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NORTH AMERICA | Moody’s Analytics offers advanced analytical tools and software to help North American companies effectively measure, monitor, and manage risk across the organization.

By providing leading-edge software, advisory services, and research, including proprietary analysis from Moody’s Investors Service, Moody’s Analytics can help you address your most complex business challenges. From regulatory compliance to the credit risk assessment of your portfolios, we offer end-to-end solutions to help you achieve sustainable results.

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Opal CLO Summit

December 03, 2017 WebPage

Stress Testing Evolution: A Scalable Approach to Maximize Your Investment

This webinar discusses how to leverage stress testing processes for tactical and strategic decision-making.

November 2017 WebPage Ed Young, Joy Hart

US Agencies Propose Revisions to Call Reports FFIEC 051, 041 and 031

The US Agencies (FDIC, FED, and OCC) proposed additional burden-reducing revisions to three Consolidated Reports of Condition and Income (Call Report)— that is, FFIEC 051, FFIEC 041, FFIEC 031.

November 09, 2017 WebPage Regulatory News

OCC Proposes Revisions to DFAST Regulatory Reporting Requirements

OCC is requesting comments on the proposed revisions to the regulatory reporting requirements for national banks and federal savings associations.

November 08, 2017 WebPage Regulatory News

OSFI Consults on Amendments to the Corporate Governance Guideline

The guidance sets out expectations for boards of federally regulated financial institutions (FRFIs). It applies to all FRFIs other than the branch operations of foreign banks and foreign insurance companies.

November 07, 2017 WebPage Regulatory News

Moody's Analytics Introduces the ImpairmentStudio™ Platform to Help US Firms Meet New CECL Accounting Standard

Moody's Analytics recently launched the ImpairmentStudio™ platform to help US firms calculate and report on the allowance for credit losses under the new Current Expected Credit Loss (CECL) accounting standard.

November 02, 2017 Pdf Moody's Analytics

OFR Paper Examining the Vulnerability of CCPs in Derivatives Market

OFR published a working paper that examines the likelihood that a central counterparty (CCP) will default after a severe credit shock.

November 02, 2017 WebPage Regulatory News

Richard Berner of OFR Speaks on Globalization and Financial Stability

Richard Berner, Director of OFR, spoke about challenges in the area of globalization and financial stability policy, at the IMF 18th Jacques Polak Annual Research Conference on The Global Financial Cycle in Washington DC.

November 02, 2017 WebPage Regulatory News

OFR on Maturity Mismatch Risk in MMF Industry and FHLBank System

OFR published a working paper examining the intersection of U.S. money market mutual fund (MMF) reforms, bank liquidity requirements, and the federal home loan bank (FHLBank) system.

October 31, 2017 WebPage Regulatory News

NCUA Amends Capital Planning and Stress Testing Regulations

The NCUA Board proposes to amend its regulations on capital planning and stress testing for federally insured credit unions with USD 10 billion or more in assets (covered credit unions).

October 30, 2017 WebPage Regulatory News

Auto Finance Insights - October 2017

Auto lending growth continues to slow. Despite higher pay and solid returns from equity markets, consumers are finding that new cars are losing luster as objects worth their hard-earned cash. The tightening of lending standards has obvious ramifications for the auto industry as a whole, where expansionary credit cycles typically support new vehicle sales.

October 2017 Pdf Michael Vogan

OCC Proposes Revisions to its Stress Testing Rule

OCC is inviting comment on a proposed rule that would make several revisions to its stress testing rule.

October 27, 2017 WebPage Regulatory News

What Should Firms be Considering for CECL that They Might Not be Today?

In this video, Anna Krayn discusses her observations on how institutions can prepare for CECL implementation, including improvements to technology and processes and conducting quantitative impact studies.

October 2017 WebPage Anna Krayn

Moody's Analytics Showcases New Technologies at 2017 Risk and Finance Practitioner Conference

From cloud computing to machine learning to AI-driven risk management, new technologies are reshaping the banking world. How financial institutions can innovate by implementing these new technologies was the focus of the recent 2017 Moody's Analytics Risk and Finance Practitioner Conference (RFPC).

October 26, 2017 Pdf Moody's Analytics

Why is Purchased Credit Impaired (PCI) Accounting Being Simplified Under CECL?

In this video, Masha Muzyka discusses how operational complexities and comparability issues contributed to the changes from purchased credit impaired (PCI) accounting to purchased credit deteriorated (PCD) accounting under CECL.

October 2017 WebPage Masha Muzyka

How Should Institutions be Preparing for CECL?

In this video, Chris Henkel identifies the key factors institutions need to consider during the planning process and how to improve the measurement of credit risk over the lifetime of a loan.

October 2017 WebPage Christian Henkel

Third Report of U.S. Treasury on Principles for Financial Regulation

The U.S. Department of the Treasury released a report that examines the current regulatory framework for the asset management and insurance industries and makes recommendations to ensure the regulatory framework is aligned with the Administration's Core Principles for financial regulation.

October 26, 2017 WebPage Regulatory News

OFR Paper on a Multifactor Approach to Identifying Systemic Banks

OFR published a Viewpoint paper examining the use of a multifactor approach to identify the systemically important banks.

October 26, 2017 WebPage Regulatory News

EC FAQ on Obtaining Brokerage and Research Services Via Non-EU Brokers

EC published guidance through its frequently asked questions (FAQ) that clarify how EU investment firms should interact when they seek brokerage and research services from broker-dealers in non-EU countries.

October 26, 2017 WebPage Regulatory News

Moody's Analytics Launches Capital Risk Analyzer

Moody's Analytics today launched Capital Risk Analyzer, a strategic capital planning solution which enables financial institutions to project financial statements, capital ratios, and credit metrics based on a wide range of strategic and economic scenarios.

October 25, 2017 Pdf Moody's Analytics

OFR Introduces FSVM and FSI as New Monitoring Tools

FSVM and FSI, which are part of the quantitative monitoring toolkit of OFR, signal where the OFR needs to investigate potential stresses and vulnerabilities. OFR conducts such investigations using a broader set of data, qualitative information, and expert analysis.

October 25, 2017 WebPage Regulatory News

Leveraging Technology to Transform Commercial Credit Origination — Build Versus Buy

In this webinar, David Ratnage, Senior Director, Credit Assessment & Origination at Moody's Analytics addresses some of the key areas of debate when banks consider the buy versus build approach when investing in commercial lending platforms.

October 2017 WebPage David Ratnage

OCC Consults on Information Collection for Certain Banking Entities

OCC is finalizing the renewal of its information collection titled, “OCC Guidelines Establishing Heightened Standards for Certain Large Insured National Banks, Insured Federal Savings Associations, and Insured Federal Branches.”

October 20, 2017 WebPage Regulatory News

What are Some of the Pros and Cons of Loan Level versus Cohort-Level or Portfolio-Level Models for CECL?

In this video, Cris DeRitis reviews the advantages and disadvantages of the different type of models that are acceptable for CECL. A portfolio-level approach is a simpler modeling method, but lacks granularity.

October 2017 WebPage Dr. Cristian deRitis

Which Modeling Methods or Techniques are Acceptable for CECL?

In this video, Cris deRitis reviews the types of models institutions can leverage to be CECL-compliant including loan-level, loss given default, probability of default, expected at default, vintage cohort, or portfolio-level models.

October 2017 WebPage Dr. Cristian deRitis
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