Featured Product

    Moody's Analytics Webinar: ImpairmentCalc™ - Understanding IFRS 9 ECL Volatility

    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 Articles
    Press Release

    Moody's Analytics Tops Five Categories in CeFPro™ Fintech Leaders Report

    Moody's Analytics has earned the #1 ranking in five categories in the new Center for Financial Professionals (CeFPro) Fintech Leaders 2020 report.

    January 28, 2020 WebPage Moody's Analytics
    Press Release

    Moody's Analytics Wins an Artificial Intelligence Award

    Moody's Analytics has won the Best Financial Services AI Solution category at the 2019 Artificial Intelligence Awards.

    January 17, 2020 WebPage Moody's Analytics
    Press Release

    Moody's Analytics ImpairmentStudio™ Platform Completes 2019 SOC 1® Examination

    Moody’s Analytics announced today that the ImpairmentStudio platform—the centerpiece of our Current Expected Credit Loss (CECL) solution—has completed a System and Organization Controls (SOC 1) Type 2 examination under the attestation standards established by the American Institute of Certified Public Accountants (AICPA).

    January 15, 2020 WebPage Moody's Analytics
    Press Release

    BNP Paribas Cardif Selects Moody's Analytics Solution for IFRS 17

    Moody’s Analytics, a global provider of financial intelligence, announced today that BNP Paribas Cardif has selected the Moody’s Analytics RiskIntegrity™ for IFRS 17 solution for its global implementation of IFRS 17.

    January 14, 2020 WebPage Moody's Analytics
    Press Release

    Bureau van Dijk Named Category Leader in Chartis KYC Report

    Bureau van Dijk, a Moody's Analytics company, is a Category Leader in a new Chartis Research report assessing leading vendors of Know Your Customer (KYC) solutions.

    December 18, 2019 WebPage Moody's Analytics
    Press Release

    Cadre Selects Moody's Analytics REIS Data to Enhance Investment Lifecycle

    Moody’s Analytics, a global financial intelligence firm, is pleased to announce that Cadre, a leading technology-enabled real estate investment platform, will integrate commercial property data from Moody’s Analytics REIS into its internal models.

    December 17, 2019 WebPage Moody's Analytics
    Webinar-on-Demand

    U.S. Commercial Properties Price Indices Methodology and Forecast Trends

    Moody’s Analytics has added six new U.S. commercial property price indices (CPPI) to its global macroeconomic forecast model based on sales transaction data from REIS.

    December 2019 WebPage Chris Lafakis, Kwame Donaldson, Moody's Analytics
    Press Release

    Moody's Analytics Wins Data Provider of the Year at Regulation Asia Awards for Excellence

    Moody's Analytics has won the Data Provider of the Year category at the 2019 Regulation Asia Awards for Excellence.

    December 13, 2019 WebPage Moody's Analytics
    Webinar-on-Demand

    Moody's Analytics Webinar: XBRL Assertions in Regulatory Reporting Solution

    December 2019 WebPage Moody's Analytics
    Press Release

    Bureau van Dijk Wins Best Solution in KYC Risk Assessment at Regulation Asia Awards for Excellence

    Bureau van Dijk has won the Best Solution in KYC Risk Assessment category at the 2019 Regulation Asia Awards for Excellence.

    December 05, 2019 WebPage Moody's Analytics
    RESULTS 1 - 10 OF 372