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The Regulatory Module helps banks and financial institutions meet their structured finance regulatory needs. Leveraging Moody’s Analytics proprietary credit models and cash flow engine, it provides users with access to estimated regulatory metrics such as risk weights and dynamic analytical capabilities to run stress testing scenarios.
- Load several macro scenarios, run cash flow analytics, conduct fair value analysis, and calculate estimated losses.
- View the regulatory impact of your securities across multiple stress scenarios on your customized dashboard.
- Conduct exposure analysis and assess the impact of macro shocks.
- Access back-testing analyses, view underlying analytic assumptions, and read whitepapers that provide model transparency.
- Benchmark variables against the structured finance universe.
- Make the most of our platform with our engagement team and analytics support, to enable your complete understanding of the models and outputs required for regulatory submission.
- Retrieve regulatory metrics at the click of a button without the need for numerous resources.
- Access point-in-time and forecast metrics, allowing you to view the estimated values for Comprehensive Capital Analysis and Review (CCAR), and Dodd-Frank Act Stress Test (DFAST) scenarios, other-than-temporary impairment (OTTI), and simplified supervisory formula approach (SSFA).
- Get access to a full IFRS 9 accounting solution with Solely for Payment of Principal and Interest (SPPI) test results for classification, and staging and Expected Credit Loss (ECL) calculation for impairment.
- Access point-in-time metrics, allowing you to view the estimated values for Basel III risk weights under the External Rating Based Approach (ERBA) and the Standard Approach for Securitization (Sec-SA).
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 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 offers a modular, flexible, and comprehensive IFRS 9 impairment solution that facilitates banks’ efforts to calculate and manage capital set asides for these provisions.
Moody's Analytics offers a liquidity compliance solution to help banks address the complex liquidity compliance requirements under Basel III.
Moody's Analytics Simplified Supervisory Formula Approach solution delivers advanced technology for calculating capital adequacy.
The Moody’s Analytics solution supports the solvency metrics and the associated reporting from both a group and solo perspective for Solvency II compliance.
Moody’s Analytics helps financial institutions develop collaborative, auditable, repeatable, and transparent stress testing programs to meet regulatory demands.
Moody's Analytics produces regulatory analytics and best-in-class advisory services that create confidence and allow our clients to manage their structured finance risk via our Structured Finance Portal Regulatory Module.
Moody's Analytics provides dependable, integrated, and comprehensive solutions for Structured Finance investors.