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.
Distress in CMBS loans continued in June and July, particularly for hotel and retail. Modifications are taking different forms, depending on property type. We discuss different drivers and speculate on what's next.
PRA, via the consultation paper CP12/20, proposed changes to its rules, supervisory statements, and statements of policy to implement certain elements of the Capital Requirements Directive (CRD5).
EIOPA published the financial stability report that provides detailed quantitative and qualitative assessment of the key risks identified for the insurance and occupational pensions sectors in the European Economic Area.
EBA published its risk dashboard for the first quarter of 2020 together with the results of the risk assessment questionnaire.
EBA announced that the next stress testing exercise is expected to be launched at the end of January 2021 and its results are to be published at the end of July 2021.
PRA published the consultation paper CP11/20 that sets out its expectations and guidance related to auditors' work on the matching adjustment under Solvency II.
EBA issued a statement reminding financial institutions that the transition period between EU and UK will expire on December 31, 2020; this will end the possibility for the UK-based financial institutions to offer financial services to EU customers on a cross-border basis via passporting.
SRB published guidance on operational continuity in resolution and financial market infrastructure (FMI) contingency plans.
ECB extended its recommendation to banks on dividend distributions and share buy-backs until January 01, 2021.
PRA published a statement that provides guidance to regulated firms on the application of EBA guidelines on COVID-19 disclosures.
PRA issued a statement confirming that it will undertake an assessment of the distribution plans of firms beyond the end of 2020.
EC published a report that presents results of a study on the use of technologies based on artificial intelligence in EU.
ECB published the aggregate results of its vulnerability analysis of banks directly supervised within the Single Supervisory Mechanism.
EC is seeking feedback for an initiative that would involve the development of a Commission Delegated Regulation (or CDR) on the sustainable taxonomy-related disclosures by undertakings reporting non-financial information.
EBA proposed regulatory technical standards on indirect subscription of minimum requirement for own funds and eligible liabilities (MREL) instruments within groups.
PRA published the policy statement PS18/20 on asset encumbrance with respect to the Capital Requirements Directive (CRD) IV.
EIOPA issued a statement highlighting its consideration that insurance and reinsurance undertakings should now be in condition to comply with the deadlines provided in the Solvency II framework.
EIOPA is seeking views on an issues paper highlighting options for developing shared resilience solutions to address business interruption risk in the context of a pandemic.
EBA proposed regulatory technical standards that specify the methodology to be used by resolution authorities to estimate the Pillar 2 and combined buffer requirements at resolution group level.
EBA proposed implementing technical standards that specify uniform reporting templates, instructions, and methodology for identification and transmission of information on minimum requirements for own funds and eligible liabilities (MREL).
ECB is consulting on the publication of compounded term rates based on the euro short-term rate (€STR).
The SRB Chair Elke König discusses the rationale, process, and considerations for conducting a public interest assessment for failing banks.
ECB published a report on the outcome of the Supervisory Review and Evaluation Process (SREP) IT risk questionnaire.
EC adopted a capital markets recovery package as part of the overall COVID-19 recovery strategy.
EBA proposed regulatory and implementing technical standards on the impracticability of contractual recognition of write-down and conversion powers and related notifications, as laid down in the Bank Recovery and Resolution Directive (BRRD).
EC proposed amendments to the EU Benchmarks Regulation to address risks of the expected phase-out of LIBOR at the end of 2021.
Bundesbank issued Circular No. 50/2020 to announce certain adjustments to AnaCredit reporting.
FCA announced proposals to extend a series of temporary measures for three months to help customers that hold insurance and premium finance products and that may be in temporary financial difficulties because of the COVID-19 crisis.
ECB and MNB, which is the central bank of Hungary, have agreed on the setup of a repo line arrangement to provide euro liquidity to Hungarian financial institutions to address possible euro liquidity needs in context of the COVID-19 shock.
EBA published guidelines for the pragmatic supervisory review and evaluation process (SREP) for 2020, in light of the COVID-19 pandemic.