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.
The single-family market is hot, with house prices surging in much of the country. Is the market a bubble?
As banks and non-bank financial institutions (NBFIs) embrace the evolving digitisation of financial services and become more interconnected through various partnerships, risk controls have become increasingly important as cyber risk and other security threats have grown.
PRA proposed rules (in CP12/21) for the application of existing consolidated prudential requirements to financial holding companies and mixed financial holding companies that have been approved or designated in accordance with Part 12B of the Financial Services and Markets Act 2000 (FSMA).
ECB Banking Supervision announced that euro area banks it directly supervises may continue to exclude certain central bank exposures from the leverage ratio until March 2022.
The NGFS Study Group on Biodiversity and Financial Stability published a Vision paper exploring the case for action in addressing the financial stability concerns arising from biodiversity loss.
ACPR published the final version of CREDITIMMO 2.3.0 taxonomy for the decree of October 31, 2021.
EC, has approved, under the EU State Aid rules, the fourth prolongation of the Italian guarantee scheme to facilitate the securitization of non-performing loans.
The next episode of the Practical Steps in Solving ALM Problems will walk you through a ‘how to' on he new benchmark curve inputs for FTP and IRRBB
ECB published Guideline 2021/975, which amends Guideline ECB/2014/31, on the additional temporary measures relating to Eurosystem refinancing operations and eligibility of collateral.
EIOPA published a report, from the Consultative Expert Group on Digital Ethics, that sets out artificial intelligence governance principles for an ethical and trustworthy artificial intelligence in the insurance sector in EU.
BoE and PRA published their annual reports and accounts for the period of March 01, 2020 to February 28, 2021.
EC launched a targeted consultation to improve transparency and efficiency in the secondary markets for nonperforming loans (NPLs).
EC released the EU Taxonomy Compass, which visually represents the contents of the EU Taxonomy starting with the EU Taxonomy Climate Delegated Act.
In a recent statement, BoE and FCA supported and encouraged liquidity providers in the USD linear interest rate swaps market to adopt new trading conventions for interdealer trading based on Secured Overnight Financing Rate (SOFR), instead of on London Interbank Offered Rate (LIBOR), from July 26, 2021.
EIOPA published its annual report, which sets out the work done in 2020 and indicates the planned work areas for the coming months.
The ESRB paper that presents an analytical framework that assesses and quantifies the potential impact of a bank failure on the real economy through the lending function.
The CNB Board decided to increase the countercyclical capital buffer (CCyB) rate to 1%, with effect from July 01, 2022.
SRB held the twelfth Industry Dialog, which brings together several stakeholders at the EU and national levels, including the national resolution authorities, EC, European Parliament, and ECB.
ESRB published recommendations on the reciprocation of macro-prudential measures in Belgium, France, Luxembourg, Norway, and Sweden.
EC published the Delegated Regulation 2021/931, which supplements the Capital Requirements Regulation (CRR or Regulation 575/2013) with regard to the regulatory technical standards specifying the method for identifying derivative transactions with one or more than one material risk driver.
EBA issued a revised list of validation rules under the implementing technical standards on supervisory reporting.
ESAs published two amended implementing technical standards on the mapping of credit assessments of External Credit Assessment Institutions (ECAIs).
EBA published revised guidelines on major incident reporting under the Payment Service Directive (PSD2).
The European Council approved the conclusions on forging a climate-resilient Europe, thus endorsing a new strategy that outlines long-term vision for the EU become a climate-resilient and to fully adapt to the unavoidable impact of climate change by 2050.
Danish FSA announced that the funding ratio benchmark will be deleted from the DFSA supervisory requirements for banks because the purpose of this benchmark will, in future, be covered by the net stable funding ratio (NSFR) requirement.
FCA announced the list of 13 firms that have been accepted into cohort seven of the regulatory sandbox to test innovative products and services.
EC published a list of indicators to help track developments of capital markets and measure progress achieved by the Capital Markets Union policy of EU.
EC published the Delegated Regulation 2021/923, which supplements Capital Requirements Directive (CRD IV or Directive 2013/36/EU).