Featured Product

    Unifying Regulatory and Economic Capital for Investment Decisions

    May 2015

    In this webinar, Moody’s Analytics will discuss practical considerations when unifying regulatory and economic capital in investment decisions and the method for measuring this unified approach.

    Related Articles
    Webinar-on-Demand

    Managing an Insurance Company's Credit Portfolio Through COVID-19

    The COVID-19 pandemic has brought credit risks that are unprecedented in size, are fast-changing, and have vastly different manifestations across industries. The uncertainty of impact is driven by epidemiological progression and sociological response, balanced by fiscal and monetary stimulus.

    May 2020 WebPage Tim Daly, Dr. Amnon LevyMasha Muzyka
    Whitepaper

    Navigating Credit Beyond COVID-19

    As institutions attempt to use established, well-developed models to evaluate the current environment, it is clear these models are not working adequately. This paper introduces new tools that bring together epidemiological, economic, and market data to navigate credit portfolios through COVID-19 and beyond.

    May 2020 WebPage Dr. Amnon Levy, Tim Daly
    Whitepaper

    Concentration Risk Consideration During the Allowance Process and COVID-19's Impact

    COVID-19 created additional complexities for institutions navigating CECL accounting standard. This paper provides a natural quantitative approach for incorporating concentration in the allowance process and portfolio management.

    April 2020 WebPage Dr. Amnon LevyMasha MuzykaPierre Xu
    Article

    Non-bank Players are Ready for CECL — Are Banks?

    The initial intent of the CECL guidelines was to make loan-loss allowances more reactive to the credit environment. By setting aside greater allowances, organizations would be better prepared for a default.

    February 2020 WebPage Dr. Amnon Levy
    Article

    The Changing Climate of Credit Risk Management

    While bankers are increasingly managing risks related to changes in policy and technology (also known as transition risk), physical risks are not necessarily an obvious set of primary factors for banks’ commercial credit portfolio managers originating credit with maturities of three to seven years.

    February 2020 WebPage Dr. Amnon Levy, Frank Freitas
    Whitepaper

    The Role of Banks in Illiquid Credit Markets, and the Disruption and Evolution of Credit Portfolio Management

    The combination of new entrants, new technologies and (unintended) consequences of regulatory and accounting rules are driving banks to collect more data and to develop sophisticated tools when designing ever-more robust credit portfolio strategies.

    January 2020 WebPage Dr. Amnon LevyPierre Xu
    Presentation

    Loan Valuation and Credit Portfolio Management Post-IFRS 9, CECL

    RAROC and RORAC solutions that account for allowance and forward-looking IFRS 9 / CECL measures in return and risk.

    November 2019 Pdf Dr. Amnon LevyPierre Xu
    Whitepaper

    Earnings Volatility, Share Price Performance, and Credit Portfolio Management Under CECL and IFRS 9

    This paper studies how earnings volatility induced by credit risk can impact share price performance for financial institutions under CECL and IFRS 9, and quantifies the benefit of an active credit risk management practice.

    April 2019 WebPage Dr. Amnon Levy, Xuan Liang, Pierre Xu
    Webinar-on-Demand

    Moody's Analytics Webinar: Credit Earnings Volatility and Share Price Performance: Implications of IFRS 9 and CECL

    The new accounting standards can have material implications for allowance and earnings dynamics. Join our researchers, Amnon Levy and Pierre Xu, explore a large sample of banks to better understand channels by which the standards affect shareholder value.

    February 2019 WebPage Dr. Amnon LevyPierre XuAnna Krayn

    Moody's Analytics Webinar: Credit Earnings Volatility and Share Price Performance: Implications of IFRS 9 and CECL

    Join us as our experts, Amnon Levy, Managing Director, Pierre Xu, Director, and Anna Krayn, Senior Director, explore the relationship between share price performance and earnings volatility and the implications for credit portfolio management.

    February 25, 2019 WebPage Dr. Amnon LevyPierre XuAnna Krayn
    RESULTS 1 - 10 OF 50