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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.

Many financial institutions are faced with the challenge of effectively developing, benchmarking, and validating CECL compliant models as a result of incomplete data.

In this webinar, our experts Irina Korablev and Deniz Tudor discuss various tools that can capture loan-level data across several asset classes, which can be used for forecasting credit losses and benchmarking internal models. Webinar highlights:

  • Modeling the relationship between macro variables and credit risk
  • Estimating life-time losses using reasonable and supportable forecasts
  • Benchmarking and improving quantitative risk measurement accuracy
  • Generating more realistic cash flows and impairment and provisioning calculations

Related Insights

Webinar: CECL for Consumer Lending Portfolios - A Checklist

As internal model development and use of vendor models for CECL submission are fast in progress for those submitting by January 2020, our analysts will review a checklist that will help you organize CECL project plans.

November 13, 2018 WebPage Dr. Deniz Tudor, David Fieldhouse
Whitepaper

August 2018 U.S. Middle Market Risk Report

Private firm default rates have declined steadily during the past five years. At 1.4%, the rolling 12-month default rate is down 74% from its September 2009 peak of 5.2%. This trend has been driven primarily by a decline in the charge-off rate, now at its lowest level in ten years. In addition, the percentage of borrowers in non-accrual status has decreased 56% since September 2009. The number of borrowers rated “Substandard” has seen a steady increase since the first quarter of 2016, above pre-crisis levels, reflecting banks' cautious lending practices.

August 2018 Pdf Irina Korablev, Lin Moon, Stephanie Yu

CreditForecast.com: U.S. Consumer Credit Outlook

Join Moody’s Analytics Scott Hoyt and Deniz Tudor, as they discuss the current and anticipated trends in household credit conditions based on data from Equifax and forecasts from Moody's Analytics

August 15, 2018 WebPage Scott Hoyt, Dr. Deniz Tudor
Presentation

CreditForecast.com: U.S. Consumer Credit Outlook

Moody's Analytics subject matter experts Scott Hoyt and Deniz Tudor discuss the current and anticipated trends in household credit conditions based on data from Equifax and forecasts from Moody's Analytics.

August 2018 Pdf Scott Hoyt, Dr. Deniz Tudor
Webinar-on-Demand

CreditForecast.com: U.S. Consumer Credit Outlook

Moody’s Analytics subject matter experts Scott Hoyt and Deniz Tudor discuss the current and anticipated trends in household credit conditions based on data from Equifax and forecasts from Moody's Analytics.

August 2018 WebPage Scott Hoyt, Dr. Deniz Tudor

CECL for Consumer Credit Portfolios: Modeling Best Practices

In this webinar, our economists and consumer credit analyst will share insight on techniques and best practices for modeling allowances for CECL.

August 02, 2018 WebPage Dr. Cristian deRitisDr. Deniz Tudor

CECL Impact Analysis for Consumer Lending Portfolios

Through case studies of mortgage and auto portfolios, our experts explore the potential impact of CECL on industry wide reserves and factors that will affect results at the institution level.

May 16, 2018 WebPage Dr. Cristian deRitisDr. Deniz Tudor
Webinar-on-Demand

CECL Impact Analysis for Consumer Lending Portfolios

With the emergence of CECL, many lenders have been worried about how the forward-looking approach would affect their reserves and future loan originations.

May 2018 WebPage Moody's Analytics, Dr. Deniz Tudor
Presentation

Applications of Alternative Data in Credit Decisioning

In this webinar, a panel of research and data scientist experts across Moody's Analytics discuss social data in probability of default modeling, closed and open data for location scoring, and text analytics for credit risk.

April 2018 Pdf Eric Bao, Irina Korablev, Rama Sankisa, Dr. Janet Zhao
Webinar-on-Demand

Applications of Alternative Data in Credit Decisioning

With an immense amount of available data generated worldwide within the last two years, the next evolution of banking analytics will include information from a variety of open and closed sources.

April 2018 WebPage Eric Bao, Irina Korablev, Rama Sankisa, Dr. Janet Zhao
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