's Analytics provides internally and globally consistent economic, regulatory, and custom scenarios.

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Moody’s Analytics offers a modular, flexible, and comprehensive IFRS 9 impairment solution that facilitates banks’ efforts to calculate and manage capital set asides for these provisions.

Regulatory Reporting

Moody's Analytics regulatory reporting solution delivers comprehensive, automated, and streamlined regulatory reporting.

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