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    Economic Forecasting & Stress Testing Residual Vehicle Values

    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.

    In this webinar, Tony Hughes of Moody’s Analytics presents a purely quantitative econometric method for determining residual vehicle values.

    Related Articles
    Article

    Will CECL Ultimately Be Worth All the Fuss?

    The industry is currently a hive of CECL-related activity. Many banks are busily testing their systems or finalizing their preparations for the go-live date, which is either in January 2020 or somewhat later, depending on the organization. Some are still making plans for implementation, and the rest are worried that they should be.

    August 2019 Pdf Dr. Tony Hughes
    Article

    The Real Value of Stress Testing: Has CCAR Been Validated?

    The theory that banks are now safer because of CCAR, though, has not yet been tested.

    July 2019 Pdf Dr. Tony Hughes
    Article

    CECL, IFRS 9 and the Demand for Forecast Stability

    Loan-loss provisioning models must take a variety of economic and client factors into account, but, with the right approach, banks can develop sensible loss forecasts that are more accurate and less susceptible to volatility.

    June 2019 WebPage Dr. Tony Hughes
    Article

    Climate Change Stress Testing

    As evidence of climate change builds and threats materialize,data will be invaluable in creating a framework for making future credit decisions.

    June 2019 Pdf Dr. Tony Hughes
    Article

    Finding a CECL Solution for Smaller Banks

    Good-quality CECL projections can be developed using high-quality data that is available free of charge.

    April 2019 Pdf Dr. Tony Hughes
    Article

    CECL Is In Trouble, But There's A Fix

    If CECL is to be rethought with this aim in mind, policymakers should learn from successful countercyclical features in the economy and design the new loan loss accounting system accordingly.

    January 2019 Pdf Dr. Tony Hughes
    Article

    The Limits of AI in Banking

    We know that new techniques predict accurately under current conditions. But can we now demonstrate the circumstances in which the AI model will one day break?

    September 2018 Pdf Dr. Tony Hughes
    Webinar-on-Demand

    Auto Finance Insights: How Vehicle Information Informs Credit Risk Measures

    Tony Hughes and Michael Vogan share valuable insights for managing your auto lending business more effectively.

    April 2018 WebPage Dr. Tony Hughes, Michael Vogan

    Using a Market Share-Based Approach for Credit Loss Forecasting

    Call Report Forecast Webinar

    March 28, 2018 WebPage Brian Poi, Dr. Tony Hughes
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