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.
Increasingly complex impairment accounting standards create significant challenges to financial institutions including:
- Centralizing granular portfolio and macroeconomic data;
- Supporting a wide range of expected credit loss and allowance models;
- Analyzing results from multiple perspectives and incorporating qualitative adjustments when needed;
- Facilitating management reporting and strategic decision making;
All while capturing these activities in an auditable and repeatable way.
Nobody expected the end of the economic cycle to happen so suddenly, but adjustments will be required given the materiality of the events unfolding. How can you quickly adjust for an ever-evolving scenario where today’s assumptions may not hold tomorrow.
In this paper, we propose an alternative simple, coherent methodology that allows us to forecast and stress test the entire balance sheet and income statement for all of the roughly 6,000 banks in the United States consistently.
Join our experts as they review the business challenges that CECL presents beyond the reporting date numbers.
The Federal Reserve finalized, in June 2018, the rule to prevent concentrations of risk between large banking organizations and their counterparties from undermining financial stability, known as Single Counterparty Credit Limit (SCCL).
The primary objective of FASB’s CECL standard is to provide investors with more meaningful and timely information regarding credit risk, but it also presents a unique opportunity for financial institutions to advance credit risk practices, break down silos and strengthen business decisions.
In this presentation, 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 challenges with CECL and implement best-practice allowance processes.
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.
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.
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.
NIIF 9 introduce cambios en la contabilidad de riesgo crediticio que prometen aumentar la transparencia y confianza en los estados financieros.