Internal Capital Adequacy Assessment Program (ICAAP)
We help firms implement ICAAP frameworks that satisfy internal and regulatory requirements. Our comprehensive and forward-looking approach, combined with industry-leading software, models, and credit risk expertise facilitates the development of long-term solutions to maintain shareholder value.
Our solutions address numerous challenges when creating an ICAAP framework, including identification of all risk types; accurate assessment, quantification, and reporting of these risks; and deciding on the appropriate monitoring procedures. We provide you with the standards, structure, system, and skills to effectively manage risk and capital. We also ensure that the design, development, deployment, and documentation of an ICAAP framework spans your unique portfolio and accounts for all material risks faced by your institution.
With our solutions you can access both regulator-mandated and business-specific scenarios and obtain the industry's most comprehensive and highest quality granular credit risk, economic, and financial datasets. Gain insights from our extensive credit risk knowledge and experience in Research and Advisory Services.
Unmatched Credit Risk Knowledge and Experience
Our researchers have pioneered the quantification of credit risk, constructing quantitative models that estimate default and recovery risk, price credit instruments, enable credit portfolio management, assess commercial real estate risk, and facilitate asset and liability management. Our advisory service professionals have experience providing stress testing, custom modeling, training, and operational support to improve overall risk management. Our implementation services professionals are expert at deploying our credit risk solutions. Moody's Analytics full breadth of solutions can be configured to address your institution's unique risk management requirements.
Integrated Credit Risk, Return, and Capital Management
We offer a comprehensive and flexible approach for ICAAP development, including design of an ICAAP framework that fits your institution's profile and risk appetite. We implement the framework by building an organizational structure, systemic solutions, and the skills required to measure risks, stress test exposures, and allocate capital in an optimal way. We conduct gap analyses to understand requirements and the current status of the institution's capital management and to implement a capital maintenance strategy, using quantification and validation methods. We then prepare all documentation, process modeling, and quality reviews to communicate to stakeholders within the organization.
Moody's CreditCycle solution provides econometric consumer credit loss forecasting, benchmarking, and stress testing models and indicators.
Economic Forecast Scenarios
Moody's Analytics provides baseline economic forecasts and alternative scenarios for 100+ countries and aggregates, updated monthly.
RiskFrontier software is an industry-leading credit portfolio risk management solution, trusted by financial institutions globally to improve business performance.