The effects of the COVID-19 pandemic on the economy are testing the new Current Expected Credit Loss reserving approach.
While Day 1 impact and Q1 reserve changes varied widely across the banking industry, driven by portfolio composition, Q2 results are unidirectionally pointing to reserve builds. In our paper, CECL Build - Is it Enough?, our subject matter experts proposed a triangulation methodology to estimate a range for CECL estimates. Using a peer group composed of 14 banks, they test the approach to establish a range of estimates for Q2 2020 cohort results and suggest a useful tool for an effective challenge.
Moody’s Analytics and the American Council of Life Insurers commend the recent adoption by the National Association of Insurance Commissioners of revised risk-based capital factors for bond investments.
U.S. wholesale used-vehicle demand has begun to cool off after rising rapidly in the first few months of the year.
Moody’s Analytics today announced that NAGICO Group (NAGICO), a composite insurance group serving 21 territories in the Caribbean, has chosen the Moody’s Analytics RiskIntegrity™ for IFRS 17 solution to help implement the new IFRS 17 accounting standard.
In this webinar we will present our methodology for UK mortgages showing the impact of flood events on risk parameters such as PDs, illustrating how to combine climate change scenarios, location-specific risk scores generated by 427 and credit risk models.
In this webinar we will walk you through an ‘how to’ on using gap analysis to measure both liquidity and interest rate risk.
Moody’s Analytics today announced that Nedbank Insurance, the insurance arm of South Africa-based financial services provider Nedbank Group, is the latest insurer in Africa to select the Moody’s Analytics RiskIntegrity™ for IFRS 17 solution.
В начале 2021 г. одним из ключевых приоритетов стран постсоветского пространства стало преодоление последствий коронакризиса и выход на темы роста в новых условиях.
As investors and companies increasingly weigh climate risk into their investment decisions and strategic direction.
This session gives an overview of the overarching climate risk backdrop and the TCFD framework, and a more detailed insight into some of the specific challenges pension plans face.
Les défis de l'évaluation ESG pour différents types d'entreprises sont des questions complexes à parcourir et sont désormais des considérations critiques.