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.
Listen as Managing Director of Economic Research, Tony Hughes and Director of Advisory Services, Antonios Kastanas talk through the impact of the 2018 EU-Wide Stress Test Results released by the European Banking Authority.
EBA published the final guidelines that provide a harmonized interpretation of the criteria for a securitization to be eligible as simple, transparent, and standardized (STS) on a cross-sectoral basis throughout EU.
EBA revised the list of validation rules in its implementing technical standards on supervisory reporting.
Do you use both RiskCalc Expected Default Frequency (EDF) measures and agency ratings?
Do you need a consistent way to compare risk metrics within your organization?
This week one answer was published as part of the Single Rulebook Questions and Answers (Q&A).
PRA published the policy statement PS30/18, which contains the final policy following a consultation (CP16/18) on certain amendments to regulatory reporting.
ACPR notified that version 2.8.1 of the Capital Requirements Directive (CRD) IV Data Point Model taxonomy and version 2.1.0 of the Anti-Money Laundering and Terrorist Financing (LCB-FT) taxonomy have been made available.
European Council endorsed the agreement achieved between the presidency and the Parliament on the key measures of a comprehensive legislative package aimed at reducing risks in the banking sector in EU.
EIOPA published new sets of questions and answers (Q&A) on guidelines, implementing regulations, and delegated regulations applicable to insurers in Europe.
ESMA, the direct supervisor of credit rating agencies (CRAs) in EU, has registered A.M. Best (EU) Rating Services B.V. as a CRA under the CRA Regulation, with effect from December 03, 2018.
ECB published the final cyber resilience oversight expectations for financial market infrastructures (FMIs).
ESAs (EBA, EIOPA, and ESMA) published a statement in response to the industry concerns about severe operational challenges in meeting the transitional provisions of the Securitization Regulation disclosure requirements.
EBA updated all the information disclosed by the competent authorities in EU according to the implementing technical standards on supervisory disclosure, which was published in the Official Journal of the European Union on June 04, 2014.
DNB issued the banking and insurance newsletters for November 2018.
SNB updated forms (LER_K Version 1.1 and LER_U Version 1.1) and the related documentation for large exposure reporting on group and parent company basis.
The Financial Policy Committee (FPC) of BoE published the financial stability report for 2018, including the results of its 2018 stress test for the banking sector in the UK.
EIOPA published the draft technical advice on possible amendments to the delegated acts under Solvency II and the Insurance Distribution Directive (IDD) with respect to the integration of sustainability risks and factors.
ECB published results of the financial stability review in November 2018. The financial stability review assesses developments relevant for financial stability, including identifying and prioritizing the main sources of systemic risk and vulnerabilities for the euro area financial system.
European Council reached an agreement on the stance on a harmonized EU framework for covered bonds.
BDF updated the supporting information for AnaCredit reporting in the form of documents related to the “Framework for Financial Institutions and Public Administrations."
EC published the Implementing Regulation (EU) 2018/1844 regarding the templates for submission of information to the supervisory authorities, in accordance with the Solvency II Directive (2009/138/EC).
ECB published Regulation (EU) 2018/1845 on the materiality threshold for credit obligations past due for all significant institutions within the Single Supervisory Mechanism (SSM); this threshold is for both retail and non-retail exposures, irrespective of the method used for the calculation of capital requirements.
European Parliament, or EP, published report on the proposal for a regulation of the European Parliament and of the Council regarding exposures in the form of covered bonds.
ESRB published a report that analyzes the financial stability risks and vulnerabilities related to the commercial real estate markets in EU.
ESRB published a report identifying a shortlist of options for additional provisions, measures, and instruments that ESRB deems sufficiently promising to warrant further work.
Deutsche Bundesbank published the “implementation table for economic activity (WZ2008) and NACE code” in the context of the data quality of the European harmonized reporting system.