General Information & Client Service
  • Americas: +1.212.553.1653
  • Asia: +852.3551.3077
  • China: +86.10.6319.6580
  • EMEA: +44.20.7772.5454
  • Japan: +81.3.5408.4100
Media Relations
  • New York: +1.212.553.0376
  • London: +44.20.7772.5456
  • Hong Kong: +852.3758.1350
  • Tokyo: +813.5408.4110
  • Sydney: +61.2.9270.8141
  • Mexico City: +001.888.779.5833
  • Buenos Aires: +0800.666.3506
  • São Paulo: +0800.891.2518
January 2019

ImpairmentCalc™ software produces IFRS 9 ECL estimates which are both forward-looking and incorporate the latest changes in the macroeconomic environment.

To reflect the most recent available data, the underlying models driving ECL output are recalibrated and then updated in the software on a quarterly basis. An important driver of quarter-to-quarter changes in ImpairmentCalc ECL output is the quarterly recalibration of the Rating to Point-in-Time (PIT) PD model.

In order to explain the quarter-over-quarter changes in your allowances to your stakeholders and further transparency into our PIT PD model estimation, we have introduced - the PIT PD Converter Attribution Tool. This tool offers a breakdown of quarter-over-quarter PIT PD model changes based on the model component attribution, geographical attribution, and risk factor attribution. This will help institutions:

  • Understand magnitude in change of quarter over quarter PIT PD volatility
  • Explain economic rationale driving this volatility
  • Report ECL changes to their senior management and auditors

Speakers:

James Edwards, Associate Director, Moody's Analytics

Click here for the presentation

Questions? Email MA-Webinars@moodys.com
Related Insights

Moody's Analytics Webinar: Topics@CreditEdge Navigating Choppy Markets: Focus on Asia

Since the Asia crisis, most countries in Asia have displayed a longer term secular trend of falling default risk.

February 19, 2019 WebPage Moody's Analytics
Press Release

Moody's Analytics Named Category Leader in Chartis Model Validation Report

Moody’s Analytics has been named a Category Leader in a new Chartis Research report that assesses 10 leading vendors of model validation solutions.

February 14, 2019 WebPage Moody's Analytics
Press Release

Moody's Analytics Rolls Out Major New Automation Functionality to CreditLens™ Solution

Moody’s Analytics, a leading provider of financial intelligence, has added significant new automation functionality to the CreditLens credit-lifecycle-management solution, including automated spreading of financial statements and covenant tracking.

February 14, 2019 WebPage Moody's Analytics
Press Release

Moody's Analytics Introduces Commercial Location Score for Commercial Real Estate

Moody’s Analytics is pleased to introduce Commercial Location Score, an advanced quantitative solution for evaluating commercial real estate (CRE), now with data from REIS, Inc., a Moody’s Analytics company.

February 07, 2019 WebPage Moody's Analytics

Moody's Analytics Webinar: 2019 Middle East Outlook – A Rosy Future for Oil Exporters

In this webinar, Moody’s Analytics economists discuss Middle East’s macroeconomic outlook with particular focus on the prospects for the Emirati and Saudi economies.

February 06, 2019 WebPage Moody's Analytics
Webinar-on-Demand

Moody's Analytics Webinar: 2019 Middle East Outlook – A Rosy Future for Oil Exporters

In this webinar, Moody’s Analytics economists discuss Middle East’s macroeconomic outlook with particular focus on the prospects for the Emirati and Saudi economies.

February 2019 WebPage Moody's Analytics
Press Release

Moody's Analytics Introduces Real Estate Information Services Network for Commercial Real Estate Data and Analytics

Moody’s Analytics is pleased to introduce the Real Estate Information Services (REIS) Network, an eco-system of connected applications, which provides market participants access to CRE solutions for property research, investment, and risk management.

February 05, 2019 WebPage Moody's Analytics
Press Release

Moody's Analytics Wins Three InsuranceERM Awards

Moody’s Analytics has won three categories at the 2019 InsuranceERM Awards: Best ERM End-to-end Solution, Best Regulatory Reporting Software, and Best Stress Scenarios Software.

February 05, 2019 WebPage Moody's Analytics
Press Release

Moody's Analytics Knowledge Services Survey Finds Nearly Two Thirds of Asset Managers Will Accelerate Spending on Fundamental Research by 2022

According to a new study by Moody’s Analytics Knowledge Services, 63 percent of asset managers globally expect to increase their spending on fundamental research as part of their investment analysis process in the next three years.

January 31, 2019 WebPage Moody's Analytics
Press Release

Canadian Securities Institute Launches New Alternative Strategies Course

The Canadian Securities Institute (CSI), a Moody’s Analytics company, is pleased to announce a new course, Alternative Strategies: Hedge Funds and Liquid Alts.

January 30, 2019 WebPage Moody's Analytics
RESULTS 1 - 10 OF 273