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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

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

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

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

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

The Economic Impact of Hurricane Irma

In this webinar replay, Mark Zandi and the Moody's Analytics team examine the economic impact on the national and regional economy.

September 2017 WebPage Mark Zandi, Adam Kamins, Ryan Sweet, Dan White, Kwame Donaldson

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

Rent Rolls at Risk - Assessing Commercial Leases

Proper assessment of your prospective borrower's future cash flow from rental income involves both a qualitative and quantitative analysis of the underlying leases. Understanding these key drivers will allow a lender to properly prepare a rental rate sensitivity analysis to stress test projected income.

September 2017 WebPage Robin Russell

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

The Economic Impact of Hurricane Harvey

In this webinar replay, Mark Zandi and the Moody's Analytics team examine the economic impact on the national and regional economy, including the effect on GDP, corporate profits, gas prices, as well as property damage estimates for infrastructure, real estate and vehicles.

September 2017 WebPage Mark Zandi, Adam Kamins, Ed Friedman, Ryan Sweet, Chris Lafakis

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

How Big Data and Cloud Technologies address Current and Future challenges of Risk and Finance Functions

The webinar is presented by our resident expert – Yann Delacourt – a Director of Product Management in our Strategic Platform group.

September 2017 WebPage Yann Delacourt, Karina Beeckmans

Leveraging Industry Data for CECL Compliance

In this webinar, Irina Korablev, Senior Director and Deniz Tudor, Director will discuss various tools that can capture economic, loan-level, and cohort-level data across several asset classes, which can be used for forecasting credit losses and benchmarking internal models.

August 2017 WebPage Dr. Deniz Tudor, Irina Korablev

Subprime Auto Credit: Navigating Risks on the Horizon

Auto lending is following a natural and expected credit cycle. Subprime performance will get better as credit tightens. Nonbank auto financiers are facing the highest loss rates when lending to low-income, subprime borrowers. Residual value pressures should begin to abate but will likely increase for trucks and SUVs.

August 2017 WebPage Michael Vogan

Meeting the Analytic Challenges of CECL

Our experts discuss methodologies for calculating losses, and explain how to establish and defend reasonable and supportable forecasts, connect the allowance for credit loss estimate to key risk functions, and analyze the impact to reserves and your business.

August 2017 WebPage Jan Larsen, Tanya Roosta

Data Analytics and the Future of Credit Risk Management

The future is closer than you think – start shaping your risk management future today. Banking is becoming more future oriented and data analytics can help financial institutions be on the forefront of innovation.

August 2017 WebPage Eric Snyder

Best Practices for Corporate Treasurers: OECD BEPS 2018 Transfer Pricing Compliance

As countries continue implementing the guidelines from the OECD's BEPS action plan, corporations are facing increasing challenges in conducting transparent intercompany loan transfer pricing transactions.

July 2017 WebPage Christophe Marinier

Forecasting Income & Balance Sheet Projections for Compliance

Regulators are placing increased emphasis on the rigor by which banks model their income and balance sheet projections.

July 2017 WebPage Brian Poi

IFRS 9 Solutions for Structured Finance: SPPI, Staging, and Impairment

Listen to Domitille de Coincy and Dimitri Kaltsas of Moody's Analytics as they discuss the IFRS 9 methodology for structured finance, the SPPI test for structured finance securities, including criteria, interpretations, and credit risk comparisons, and staging and impairment calculations for structured finance securities.

July 2017 WebPage Domitille de Coincy, Dimitri Kaltsas

Unleash your Predictive Power and Drive Profitability

Listen in as Moody's Analytics experts discuss using alternative forms of data combined with traditional financial data for a high-level dose of risk management when considering smaller loans.

June 2017 WebPage Michael Schwartz

Dr. Kohl's 2017 Ag Views From the Road

The current Ag cycle is taking a financial toll on producers and Ag Lenders alike. Dr. Kohl has been traveling across the farmlands of North America and shares a unique perspective on where he sees the future of Agriculture lending.

June 2017 WebPage Doug Johnson, David Kohl

Reduce Credit Risk Exposure with Personalized Training

Moody's Analytics is revolutionizing credit training by using Artificial Intelligence techniques in scenario based "smart testing" to individually assess the level of knowledge and behaviors of lenders.

June 2017 WebPage Kevin Hadlock

Rethinking Commercial Real Estate Credit Risk

Commercial real estate (CRE) loans are seeing strong loan growth, combined with easing underwriting, resulting in increased credit risk. CRE mortgages often make up a significant part of a bank's loan portfolio. In this webinar, we explore the keys to effective credit risk management for CRE.

April 2017 WebPage Sumit Grover, Christian Henkel

CECL Quantification: Retail Portfolios

In this webinar, our experts discuss the important considerations in the modeling and implementation of the CECL standard for retail portfolios. Learn more about loan-level modeling approaches that can be used to forecast credit losses for retail portfolios and how to leverage existing risk measurement practices.

Ag Renewals from a Regulator's Perspective – Today & Beyond

Join Doug Johnson, Sales Director at Moody's Analytics, as he shares the concerns of Ag lenders and producers from around the US. Also, hear from Nick Hatz (Federal Reserve Bank) and Kelly Lammers (Nebraska Dept. of Banking & Finance) who will provide best practices to help banks thrive in today's economy.

April 2017 WebPage Doug Johnson

Investment Portfolios CECL Methodologies

In this fifth webinar in our series, our experts discussed common CECL considerations for structured credit and answered key questions on how to provide CECL estimates for structured credit.

April 2017 WebPage David Kurnov, Nihil Patel

CECL Quantification: Commercial & Industrial (C&I) Portfolios

In the third webinar in our CECL quantification webinars series, our experts discussed which commercial and industrial (C&I) models and methodologies can be leveraged to fulfill CECL requirements, and key considerations in transitioning these models.

March 2017 WebPage Emil Lopez, Dr. Janet Zhao

2017 Ag Lending – The Journey Ahead

Here's some “Food for Thought”: Production vs. Markets vs. Marketing Plans. Doug shares how production was key in the 1970s and the driver to bragging rights in the coffee shop.

March 2017 WebPage Doug Johnson

Best Practices for Transfer Pricing – A Conversation with Dell Technologies

Join our webinar to hear Jim Sarrail of Moody's Analytics discuss transfer pricing processes with Srini Lalapet, transfer pricing specialist at Dell Technologies.

March 2017 WebPage Jim Sarrail

Using Technology and Analytics to Optimize Every Step of Small Business Lending

Hear Moody's Analytics experts share how lenders can improve productivity, decrease costs, and better manage risks in each step of the loan origination funnel using the next generation of technology and analytics.

March 2017 WebPage Nancy Michael, Michael Schwartz
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