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    Lifetime Expected Credit Loss Modeling

    In this webinar, David Fieldhouse, Director in Consumer Credit Analytics and Glenn Levine, Associate Director within the Capital Markets Research Group provide an overview of ECL quantification tools Moody’s Analytics offers to support CECL implementation across all major asset classes.

    Successful implementation of CECL requires understanding the impact of the accounting standard on provisions. Identifying the appropriate methodologies to incorporate the forward-looking information and life-of-loan horizon required represent key challenges for institutions.

    In this webinar, David Fieldhouse, Director in Consumer Credit Analytics and Glenn Levine, Associate Director within the Capital Markets Research Group provide an overview of ECL quantification tools Moody’s Analytics offers to support CECL implementation across all major asset classes.

    Webinar highlights:

    • Dual risk rating models (probability of default / loss given default)
    • Credit cycle adjustment and scenario conditioning models
    • Segment-level loss rate models
    • Discounted cash flow (DCF) and Non-DCF methodologies

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    Modeling Credit Card Losses Under CECL

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    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.

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    Webinar: CECL for Consumer Lending Portfolios - A Checklist

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    CECL for Consumer Credit Portfolios: Modeling Best Practices

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    Presentation

    Lifetime Expected Credit Loss Modeling Presentation Slides

    In this presentation, learn more about ECL quantification tools to support CECL implementation across all major asset classes, including dual-risk rating models (PD/LGD), credit cycle adjustment and scenario conditioning models, segment-level loss rate models and discounted cash flow (DCF) and non-DCF methodologies.

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    Brexit Fallout: Using Scenario Analysis and a Systemic Risk Approach to Assess Corporate Credit Risk

    The June 23rd referendum, in which UK voters chose to leave the European Union, has fanned financial volatility and may precipitate a recession in the UK economy. The updated economic and financial outlook has implications for corporate credit risk.

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    Preparing for Defaults in China's Corporate Credit Market

    In this webinar Moody’s Analytics discuss the Marco-economic and credit market conditions likely to affect the future risk of default for Chinese companies; way to measure and manage the default risk of Chinese firms, and strategies for early detection of default risk.

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    Angang Steel's Credit Risk Rises As Local Rating Agencies Remain Sanguine | Moody's Analytics

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    Probability-Weighted Outcomes Under IFRS 9: A Macroeconomic Approach

    In this article, we discuss development of a framework that addresses the forward-looking and probability-weighted aspects of IFRS 9 impairment calculation using macroeconomic forecasts. In it, we address questions around the practical use of alternative scenarios and their probabilities.

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