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    Modeling IFRS 9 Impairments – Tactical Implementation Approaches

    October 2016

    Learn how Moody’s Analytics is helping institutions of all sizes address the challenges of implementing the IFRS 9 impairment model.

    In this webinar, we discuss:

    Key challenges institutions face when implementing the impairment modeling requirements
    Specific relevance of impairment modeling for small and medium-sized organizations
    Practical examples of how Moody’s Analytics solutions have been leveraged for IFRS 9
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    TCFD-Aligned Reporting by Major U.S. and European Corporations

    This white paper discusses Moody’s Analytics’ findings on the alignment with TCFD recommendations of reporting by major U.S. and European companies in 2020/21. The analysis is informed by an artificial intelligence (AI) based review of public filings by a diverse population of public firms.

    February 2022 WebPage Sankalp Gaur, Pablo Pastore, Nishant Gurunath, David Bressler, Burcu Guner, Ashit Talukder, Richard Cantor

    Moody's Analytics Webinar: RiskFrontier 5.3 and 5.4 Release and GCorr 2018 Update

    Moody's Analytics is pleased to announce the release of versions 5.3 and 5.4 of the RiskFrontier™ software. Join our experts as they discuss the latest enhancements and updates.

    February 28, 2019 WebPage Atit Wongnophadol, Yiting Xu, Nihil Patel
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    Moody's Analytics Webinar: RiskFrontier™ 5.3 and 5.4 Release and GCorr™ 2018 Update

    Moody's Analytics is pleased to announce the release of versions 5.3 and 5.4 of the RiskFrontier software. The latest version includes the following enhancements:

    February 2019 WebPage Atit Wongnophadol, Yiting Xu, Nihil Patel
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    CECL Treatment for the Investment Portfolio

    In this presentation, our experts discussed common CECL considerations for structured credit and answer key questions on how to provide CECL estimates for structured credit.

    April 2017 Pdf David KurnovNihil Patel
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    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 KurnovNihil Patel
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    Expanding Sensitivity Analysis and Stress Testing for CECL

    To ease the transition to CECL, firms can leverage and align existing risk management practices. Institutions are in the process of trying to determine which methodologies can be expanded to meet the CECL impairment model requirements, while retaining a consistency between other regulatory and risk management activities.

    December 2016 Pdf Nihil Patel
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    How to Manage the Impact of IFRS 9 on Earnings Volatility and the Supply and Demand of Regulatory Capital

    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
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    Expanding Sensitivity Analysis and Stress Testing for CECL

    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.

    December 2016 WebPage Nihil Patel, Michael Gullette
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    Leveraging Basel and Stress Testing Models for CECL

    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.

    October 2016 WebPage Nihil Patel
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    Risk Chartis IFRS 9 Market Report

    International Financial Reporting Standard 9 (IFRS 9) is a high-impact symbolic, operational, IT and organisational transformation event for finance and risk. The Risk Chartis IFRS 9 Market Report focuses on the key challenges for banks implementing IFRS 9, including exclusive content from Moody's Analytics.

    October 2016 Pdf Amnon Levy, Burcu Guner
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