Featured Product

    Leveraging Industry Data for CECL Compliance

    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 Articles
    Article

    A Comparative Analysis of Household Credit Data From the New York Fed and Moody's Analytics

    The importance of accurate and timely data on household credit conditions became clear during the global financial crisis. Quickly rising delinquencies and foreclosures should have been a warning to lenders and regulators to significantly tighten the spigot on new lending that was wide open during the pre-crisis boom. However, partially due to data limitations, many financial institutions were surprised by the weakening of household balance sheets. By the time they realized the severity of the problem, it was too late to act.

    August 2019 Pdf Michael Brisson, Dr. Deniz Tudor
    Webinar-on-Demand

    Moody's Analytics Webinar: 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.

    June 2019 WebPage Scott Hoyt, Dr. Deniz Tudor
    Webinar-on-Demand

    Moody's Analytics Webinar: U.S. Consumer Credit Outlook

    Listen as Moody’s Analytics Scott Hoyt and Deniz Tudor, discuss the current and anticipated trends in household credit conditions based on data from Equifax. Key topics include:

    February 2019 WebPage Scott Hoyt, Dr. Deniz Tudor

    Moody's Analytics Webinar: 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.

    February 27, 2019 WebPage Scott Hoyt, Dr. Deniz Tudor
    Webinar-on-Demand

    CECL for Consumer Lending Portfolios - Checklist

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

    November 2018 WebPage Moody's Analytics, David FieldhouseDr. Deniz Tudor

    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 TudorDavid 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
    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

    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
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