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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

    Related Articles
    Webinar-on-Demand

    U.S. Consumer Credit Outlook: December 2020

    Scott Hoyt and David Fieldhouse as they discuss the current and anticipated trends in household credit conditions based on data from Equifax.

    December 2020 WebPage David Fieldhouse, Scott Hoyt
    Webinar-on-Demand

    COVID-19 Impacts and Key Drivers to Agency First Lien FRM Mortgage Performance

    In this webinar, David Fieldhouse and Amy Wu discuss the impact of COVID-19 on mortgages.

    October 2020 WebPage David Fieldhouse, Amy Wu
    Webinar-on-Demand

    U.S. Consumer Credit Outlook: September 2020

    Scott Hoyt and David Fieldhouse as they discuss the current and anticipated trends in household credit conditions based on data from Equifax.

    September 2020 WebPage David Fieldhouse, Scott Hoyt
    Webinar-on-Demand

    Moody's Analytics & Raymond James in Conversation: Aftershock: The Impact of COVID-19 on Lending in the 2nd Half of 2020 – An Update on Credit Cards, Consumer Loans and Fintech Lending

    This webinar will discuss COVID-19's current impact on credit cards, consumer loans and fintech lending.

    September 2020 WebPage David Fieldhouse
    Webinar-on-Demand

    The Impact of the COVID-19 Recession on Consumer Credit

    The COVID-19 pandemic is dramatically impacting consumer credit portfolios.

    May 2020 WebPage David Fieldhouse, James Partridge
    Presentation

    The Road Ahead for Credit Unions

    Presentation slides form our webinar examining, consumer credit conditions under scenarios for Credit Unions.

    Webinar-on-Demand

    The Road Ahead for Credit Unions

    We examine the impact of COVID-19 on consumer credit incorporating scenarios assumptions.

    Whitepaper

    Case Study: Allowance Impact of COVID-19 on C&I, CRE, and Retail Portfolios under CECL

    Moody’s Analytics analyzed a range of plausible outcomes of quantitative expected losses under CECL, incorporating COVID-19 impacts across commercial and industrial (C&I), commercial real estate (CRE), and retail loans.

    April 2020 WebPage Eric Bao, David FieldhouseJin OhDr. Yashan Wang
    Article

    Forecasting the Impact of the COVID-19 Recession on Consumer Credit Losses

    We discuss the major implications of the COVID-19 recession on consumer credit performance over the next two years at the national, state, credit score band, and asset class level.

    April 2020 Pdf David Fieldhouse, James Partridge
    Article

    Case Study: Allowance Impact of COVID-19 on C&I, CRE, and Retail Portfolios under CECL

    CECL was scheduled to go into effect at the beginning of 2020 until COVID-19 disrupted businesses. Moody's Analytics analyzed a range of plausible outcomes of quantitative expected losses under CECL, incorporating COVID-19 impacts across commercial and industrial (C&I), commercial real estate (CRE), and retail loans.

    April 2020 Pdf Eric Bao, David FieldhouseJin OhDr. Yashan Wang
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