Moody’s Analytics Webinar: Briefing on the CCAR Scenarios
The Federal Reserve have released its scenarios for the 2019 CCAR stress test. Listen as Mark Zandi and Cristian deRitis discuss the narratives behind the Fed’s scenarios under forecasts of detailed economic variables.
Our experts answer key questions, including:
- How severe are the Fed’s scenarios?
- Are the scenarios internally consistent?
- What are possible narratives driving the scenarios?
- How do this year’s scenarios compare with last year’s?
- What is the probability of the Fed scenarios?
Related Articles
|
Article
Economic Implications of Climate ChangeWe examine the physical risk and quantify the economic costs of climate change using the Moody's Analytics Global Macroeconomic Model. |
|
Article
Weekly Market Outlook: Global Collapse by Bond Yields Stems From Worldwide SlowdownBoth the corporate bond and equity markets responded positively to the latest drop by Treasury bond yields and the likelihood of at least two reductions of the federal funds rate during the remainder of 2019.
June 2019
Pdf
John Lonski, Yukyung Choi, Katrina Ell, Barbara Teixeira Araujo, Mark Zandi, Ryan Sweet, Steven Shields
|
|
Article
Defining Economic Scenarios With Constant SeveritiesAlternative economic scenarios are invaluable for quantifying and managing forecast risk. In this article, we define these constant severity scenarios and the models used to estimate their probabilities. |
Moody's Analytics Webinar: Trade War Update - Will Trump Push Too Far?President Trump has escalated the trade war with China, and nearly everyone has been wrong-footed by the move. |
|
Webinar-on-Demand
Trade War Update - Will Trump Push Too Far?President Trump has escalated the trade war with China, and nearly everyone has been wrong-footed by the move. |
|
Article
Weekly Market Outlook: Earnings Slump Would Unmask Dangers of High LeverageAccording to the Federal Reserve's “Financial Stability Report” of May 2019, not only has the outstanding debt of nonfinancial businesses outpaced nominal GDP during the past 10 years (or since 2008), but the growth of debt has been skewed toward riskier firms.
May 2019
Pdf
John Lonski, Yukyung Choi, Katrina Ell, Barbara Teixeira Araujo, Mark Zandi, Ryan Sweet, Michael Ferlez
|
|
Presentation
CECL 20/20: A Clear View of the New Credit Loss RequirementsStarting in 2020, the Current Expected Credit Loss (CECL) accounting standard will require financial institutions to reserve for estimated lifetime losses on loans and leases as soon as they are originated. This presentation will provide analytical insight and practical recommendations to help lenders strategize and effectively prepare for the new rule. |
|
Article
Trade War Update: Will Trump Push Too Far?New escalation of the U.S.-China trade war makes a number of scenarios possible, including one in which the global economy suffers recession later this year. |
Moody's Analytics Webinar: Briefing on the CCAR ScenariosThe Federal Reserve will release its scenarios for the 2019 CCAR stress test. Join Mark Zandi and Cristian deRitis as they discuss the narratives behind the Fed’s scenarios under forecasts of detailed economic variables. |
Deconstructing Scenario Weights for CECLIn this paper we present the theoretical motivation behind these weights and suggests reasonable ways of choosing these weights in practice. |
