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.
EBA published a report on the implementation of selected COVID-19 policies within the prudential framework for banking sector.
PRA published a letter that builds on the expectations set out in the supervisory statement (SS3/19) on enhancing banks' and insurers' approaches to managing the financial risks from climate change.
EBA finalized the guidelines on treatment of structural foreign-exchange (FX) positions under Article 352(2) of the Capital Requirements Regulation (CRR).
EC launched a consultation on the review of the key elements of Solvency II Directive, with the comment period ending on October 21, 2020.
ECB launched a consultation on the guide that sets out supervisory approach to consolidation projects in the banking sector.
The General Board of ESRB has decided to exclude an Estonian macro-prudential measure related to the systemic risk buffer from the list of macro-prudential policy measures that are recommended to be reciprocated under the Recommendation ESRB/2015/2.
BIS announced that it will establish new Innovation Hub centers across Europe and in North America in cooperation with member central banks.
Moody's Analytics subject matter experts are presenting their modular framework for retail credit asset classes, as deployed in Moody's Portfolio Analyzer.
PRA published a statement that sets out its views on certain amendments made to Capital Requirements Regulations (CRR and CRR2) via EU Regulation 2020/873 (CRR "Quick Fix"), including some guidance for firms.
PRA is proposing (CP5/20) an approach for publication of Solvency II technical information after the end of the transition period for Brexit.
FCA announced that the HM Treasury has agreed to delay the deadline for solo-regulated firms to have undertaken the first assessment of the fitness and propriety of their Certified Persons under the Senior Managers and Certification Regime (SM&CR).
The Climate Financial Risk Forum (CFRF), which is a joint climate risk forum of FCA and PRA, published a guide written by the industry for the industry to help firms approach and address climate-related financial risks.
EBA published its response to the EC consultation on a new Digital Finance Strategy for Europe.
EIOPA responded to the EC consultation on a new digital finance strategy for Europe.
ESMA published its response to the EC consultation on the new digital finance strategy for EU.
This webinar will explore sector-level trends for credit risk in Europe and the U.S. in the emerging "Chronic COVID" economy. In addition, we will assess the latest performance and results for successful investment strategies in bond and equity markets driven by credit metrics.
EBA published a discussion paper exploring the ways to enhance the Bank Recovery and Resolution Directive (BRRD) framework on early intervention measures.
FCA announced that it will continue to allow flexibility in relation to submission deadlines for certain regulatory returns that are due until September 30, 2020.
PRA published a statement that outlines its revised approach to regulatory reporting and Pillar 3 disclosures for banks in response to the COVID-19 outbreak.
Bundesbank published the ECB supervisory financial reporting data point (SFRDP) taxonomy 4.0.0 with "German header" information, in addition to an example instance for the supervisory financial reporting data points.
FCA published a statement on its intention to comply with the EBA guidelines on information and communication technology (ICT) and security risk management for credit institutions, investment firms, and payment service providers.
EC published the Delegated Regulation 2020/866 with regard to regulatory technical standards for prudent valuation under the Capital Requirements Regulation or CRR.
Peter Sallerson (Senior Director, Moody's Analytics) discusses his Research Paper, CLO Stress in the Time of COVID-19.
In this timely webinar, we assess the adverse economic impact from the pandemic on a representative loan portfolio of Dutch mortgages at the macro and regional level.
EBA published the implementing technical standards on Pillar 3 disclosures, in addition to the implementing technical standards on supervisory reporting as part of the reporting framework 3.0.
EIOPA published the second discussion paper on methodological principles of insurance stress testing.
In a recently issued statement, PRA announced that it does not consider it necessary to extend, to UK credit institutions, the supervisory reporting elements of the EBA guidelines on reporting and disclosures for COVID-19 measures.