Sono passati oramai piu’ di due anni per molti istituti dall’introduzione di modelli e sistemi ai fini IFRS 9. L’attuale emergenza COVID-19 sta mettendo in luce diverse complessita’ nel corretto recepimento degli effetti della pandemia nei modelli di stima dell’expected loss.
In questo webinar discuteremo degli impatti del deterioramento del contesto economico sulle expected loss. Analizzeremo inoltre le principali criticita’ da gestire, sia con riferimento alla definizione degli scenari macroeconomici, sia nell’ambito delle metodologie di stima.
I temi chiave includono:
- Implicazioni del deterioramento dei mercati finanziari e del generale contesto economico sulla stima dell’expected loss;
- Scenari macro-economici e nuove logiche sottostanti le previsioni attuali;
- Modelli di stima delle perdite attese: sfide e criticita’ da gestire.
Click here for the presentation.
Moody's Analytics South Africa Webinar Series: Credit Assessment, Loss Forecasting and Pandemic Pathways
In this session we explore analytics and data that assess the current-state of credit portfolios, considering loss, downgrade risk, as well as that consider severity and length of this unprecedented economic slowdown across industries and countries.
RiskFirst, a Moody’s Analytics company, is pleased to announce the integration of Guaranteed Minimum Pension (GMP) capabilities into the PFaroeDB solution, its flagship defined-benefit (DB) pension scheme analytics platform.
Moody's Analytics and KBA East Africa Webinar Series: Navigating credit risk and expected losses beyond COVID-19
Many institutions recognize that credit models built in the pre-COVID-19 period are not performing sufficiently to evaluate the current environment.
Moody's Analytics subject matter experts are presenting their modular framework for retail credit asset classes, as deployed in Moody’s Portfolio Analyzer.
Moody's Analytics and RIMAN West Africa Webinar Series: Capital Adequacy Challenges for West African Banks Post COVID-19
Banks around the world are facing a significant weakening in loan quality as the coronavirus pandemic weigh on the economy.
Moody’s Analytics Enhances CECL Solution to Assess COVID-19 Impact
This webinar will explore sector-level trends for credit risk in Europe and the U.S. in the emerging "Chronic COVID" economy. In addition, we will assess the latest performance and results for successful investment strategies in bond and equity markets driven by credit metrics.
Moody’s Analytics has won ESG (Economic Scenario Generator) Software of the Year and Actuarial Modeling Solution of the Year at the inaugural InsuranceERM Americas Awards.
COVID-19 has changed bank portfolios, bank customer behaviors, market expectations, business cost structures, and capital needs.
In this timely webinar, we assess the adverse economic impact from the pandemic on a representative loan portfolio of Dutch mortgages at the macro and regional level.