General Information & Client Services
  • Americas: +1.212.553.1653
  • Asia: +852.3551.3077
  • China: +86.10.6319.6580
  • EMEA: +44.20.7772.5454
  • Japan: +81.3.5408.4100
Media Relations
  • New York: +1.212.553.0376
  • London: +44.20.7772.5456
  • Hong Kong: +852.3758.1350
  • Tokyo: +813.5408.4110
  • Sydney: +61.2.9270.8141
  • Mexico City: +001.888.779.5833
  • Buenos Aires: +0800.666.3506
  • São Paulo: +0800.891.2518

Regulators are placing increased emphasis on the rigor by which banks model their income and balance sheet projections.

In this webinar, Dr. Brian Poi, Director, Economic Research, demonstrates how forecasts based on industry data can be used to generate an objective benchmark for internally generated forecasts.

Related Insights
Webinar-on-Demand

Weighing the Wealth Effect

In this webinar, Mark Zandi and the Moody's Analytics team discuss the impact of the wealth effect on economic expansion and quantify econometric estimates based on data from Visa and Equifax.

December 2017 WebPage Scott Hoyt, Brian Poi, Mark Zandi
Presentation

Producing Objective Income & Balance Sheet Forecasts Presentation Slides

In this presentation, we demonstrate how forecasts based on industry data can be used to generate an objective benchmark of a bank's performance under baseline and stressed scenarios. We demonstrate results though case study of regional banks, peer groups, and larger CCAR-sized institutions.

November 2017 Pdf Brian Poi
Webinar-on-Demand

Producing Objective Income & Balance Sheet Forecasts

In this webinar, we demonstrate how forecasts based on industry data can be used to generate an objective benchmark of a bank’s performance under baseline and stressed scenarios. We demonstrate results though case study of regional banks, peer groups, and larger CCAR-sized institutions.

November 2017 WebPage Brian Poi
Article

Improved Deposit Modeling: Using Moody's Analytics Forecasts of Bank Financial

In this article we demonstrate how to combine our forecasts of bank financial statements with internal data to produce forecasts that better reflect the macroeconomic environment posited under the various Comprehensive Capital Analysis and Review scenarios.

August 2016 Pdf Dr. Tony HughesBrian Poi
Presentation

Forecasting Income Statements & Balance Sheets Using Industry Data

In this presentation, Dr. Brian Poi, Director, Economic Research, demonstrates how forecasts based on industry data can be used to generate an objective benchmark for internally generated forecasts.

October 2015 Pdf Brian Poi
Article

Multicollinearity and Stress Testing

Multicollinearity, the phenomenon in which the regressors of a model are correlated with each other, apparently causes a lot of confusion among practitioners and users of stress testing models. This article seeks to dispel this confusion.

May 2015 WebPage Dr. Tony HughesBrian Poi

Previewing This Year's Stress Tests Using the Bank Call Report Forecasts

To capture a bank’s real capacity to withstand an adverse economic scenario, the best approach is to start with forecasts produced only for accuracy and then apply a conservative overlay as regulation requires. Such forecasts capture mitigating forces such as flight to safety.

Article

Stress Testing and Strategic Planning Using Peer Analysis

Banks face the difficult task of building hundreds of forecasting models that disentangle macroeconomic effects from bank-specific decisions. We propose an approach based on consistently reported industry data that simplifies the modeler’s task and at the same time increases forecast accuracy.