With the emergence of CECL, many lenders have been worried about how the forward-looking approach would affect their reserves and future loan originations.
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.
This webinar provides insight into our approach, using both the CECL and incurred loss methodologies using the same underlying dataset.
Deniz Tudor, PhD is a Director specializing in consumer credit trends and econometric credit loss models.
Tim Daigle is an economist specializing in the development of consumer credit models for stress-testing and CECL.
Moody’s Analytics has announced that it will provide complimentary access to loan-level mortgage and auto data, to help market participants analyze the impact of an anticipated COVID-19-related recession on their securitization portfolio.
Lægernes Pension Selects Moody's Analytics for Solvency II Liability Valuation and Scenario Analysis
Moody’s Analytics, a global provider of financial intelligence, announced today that its software has been selected by Danish pension fund, Lægernes Pension.
Join Anamaria Pieschacon, Petr Zemcik and Olga Loiseau-Aslanidi of Moody’s Analytics, as they discuss how institutions can assess model risk by conducting effective model validation.
During this webinar Moody's Analytics subject matter expert will explore macroeconomic forecasting and scenario design in a world of pandemic, look at regional outlook and risks.
Originating, scoring, and maintaining proactive knowledge of your lending book can be an overwhelming task.
Assessing the impact of COVID-19 on credit risk for European corporate firms, we analyze the countries, sectors, and rating classes that experience varied impacts as well as provide insights on such heterogeneity.
Join Moody's and Jeff Davies, Group Chief Financial Officer at Legal and General, for a fireside chat on inclusive capitalism. Moody's will then present its European insurance outlook in the time of COVID-19 and how the the industry is changing.
In times of high market volatility, Risk Officers must provide more frequent visibility into their solvency position to help mitigate any potential risks.
COVID-19 has become, and will likely continue to be, a major driver of credit risk. In the webinar, we examine the impact of the coronavirus on private firms to identify which sectors and geographies have seen the greatest credit deterioration.
Moody’s Analytics, a global provider of financial intelligence, has earned the Category Leader distinction in a new Chartis Research report. Technology Solutions for Credit Risk 2.0: Credit Risk Analytics, 2020; Market Update and CVA/CLO Solutions Vendor Landscape evaluates 13 leading vendors of CLO solutions.