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 an erratum for the technical package on phase 2 of the reporting framework 3.0.
ECB has published, in the Official Journal of the European Union, the Guideline 2021/565 on the euro short-term rate (€STR) and this guideline amends the previous ECB Guideline 2019/1265.
EBA launched a consultation on the draft regulatory technical standards on the list of countries with an advanced economy for calculating the equity risk under the alternative standardized approach (FRTB-SA).
PRA is proposing, via CP7/21, the approach to implementing new requirements related to the specification of the nature, severity, and duration of an economic downturn in the internal ratings-based (IRB) approach to credit risk.
The UK government launched the Recovery Loan Scheme (RLS) as part of its continued COVID-19 support for UK businesses, as announced by HM Treasury on March 03, 2021.
To support recovery from the COVID-19 crisis, EU has published two regulations to amend the securitization framework, as set out in the Securitization Regulation (2017/2402) and the Capital Requirements Regulation or CRR (575/2013).
HM Treasury announced that G7 Finance Ministers and Central Bank Governors met ahead of COP 26, the 2021 UN Climate Change Conference, and agreed on green agenda.
EIOPA published a report on the use of exemptions and limitations from regular supervisory reporting, by national competent authorities, under Solvency II, during 2019 and the first quarter of 2020.
ESRB published its updated risk assessment via a risk dashboard for this quarter, along with a summary of the March 2021 meeting of the General Board of ESRB.
PRA announced that it does not intend to update the Capital+ and financial statements XBRL utilities to reflect changes to the Capital+ or financial statements reporting requirements in version 3.4.0 of the BoE banking taxonomy.
EBA proposed regulatory technical standards on disclosure of investment policy by investment firms under the Investment Firms Regulation (IFR or Regulation 2019/2033).
ESRB published a paper that presents evidence to indicate the direct role of information technology (IT) adoption in strengthening the resilience of commercial banks in US.
Central Bank of Ireland published draft credit data templates and rules for monthly and quarterly AnaCredit reporting by banks.
The Joint Committee of ESAs (EBA, EIOPA and ESMA) published the report on risks and vulnerabilities in the financial system in EU.
EBA published a summary of the review status of the Single Rulebook questions and answers (Q&As) against revised versions of the Capital Requirements Regulation (CRR), the Capital Requirements Directive (CRD), and the Bank Recovery and Resolution Directive (BRRD).
ESMA updated an answer in the questions and answers (Q&A) document on the Benchmarks Regulation (Regulation 2016/1011) in EU.
SRB published a guidance document on the elements that banks should consider for the implementation of the bail-in with respect to the international bearer debt securities issued by and safekept in the international central securities depositories (ICSDs), Euroclear Bank (EB), and Clearstream Banking Luxembourg (CBL).
In this webinar you will find out more about the Moody's Analytics UK Mortgage Portfolio Analyzer to assess the adverse economic impact of the global pandemic on a representative portfolio of the UK mortgages.
ACPR published Decision n° 2021-CR-11 on resolvability assessment criteria, in view of transposition of the revised EU Bank Recovery and Resolution Directive or BRRD2 (with reference to Ordinance n ° 2020-1636 of December 21, 2020).
DNB decided to leave the countercyclical capital buffer (CCyB) for banks to be unchanged at 0% for this quarter.
ESRB updated the list of national macro-prudential measures applied by each member state in the European Economic Area.
UK authorities (BoE, PRA, and FCA) recently published updates on LIBOR reforms, including the PRA and FCA joint letter on the final phase of transition from LIBOR to risk-free rates.
The supervisory authorities PRA, BoE, and FCA published a joint summary of policy decisions on operational resilience in the financial services sector.
HM Treasury, or HMT, is seeking views on the proposal to mandate climate-related financial disclosures from publicly quoted companies, large private companies, and Limited Liability Partnerships (LLPs).
PRA published the policy statement PS7/21 that sets out the final supervisory statement SS2/21 on outsourcing and third-party risk management.
EC published, in the Official Journal of the European Union, the final Commission Delegated Regulation 2021/539 on regulatory technical standards for specification of the methodology for the identification of global systemically important institutions (G-SIIs) and for the definition of subcategories of G-SIIs.