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.
Key questions include:
Credit modeling for investment portfolios
Cash flow generation
Calculating present value and expected credit loss (ECL)
Furthering our research on CLO collateral rating transitions, we now explore the implications of applying additional default forecast and stresses to the collateral of US and European BSL CLOs.
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.
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:
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.
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.
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.
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.
In this presentation, expert Nihil Patel, outlines how institutions can leverage Basel and Stress Testing models to comply with FASB's new impairment accounting standards.
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 will discuss different approaches in credit portfolio management, dangers of only using regulatory capital when optimizing your portfolio, how to appropriately incorporate regulatory capital considerations, and metrics to consider when optimizing your portfolio and setting appropriate limits.