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    Adjusting Capital Planning and Strategies for a COVID-19 Scenario

    Nobody expected the end of the economic cycle to happen so suddenly, but adjustments will be required given the materiality of the events unfolding. How can you quickly adjust for an ever-evolving scenario where today’s assumptions may not hold tomorrow.

    In this webinar, we present a method to quickly manage a variety of scenarios in real-time which could prove critical to business sustainability through a crisis. 

    Key takeaways include:

    - Real-time holistic analytics of balance sheet strategies

    - Making better and faster decisions based on timely results

    - Successfully balance time, data, and accuracy of results

    Related Articles
    Article

    CECL Build – Is it Enough?

    In this paper, we set out to triangulate on a reasonable range of reserves for the Current Expected Credit Loss (CECL). This methodology can be highly useful in times of uncertainty.

    June 2020 Pdf Laurent Birade, Phillip Lai
    Webinar-on-Demand

    Unlocking Trade Credit Limits for Enhanced Returns

    The traditional loss-minimizing approach to managing corporate trade credit can keep write-offs low but may be overly conservative.

    May 2020 WebPage Laurent Birade, Michael Denton, Gustavo Jimenez
    Whitepaper

    Stress Testing Under COVID-19

    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.

    April 2020 WebPage Olivier Brucker, Sunayana Mehra, Ed Young
    Article

    Unfunded Commitments: Unintended Consequences in Times of Turmoil

    The COVID-19 pandemic has pushed many commercial entities to increase their borrowing and drawdown on their lines of credit. We use bank call report data to analyze the potential impact to capital levels at US financial institutions.

    April 2020 Pdf Laurent Birade, James Partridge, Alex Cannon
    Webinar-on-Demand

    Incorporation of CECL Into Stress Testing and Capital Planning

    Join our experts as they review the business challenges that CECL presents beyond the reporting date numbers.

    April 2020 WebPage Laurent Birade, Olivier Brucker, Ed Young
    Article

    Dual risk rating and origination strategies: optional (until they are not)?

    During the last financial crisis, some of the better-performing commercial credits were originated under extremely conservative origination policies This paper explores risk rating options and advises what you can do now to enhance your origination process.

    April 2020 WebPage Laurent Birade, James Partridge
    Article

    The Economics of Wholesale Credit

    Traditionally, corporate trade credit limits have been set based on customer size, an internal or external credit score, and a qualitative sense of risk appetite. These limits have been effective in minimizing write-offs, principally because they are conservative.

    March 2020 WebPage Michael Denton, Laurent Birade, Gustavo Jimenez
    Article

    Cards and CECL estimates

    Recent CECL impact disclosures point directly to credit cards as the largest driver of the allowance. We can confirm those recent disclosures by looking at the consumer default volumes chart in Figure 1,which clearly point to the credit card segment as being one of the largest contributors of loss today.

    January 2020 WebPage Laurent BiradeDavid Fieldhouse

    Moody's Analytics Webinar: New Accounting Standards - Impact and Implementation for Insurers

    Join our Moody's Analytics experts as they focus on the implementation challenges of the new accounting standards – CECL, IFRS 9, IFRS 17 and LDTI.

    September 12, 2019 WebPage Laurent Birade, Srinivasan Iyer
    Webinar-on-Demand

    New Accounting Standards - Impact and Implementation for Insurers

    September 2019 WebPage Srinivasan Iyer, Laurent Birade
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