Moody's Analytics subject matter experts are presenting their modular framework for retail credit asset classes, as deployed in Moody’s Portfolio Analyzer.
This tool is leveraged for ICAAP, forecasting, stress testing, IFRS 9, capital allocation, and sensitivity analysis. During this webinar series, we will present case studies with real-time results for UK mortgages and credit cards, German and French personal loans, and auto/vehicle loans across European countries.
- Modular Approach to Model Credit Risk for Retail Credit Portfolios
- Case Studies for Mortgages, Consumer Loans, and Credit Cards
- Auto Loans in Europe: Pan-European Perspective
- Characterizing Non-Performing Loans
Juan Licari, PhD – Managing Director, Global Head of Business Analytics, Moody's Analytics
Pouyan Mashayekh, PhD - Senior Director, Business Analytics, Moody's Analytics
Brenda Solis Gonzalez - Assistant Director, Business Analytics, Moody's Analytics
Muhammad Jafree, Assistant Director, Business Development, Moody's Analytics (Moderator)
Presentation slides can be accessed here.
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 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.
Moody’s Analytics has won seven categories in this year’s Risk Technology Awards. Five are repeat wins.