Basel III capital requirements present a significant challenge for organizations. SEC-SA, ERBA and IRB all require data-intensive review of securitization portfolios to determine risk weights and capital charge.
Domitille de Coincy and Mike Mueller of Moody’s Analytics discuss best-in-class solutions to address Basel III capital requirements for structured finance portfolios. This webinar reviews and demonstrates the Standard Approach and Rating Based Approach capital requirements calculations for structured finance securities, including data requirement, methodology, user input and assumptions.
Moody's Analytics and KBA East Africa Webinar Series: Navigating credit risk and expected losses beyond COVID-19
Many institutions recognize that credit models built in the pre-COVID-19 period are not performing sufficiently to evaluate the current environment.
RiskFirst, a Moody’s Analytics company, is pleased to announce the integration of Guaranteed Minimum Pension (GMP) capabilities into the PFaroeDB solution, its flagship defined-benefit (DB) pension scheme analytics platform.
Moody's Analytics subject matter experts are presenting their modular framework for retail credit asset classes, as deployed in Moody’s Portfolio Analyzer.
Moody's Analytics and RIMAN West Africa Webinar Series: Capital Adequacy Challenges for West African Banks Post COVID-19
Banks around the world are facing a significant weakening in loan quality as the coronavirus pandemic weigh on the economy.
Moody’s Analytics Enhances CECL Solution to Assess COVID-19 Impact
This webinar will explore sector-level trends for credit risk in Europe and the U.S. in the emerging "Chronic COVID" economy. In addition, we will assess the latest performance and results for successful investment strategies in bond and equity markets driven by credit metrics.
COVID-19 has changed bank portfolios, bank customer behaviors, market expectations, business cost structures, and capital needs.
Moody’s Analytics has won ESG (Economic Scenario Generator) Software of the Year and Actuarial Modeling Solution of the Year at the inaugural InsuranceERM Americas Awards.
In this timely webinar, we assess the adverse economic impact from the pandemic on a representative loan portfolio of Dutch mortgages at the macro and regional level.
Moody’s Analytics has won seven categories in this year’s Risk Technology Awards. Five are repeat wins.