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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

    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
    Webinar-on-Demand

    Canadian Consumer Credit Outlook: Recovery Interrupted

    Join us as we discuss the current and anticipated trends for Canadian household credit conditions based on data from Equifax and Moody's Analytics macro and regional economic forecasts.

    March 2021 WebPage James Partridge, David Fieldhouse
    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
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