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    Managing the Shock to Commercial Real Estate: A Practical Approach to Quantify Loan Performance

    Join us for an in-depth analysis of CRE loan performance and credit risks under Moody’s latest economic and real estate scenarios.

    In a case study format, we will illustrate how to translate an economic outlook into loan-level measures of credit risk to help you better quantify and manage the performance of your CRE portfolio.

    Speakers:
    • Chris Henkel, Senior Director, Moody's Analytics REIS
    • Laurent Birade, Senior Director, Moody's Analytics
    • Sumit Grover, Director, Moody's Analytics
    • James Partridge, Director, Moody's Analytics
    Related Articles
    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
    Article

    CECL Benchmark Q2 2020

    In this paper, we provide an update to the previously published research on our triangulation framework and how the set of banks in our select peer group performed relative to expectations of increased reserve build.

    August 2020 WebPage Laurent Birade, Phillip Lai
    Webinar-on-Demand

    Accounting for Credit Losses in CRE A Case Study

    Credit loss forecasting models are only as effective as the data on which they were built, and few, if any, were designed to capture the effects a sudden pandemic would unleash on the U.S. economy. In times like this, how are financial institutions determining the right amount to set aside for future credit losses?

    July 2020 WebPage Alex Cannon, Christian Henkel
    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

    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.

    May 2020 WebPage Laurent Birade, Olivier Brucker, Ed Young
    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
    Webinar-on-Demand

    The Impact of the COVID-19 Recession on Consumer Credit

    The COVID-19 pandemic is dramatically impacting consumer credit portfolios.

    May 2020 WebPage David Fieldhouse, James Partridge
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