Credit risk capital and liquidity are the most important indicators for banks and are monitored closely by shareholders, regulators and rating agencies.
In this webinar we will discuss challenges around stress testing these indicators to assess a bank’s resiliency to withstand crises such as coronavirus led economic disruption.
We will also share practical tips on how banks can assess these metrics under various economic and strategic scenarios to prepare themselves for discussions with the same stakeholders.
This webinar in association with the RIMAN will bring together local and Moody’s subject matter experts for a discussion on:
- Elements of a sound enterprise stress testing framework for a financial institution
Recent regulatory guidance on the adequacy of capital and liquidity resources
Best practices in modeling for stressed credit risk losses, capital impact and liquidity risks
- How to manage liquidity risk under regulatory constraints
Daily liquidity management
Solving reporting issues for CFMR (Cash Flow Mismatch Report)
Optimizing your balance sheet in a stressed environment
- How to leverage existing tools (such as credit risk and ALM) and available technologies for regulatory compliance as well as for the management of the business.
Dr Biodun Adedipe, Chief Consultant, BAA Consult
Nicholas Kunghehian, Director, Moody’s Analytics
Wasim Karim, Director, Moody’s Analytics
Metin Epozdemir, CFA – Director, Moody’s Analytics
Click here for the presentation.
The European Council has published the final text of the regulation (EU) 2019/876 or CRR2 that implements targeted adjustments to the Capital Requirements Regulations in order to complete the European post-crisis regulatory reforms and increase the resilience of financial institutions.
Moody’s Analytics has won Best Solution in Capital & Liquidity Modelling in the Regulation Asia Awards for Excellence 2020, where we also won Data Provider of the Year, for the second straight year.
For the second straight year, Moody’s Analytics has been named Data Provider of the Year at the Regulation Asia Awards for Excellence.
Moody’s Analytics has recently won two awards for our Banking Cloud solution: Best Data Solution for Regulatory Compliance at the Data Management Insight Awards 2020 and Best Middle-Office Initiative at the 2020 American Financial Technology Awards.
As we approach 2021 we look forward to continued economic recovery around the world.
Moody’s Analytics announced its new Early Warning System, which is a single platform that identifies multiple early signals of credit risk to help credit professionals make actionable decisions and more effectively monitor their portfolios.
We examine how the pandemic is impacting decisions over household finances, parenting, entrepreneurship, employment and moving.
The Bank of England will require UK financial institutions to stress-test their balance sheets for climate change risk starting in 2021.
The Canadian Securities Institute (CSI) has announced that students will now be able to take exams online with remote proctoring.
In this session hosted by Insurance Asset Risk and sponsored by Moody's Analytics, we will consider this changing landscape and explore: