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 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
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.
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).
HM Treasury announced the appointment of the Green Technical Advisory Group, which is a new independent expert group to advise government on standards for green investment.
ACPR announced that a new version of the "Functional Business Cards" has been made available on June 08, 2021 on the OneGate portal.
BoE published the Climate Biennial Exploratory Scenario (CBES) to explore the financial risks posed by climate change for the largest UK banks and insurers.
The Danish Financial Supervisory Authority (DFSA), the National Committee for Macroprudential Oversight in Romania, and the Central Bank of Cyprus notified EU authorities about the application of certain macro-prudential measures in their respective jurisdictions.
MNB has included the promotion of environmental sustainability in its statutory objectives, based on the decision of the Parliament.
EBA published a report that sets out 25 recommendations for reducing the compliance costs associated with supervisory reporting requirements, primarily for small and non-complex institutions.
EBA launched a second consultation on the draft regulatory technical standards on calculation of the threshold for investment firms.
EBA published an updated list of indicators for risk assessment and risk analysis tools, along with the accompanying methodological guide.
PRA published the policy statement PS13/21 that contains final policy on the approach to overseas internal ratings-based (IRB) models for credit risk.
EC welcomes the political agreement between the European Parliament and the Council on the proposal for a Directive on credit servicers and credit purchasers.
HM Treasury published a Communique on the meeting of the G7 Finance Ministers in June 2021.
EBA launched a consultation on the regulatory technical standards specifying the information that must be provided to keep investors appropriately informed about their risk exposure with respect to the individual portfolio management of loans.
ECB published an opinion on the proposal for a regulation on digital operational resilience for the financial sector.
PRA published the consultation paper CP10/21 on the capital treatment of nonperforming exposure securitizations by the Capital Requirements Directive (CRD) firms.
EBA published an erratum for the technical package on the reporting framework 3.0.1.
EBA published an opinion after the French macro-prudential authority, HSCF, notified EBA about its intention to extend, for a second time, a measure introduced in 2018 to safeguard the resilience of systemic institutions from excessive risk-taking and to prevent the build-up of future vulnerabilities.
EBA published the annual report for 2020.
EBA published an update to the implementing technical standards on benchmarking of internal approaches.
The Central Bank of Ireland published the annual report for 2020, along with the two research pieces that will help inform its approach to tackling the climate risks.
PRA and FCA issued letter to Chief Risk Officers of regulated firms sharing observations on good practices for monitoring and mitigating counterparty credit risks in relation to Delivery versus Payment, or DvP, clients.