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.
Join Moody's Analytics in Brussels for IFRS 17 Breakfast Briefing
Join Moody's Analytics in Paris for IFRS 17 Breakfast Briefing
Join Moody's Analytics in Brussels for European RiskIntegrity User Conference
IACPM 2019 Spring Conference
Moody's Analytics Participation: DKF 2019
Join Moody's Analytics in Stockholm for IFRS 17 Breakfast Briefing
BoE published a report on the evaluation, by the Independent Evaluation Office (IEO), of the effectiveness of the approach of BoE to concurrent stress testing.
EIOPA had, on April 11, 2019, hosted its Fourth InsurTech Roundtable on the use of cloud computing by insurance undertakings.
The European Parliament (EP) published adopted text on the proposal for a regulation of the European Parliament and of the Council on sovereign bond-backed securities (SBBS).
The European Parliament (EP) approved the final agreement on a package of reforms proposed by EC to strengthen the resilience and resolvability of European banks.
PRA published the policy statement PS11/19, which contains final supervisory statement (SS3/19) on enhancing banks' and insurers' approaches to managing the financial risks from climate change (Appendix).
PRA announced that it will conduct an insurance stress test for the largest regulated life and general insurers from July to September 2019.
AMF, the French Financial Markets Authority, adopted a legal framework to oversee initial coin offerings (ICOs) and digital asset service providers (DASPs) in France.
EBA published answers to nine questions under the Single Rulebook question and answer (Q&A) updates for this week.
EIOPA published a supervisory statement on the application of proportionality principle in the supervision of the Solvency Capital Requirement (SCR) calculated in accordance with the standard formula.
EBA updated the list of diversified stock indices meeting requirements under the Capital Requirements Regulation or CRR (EU Regulation No 575/2013).
ESAs published two pieces of Joint Advice in response to the requests of EC in its March 2018 FinTech Action Plan.
ESRB updated the list of countercyclical capital buffer (CCyB) rates applicable in countries in the Eurosystem. As per the update, the CCyB for Iceland will increase to 2%, with effect from February 01, 2020.
BDF updated the supporting information for AnaCredit reporting.
European Council adopted a new framework for dealing with the bad loans of banks.
ESAs published the Joint Committee annual report for 2018. The report provides a detailed account of the joint achievements in the past year.
FIN-FSA published a new demo version of the FIN-FSA Reporting Application (XBRL/XML) in the Jakelu distribution service.
DNB released an adjusted version of the file "Required templates and filing indicators" for the fourth quarter of 2018 (DPM 2.8).
PRA released a hotfix for the BoE insurance data point model (DPM) and XBRL taxonomy version 1.0.0, along with the technical artefacts to address inconsistencies identified in the technical implementation of reporting requirements.
EBA published the final draft regulatory technical standards (RTS) setting out conditions to allow institutions to calculate capital requirements of the securitized exposures (KIRB) in accordance with the purchased receivables approach laid down in the amended Capital Requirements Regulation (CRR).
PRA proposed changes to the format and content of the Branch Return Form and completion guidance.