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Webinar-on-Demand

IFRS17: Scope, Requirements & Solution Approach

In this webinar, Christy Coughlan - RiskIntegrity™ IFRS 17 Lead - provides an overview of the implications for insurers, and the systems and processes needed to comply with the new standard on insurance contracts.

February 2018 WebPage Moody's Analytics
Presentation

IFRS 9: Challenges with Validation and Benchmarking Presentation Slides

In this presentation, our experts discuss risk measurement tools and techniques to help with IFRS 9 validation and/or benchmarking to market best practice and the communication of such validation to senior stakeholders.

November 2017 Pdf Alexis Hamar, Roshni Patel
Webinar-on-Demand

IFRS 9: Challenges with Validation and Benchmarking

In this webinar, our experts discuss risk measurement tools and techniques to help with IFRS 9 validation and/or benchmarking to market best practice and the communication of such validation to senior stakeholders.

November 2017 WebPage Alexis Hamar, Roshni Patel
Webinar-on-Demand

Bank RegTech Talks Webinar Series: The Rise of Integrated Balance Sheet Management

With greater clarity of the regulatory compliance environment than at any time since before the financial crisis, banks have an excellent opportunity to get off the compliance treadmill and move forward with strategic technology platforms for managing risk.

November 2017 WebPage Karen Moss, Nicolas Kunghehian
Webinar-on-Demand

The Ever-Widening World of RegTech

In this webinar, view the observations that were put forward in a recent conversation with Andrew Bockelman, general manager of banking RegTech at Moody's Analytics.

November 2017 WebPage Andrew Bockelman
Webinar-on-Demand

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
Presentation

IFRS 9 Scenario Implementation and ECL Calculation for Retail Portfolios Presentation Slides

In this presentation, Dr. Olga Loiseau-Aslanidi and Alaistair Chan discuss methods for incorporating forward-looking macroeconomic information to meet IFRS 9 impairment calculation requirements. Our economists will address the probability-weighted aspects of IFRS 9 using Moody's Analytics economic scenarios. The team will also discuss our modeling approach for calculating expected credit losses for retail lending portfolios.

October 2017 Pdf Dr. Olga Loiseau-Aslanidi, Alaistair Chan
Webinar-on-Demand

IFRS 9 Scenario Implementation and ECL Calculation for Retail Portfolios

Join Dr. Olga Loiseau-Aslanidi and Alaistair Chan as they discuss methods for incorporating forward-looking macroeconomic information to meet IFRS 9 impairment calculation requirements. Our economists will address the probability-weighted aspects of IFRS 9 using Moody's Analytics economic scenarios.

October 2017 WebPage Dr. Olga Loiseau-Aslanidi, Alaistair Chan
Whitepaper

Liquidity Risk: Some Practical Challenges Remain, but this is the time to Automate & Integrate

This whitepaper covers the challenges and best practices for closer alignment of liquidity risk management and regulatory reporting.

October 2017 Pdf Nicolas Kunghehian, Karen Moss
Interview

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
Interview

What are the Major Differences with the New CECL Accounting Standard?

In this video, Chris Henkel explains how the new CECL standard affects the measurement of expected credit losses and what institutions can do to prepare for implementation.

October 2017 WebPage Christian Henkel
Interview

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
Interview

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
Presentation

IFRS 9 at the Doorstep. Are Corporates Ready for the Changes? Presentation Slides

In this presentation, our experts discuss what Corporates need to consider while preparing for IFRS 9 implementation. IFRS 9 changes accounting for financial instruments and creates credit loss forecasting challenges. The new impairment model will likely increase the initial amount and ongoing volatility of provisions. Many corporations may require new processes and tools to manage to the IFRS 9 standard.

October 2017 Pdf Metin Epozdemir
Webinar-on-Demand

IFRS 9 at the Doorstep. Are Corporates Ready for the Changes?

In this webinar, our experts discuss what Corporates need to consider while preparing for IFRS 9 implementation. IFRS 9 changes accounting for financial instruments and creates credit loss forecasting challenges. The new impairment model will likely increase the initial amount and ongoing volatility of provisions.

October 2017 WebPage Metin Epozdemir
Interview

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
Interview

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
Interview

What Should Banks Consider When Using Existing Models for CECL?

In this video, Cris DeRitis explains how institutions can leverage existing models and modify them to be compliant with the new CECL standard. Acceptable models institutions can use include Dodd-Frank Act Stress Testing (DFAST), though-the-cycle or internal models.

October 2017 WebPage Dr. Cristian deRitis
Interview

What are the Pros and Con of Single versus Multiple Scenario Use for CECL?

In this video, Cris deRitis discusses how single versus multiple scenarios can impact loss provisions and affect volatility in portfolios. One advantage of a single scenario is the simplicity, but it only provides one number under one scenario which can cause volatility over time.

October 2017 WebPage Dr. Cristian deRitis
Interview

What are Some of the Biggest CECL Implementation Challenges You are Observing in the Industry Today?

In this video, Anna Krayn explains the key challenges institutions are facing with data, modeling, governance, and technology due to the new CECL accounting standard.

October 2017 WebPage Anna Krayn
Presentation

Empowering Users, Satisfying Auditors for CECL Presentation Slides

In this presentation, Emil Lopez and Olivier Brucker from Moody's Analytics, demonstrates how the Moody's Analytics Credit Loss and Impairment Analysis suite helps financial institutions overcome challenges with CECL and implement best-practice allowance processes.

October 2017 Pdf Emil Lopez, Olivier Brucker
Webinar-on-Demand

Empowering Users, Satisfying Auditors for CECL

In this webinar, Emil Lopez and Olivier Brucker from Moody's Analytics, demonstrates how the Moody's Analytics Credit Loss and Impairment Analysis suite helps financial institutions overcome CECL challenges and implement best-practice allowance processes.

October 2017 WebPage Emil Lopez, Olivier Brucker
Presentation

Leaner Regulatory Projects: Leveraging Synergies Between Various Regulatory Projects Presentation Slides

In an effort to comply with the growing regulatory tsunami, financial organizations are trying to consolidate and align resources to save budget and time. Organizations can become leaner and more agile by streamlining data requirements within regulatory projects. View this presentation for insights from Moody's Analytics on how to tap this potential.

October 2017 Pdf Eric Leman, Cédric Montlahuc
Webinar-on-Demand

Leaner Regulatory Projects: Leveraging Synergies Between Various Regulatory Projects

In an effort to comply with the growing regulatory tsunami, financial organizations are trying to consolidate and align resources to save budget and time. Organizations can become leaner and more agile by streamlining data requirements within regulatory projects.

October 2017 WebPage Eric Leman, Cédric Montlahuc
Presentation

Expected Loss Quantification: Factors that Will Move the Needle Presentation Slides

In this presentation, Anna Krayn and Masha Muzyka discuss the importance of accounting for risk differentiation and rank ordering for pass-rated loans, common flaws of risk rating systems and the potential financial impact on ALLL.

September 2017 Pdf Anna Krayn, Masha Muzyka
Webinar-on-Demand

Expected Loss Quantification: Factors that Will Move the Needle

In this webinar, Anna Krayn and Masha Muzyka discuss the importance of accounting for risk differentiation and rank ordering for pass-rated loans, common flaws of risk rating systems and the potential financial impact on ALLL.

September 2017 WebPage Anna Krayn, Masha Muzyka
Presentation

Lifetime Expected Credit Loss Modeling Presentation Slides

In this presentation, learn more about ECL quantification tools to support CECL implementation across all major asset classes, including dual-risk rating models (PD/LGD), credit cycle adjustment and scenario conditioning models, segment-level loss rate models and discounted cash flow (DCF) and non-DCF methodologies.

September 2017 Pdf Glenn Levine, David Fieldhouse
Webinar-on-Demand

Lifetime Expected Credit Loss Modeling

In this webinar, David Fieldhouse, Director in Consumer Credit Analytics and Glenn Levine, Associate Director within the Capital Markets Research Group provide an overview of ECL quantification tools Moody's Analytics offers to support CECL implementation across all major asset classes.

September 2017 WebPage Glenn Levine, David Fieldhouse
Presentation

"Economic Scenarios for CECL; What's Reasonable and Supportable?" Presentation Slides

In this webinar, Cris deRitis, Senior Director from Moody's Analytics, demonstrates how to leverage econometrically derived, forward-looking scenarios to assess life-time losses for CECL.

September 2017 Pdf Dr. Cristian deRitis
Webinar-on-Demand

Economic Scenarios for CECL: What's Reasonable and Supportable?

In this webinar, Cris deRitis, Senior Director from Moody's Analytics, demonstrates how to leverage econometrically derived, forward-looking scenarios to assess life-time losses for CECL.

September 2017 WebPage Dr. Cristian deRitis
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