Since the global financial crisis, bank stress testing has become an essential part of regulators' toolkits for monitoring and maintaining financial stability. Anticipating the results of a formal stress test through simulation can enhance a bank's internal risk management as well as provide strategic business insight.
To effectively manage risk in your auto portfolios, you need to account for future economic conditions. Relying on models that do not fully account for cyclical economic factors and include subjective overlay, may produce inaccurate, inconsistent or biased estimates of residual values.
December 2016
WebPage
Dr. Tony Hughes
Mark Zandi and the Moody's Analytics team examine the economic impact stemming from potential policy changes under President-Elect Donald Trump. They detail the assumptions behind three new Donald Trump specific forecast scenarios and demonstrate plausible outcomes on economic performance.
One size does not fit all when it comes to credit memos. Their primary purpose is to organize borrower information into a concise, consistent format in order to tell a story.
December 2016
WebPage
With the implementation of IFRS 9 underway, institutions want to better quantify the impact of IFRS 9 on provisions, result earnings and capital buffers. During this video webinar, we will discuss the strategic impact of IFRS 9 on earnings, capital and investment concentration.
December 2016
WebPage
Burcu Guner, Amnon Levy
Market-leading risk professionals are using advanced data analytics to inform sound risk management decisions. Benchmark data can help financial institutions and corporations achieve a more holistic view of credit risk across multiple industries and regions.
In this American Banker webinar, Moody's Analytics discusses potential approaches for firms to expand on their current sensitivity analysis and stress testing for CECL implementation.
Utilizing Moody's Analytics tranche simulations and their accurate measures of tranche risk, we have developed methodologies to represent structured instruments in the RiskFrontier software.
December 2016
WebPage
Ian Ward, Tomer Yahalom
Compliance may be a sore spot for some bankers, but non-compliance is certainly worse. The challenge for lenders is to make profitable loans while not running afoul of any regulatory requirements.
November 2016
WebPage
Ann Brode-Harner
Mark Zandi and Ryan Sweet discuss the outcome of the U.S. presidential election, what must be done early in the new president's term to help the economy, and the implication of the election outcome on the fiscal outlook and growth.
Granular risk rating models allow creditors to understand the credit risk of individual loans in a portfolio, facilitating underwriting and monitoring activities. In this webinar we will outline the value of granular risk rating models for CECL.
November 2016
WebPage
Christian Henkel, Dr. Tony Hughes
NIIF 9 introduce cambios en la contabilidad de riesgo crediticio que prometen aumentar la transparencia y confianza en los estados financieros.
The FASB's new impairment standards won't take effect until 2020, but institutions should start planning now. This webinar outlines key considerations for early CECL preparation, including: main challenges; expectations of auditors, regulators, and investors; planning in firms of varying sizes; and how to get started.
In this webinar, expert Nihil Patel, outlines how institutions can leverage Basel and Stress Testing models to comply with FASB's new impairment accounting standards.
Many financial institutions prefer to take longer-term views when assessing the risks of their credit portfolio. While forward-looking or Point-in-Time (PIT) parameters might be more reflective of the current economic environment, frequent updates may create fluctuations in risk measures.
October 2016
WebPage
Jimmy Huang
Modeling new origination is important for forecasting the future dynamics of a portfolio, and it is becoming prevalent for banks to use these models for capital and risk management, stress testing, and strategic planning. The main challenge is finding data on new origination dynamics over time.
October 2016
WebPage
Tomer Yahalom
Pierre Xu, Associate Director of Portfolio Research at Moody's Analytics will discuss how required economic capital (EC) accounts for economic risks such as diversification and concentration effects.
October 2016
WebPage
Pierre Xu
Institutions are transforming their analytic capabilities to move beyond static reports that explain what happened in the past, to more modern analytics that can explain why an event occurred and what is likely to happen in the future.
October 2016
WebPage
Mehna Raissi, Grace Wang, Paul Van Siclen
Institutions are transforming their analytic capabilities to move beyond static reports that explain what happened in the past, to more modern analytics that can explain why an event occurred and what is likely to happen in the future.
Pierre Xu, Associate Director of Portfolio Research at Moody's Analytics will discuss how required economic capital (EC) accounts for economic risks such as diversification and concentration effects.
October 2016
WebPage
Pierre Xu
Learn how Moody's Analytics is helping institutions of all sizes address the challenges of implementing the IFRS 9 impairment model.
Mark Wells, Associate Director of Portfolio Research at Moody's Analytics, outlines how the parameterization of an Economic Capital model differs for accrual and securities portfolios and relates the parameterization approaches with those associated with Basel Advanced-IRB calculations.
October 2016
WebPage
Mark Wells
Financial institutions are seeking ways to gain a better understanding of their credit portfolios' risk dynamics, allowing them to foresee and to prepare for potential increases in capital requirements resulting from economic shocks.
Small business lenders face many challenges that can make lending to small businesses a painful practice rather than a profitable business. In this webinar, our experts discussed how lenders can leverage technology to simplify and automate credit assessment and loan origination.
September 2016
WebPage
In this webinar, we detail the specific challenges facing structured finance investors, and propose effective solutions to help address these challenges.
September 2016
WebPage
Mehna Raissi, Kate Calligaro, Edison Tam, David Goncalves
In this webinar, we discuss what the new CECL standard is and why the FASB is changing Impairment Accounting. Key topics include the timeline for implementation, key differences are in the new impairment models compared with the existing ones, and how the allowance calculation process is likely to change.
Listen in as Anna Krayn provides an overview on some key benefits of early CECL adoption.
Listen in as Emil Lopez identifies key steps firm can take as they prepare for CECL implementation.
Learn how leading organizations are leveraging technological advances and risk assessment to: streamline processes; build more efficient, consistent, and profitable small business lending practices; and, enhance the customer experience and provide more value to their constituents.
September 2016
WebPage
Helene Page
In this webinar, we identify the key similarities and differences between the two standards of IFRS 9 and CECL such as timeline for adoption and complexity of implementation. And for those firms subject to both standards, we provide insight into the key operational considerations.
