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.
In this webinar replay, Mark Zandi and the Moody's Analytics team examine the economic impact on the national and regional economy.
Mark Zandi, Adam Kamins, Ryan Sweet, Dan White, Kwame Donaldson
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.
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.
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.
Mark Zandi, Adam Kamins, Ed Friedman, Ryan Sweet, Chris Lafakis
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.
The webinar is presented by our resident expert – Yann Delacourt – a Director of Product Management in our Strategic Platform group.
Yann Delacourt, Karina Beeckmans
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.
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.
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.
Jan Larsen, Tanya Roosta
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.
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.
Regulators are placing increased emphasis on the rigor by which banks model their income and balance sheet projections.
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.
Domitille de Coincy, Dimitri Kaltsas
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.
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.
Doug Johnson, David Kohl
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.
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.
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.
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.
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.
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.
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.
Join our webinar to hear Jim Sarrail of Moody's Analytics discuss transfer pricing processes with Srini Lalapet, transfer pricing specialist at Dell Technologies.
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.
In this presentation, our experts Emil Lopez and Jing Zhang, introduce some key CECL quantification methodologies and enhancements that can be made to existing approaches to make them CECL-compliant.
The second in our CECL Quantification webinar series, this webinar discussed how commercial real estate (CRE) models and methodologies can be leveraged to fulfill CECL requirements, and key considerations in transitioning these models.
Increases in auto lease volumes are nothing new, yet the industry is rife with fear that used car prices are about to collapse. In this talk, we will explore the dynamics behind the trends and the speculation.
The credit portfolio framework developed by Moody's Analytics accounts for links between default risk and recovery risk. We refer to these links as PD-LGD correlations.
Noelle Hong, Yiting Xu
Views on what banks should be thinking about for 2017 in their IFRS 9 implementation.