The Federal Reserve finalized, in June 2018, the rule to prevent concentrations of risk between large banking organizations and their counterparties from undermining financial stability, known as Single Counterparty Credit Limit (SCCL).
GSIBs will be required to comply to SCCL by January 1, 2020, and all other firms are required to comply by July 1, 2020.
Are you involved in the SCCL implementation for your institution?
- Get insight on reporting challenges and ways to avoid the pitfalls
- Learn about ways to identify and manage global hierarchy data
- Hear about how financial institutions utilize technology and integrated data to calculate and report their true exposure
In this paper, we propose an alternative simple, coherent methodology that allows us to forecast and stress test the entire balance sheet and income statement for all of the roughly 6,000 banks in the United States consistently.
Join our experts as they review the business challenges that CECL presents beyond the reporting date numbers.
In this webinar, Emil Lopez and Olivier Brucker from Moody's Analytics, demonstrates how the Moody's Analytics Credit Loss and Impairment Analysis suite helps financial institutions overcome CECL challenges and implement best-practice allowance processes.
In this presentation, Emil Lopez and Olivier Brucker from Moody's Analytics, demonstrates how the Moody's Analytics Credit Loss and Impairment Analysis suite helps financial institutions overcome challenges with CECL and implement best-practice allowance processes.
Creating an effective IT infrastructure for calculating the liquidity coverage ratio on a daily basis
This presentation discusses creating An effective IT infrastructure for calculating the liquidity coverage ratio on a daily basis.
Managing Liquidity Risk with RiskAuthority™ & RiskConfidence™: US Basel 3 Liquidity Coverage Ratio and Beyond
In this presentation, you will gain an understanding of US Basel III Liquidity Coverage Ratio (LCR) rules and how to manage risk with solutions from Moody's Analytics.