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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 Benchmark Q2 2021

    In this paper, we continue the research analysis that has been performed for more than a year, which lets us establish a point of view on whether banks will keep building, maintain, or start releasing allowances into the next quarter.

    August 2021 WebPage Laurent Birade, Scott Dietz, Phillip Lai
    Article

    CECL Benchmark Q1 2021

    In this paper, we continue the research analysis that has been performed for more than a year, which lets us establish a point of view on whether banks will keep building, maintain, or start releasing allowances into the next quarter.

    May 2021 WebPage Laurent Birade, Scott Dietz, Phillip Lai
    Article

    CECL Benchmark Q4 2020

    In this paper, we provide an update, based on 14 top financial institutions, of our triangulation benchmark as of December 31, 2020 to understand the range of reserve action to be expected for Q4 2020 as well as benchmarking for Q1 2021 reserve levels.

    March 2021 Pdf Laurent Birade, Scott Dietz, Phillip Lai
    Article

    ILM vs. CECL: What's the Difference? (December 2020 Update)

    This paper compares results from CECL adopters that follow the CECL framework, non-adopter banks that follow the Incurred Loss Model (ILM) framework, and highlights the differences using weighted averages.

    February 2021 Pdf Laurent Birade, Phillip Lai
    Article

    CECL Benchmark Q4 2020

    In this paper, we provide an update, based on 14 top financial institutions, of our triangulation benchmark as of December 31, 2020 to understand the range of reserve action to be expected for Q4 2020 as well as benchmarking for Q1 2021 reserve levels.

    February 2021 WebPage Laurent Birade, Scott Dietz, Phillip Lai
    Article

    ILM vs. CECL: What's the Difference? (December 2020 Update)

    As US financial institutions have filed allowance estimates for Q3 2020, Moody’s Analytics analyzed whether Current Expected Credit Loss (CECL) leads to larger and more volatile levels of allowance than under the Incurred Loss Model (ILM).

    February 2021 WebPage Laurent Birade, Phillip Lai
    Article

    ILM vs. CECL: What's the Difference?

    This paper compares results from CECL adopters that follow the CECL framework, non-adopter banks that follow the Incurred Loss Model (ILM) framework, and highlights the differences.

    December 2020 Pdf Laurent Birade, Phillip Lai
    Article

    CECL Benchmark Q3 2020

    In this paper, we provide an update, based on 14 top financial institutions, of our triangulation benchmark as of September 30, 2020 to understand the range of reserve action to be expected for Q3 2020.

    October 2020 Pdf Laurent Birade, Phillip Lai
    Whitepaper

    CECL Resources: A Framework and Benchmarks for Allowance Adjustments

    Moody’s Analytics has developed a framework that addresses areas of uncertainty and provides ongoing comparability analysis.

    August 2020 WebPage Alex Cannon, Ian McCready, Laurent Birade, Phillip Lai
    Whitepaper

    Whitepaper: CECL Build – Is it Enough?

    In this paper, we set out to estimate, based on 14 top financial institutions, a lower- and upper-bound current expected credit loss (CECL) estimate as of March 31, 2020.

    August 2020 WebPage Laurent Birade, Phillip Lai
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