Moody’s Analytics offers a modular, flexible, and comprehensive IFRS 9 impairment solution that facilitates a bank’s efforts to calculate and manage capital set aside for these provisions.
In this webinar Moody’s Analytics discusses the effects of Brexit on the UK, European, and US economies and details the assumptions behind a baseline forecast and four Brexit-driven scenarios.
EUROPE | With a strong presence in Europe, Moody’s Analytics helps capital markets and risk management professionals respond to an evolving marketplace with confidence. Through expertise in credit analysis, economic research and financial risk management, we offer unique tools and best practices for measuring and managing risk.
By providing leading-edge software, advisory services, and research, including proprietary analysis from Moody’s Investors Service, Moody’s Analytics integrates and customizes its offerings to address a range of business challenges. With extensive country-specific industry expertise, business value, and regulatory insight, our regional subject matter experts can help you solve your most complex risk management challenges.
PRA published the policy statement PS2/20 that contains the final amendments to the Pillar 2 framework and provides feedback to responses to the consultation paper CP5/19 on updates related to Pillar 2 capital framework.
ECB published a draft guideline, along with the frequently asked questions (FAQs), on the definition of the materiality threshold for credit obligations past due for less significant institutions.
PRA published a corrected version of the Branch Return Form for banks.
ESMA published a consultation paper on the guidelines on securitization repository data completeness and consistency thresholds.
EU published Regulation 2020/34 regarding the International Accounting Standard (IAS) 39 and International Financial Reporting Standards (IFRS) 7 and 9.
BoE, FCA, and the Working Group on Sterling Risk-Free Reference Rates (RFRWG) have published a set of documents that outline the LIBOR transition priorities and milestones for 2020.
EBA published its report on the application of the regulatory technical standards on criteria to identify categories of staff whose professional activities have a material impact on the risk profile of an institution.
BoE and PRA published a call for feedback to inform potential users that they are preparing to publish regular, aggregated data related to the UK Insurance market on a quarterly basis.
EIOPA published the technical specifications, including instructions, for the market and credit risk modeling comparative study for year-end 2019.
EBA is consulting on the draft regulatory technical standards for calculation of the own funds requirements for market risk, under the standardized and internal model approaches of the Fundamental Review of the Trading Book (FRTB) framework.
EBA published a report that addresses the key considerations in the development, implementation, and adoption of big data and advanced analytics in the banking sector.
ESRB published a report on mitigating the procyclicality of margins and haircuts in derivatives markets and securities financing transactions.
PRA published the policy statement PS1/20, which contains an updated version of the supervisory statement SS18/16 on longevity risk transfers under Solvency II and provides feedback to responses to the consultation paper CP3/19.
ECB published an opinion (CON/2020/1) on measures limiting macro-prudential risks in the residential property loans.
EBA published the risk dashboard for the third quarter of 2019 and the results of the semi-annual Risk Assessment Questionnaire for Autumn 2019.
FCA and BoE outlined the plans to develop their data and analytics capabilities.