In this webinar, we will present our approach to forecasting impairment and capital using macroeconomic stress scenarios provided by the European Banking Authority.
The methodology will be applied using the Moody’s Analytics Mortgage Portfolio Analyzer to assess the adverse economic impact of the global pandemic on a representative portfolio of Dutch mortgages.
As the third wave becomes more apparent, the ability to forecast loss expectations quickly and accurately using external factors capturing the ever-changing predicted impact of Covid-19 on the economy becomes ever more important. We use a combination of historical payment profile dynamics and economic outlook to provide insight for the Dutch mortgage market.
- EBA Stress Test Macroeconomic Scenarios
- Forecasting Impairment
- Characterising a Representative Portfolio of Dutch Mortgages
- Implications for Capital Requirements
Moderator: Luca Magni, Associate Director
Dr Petr Zemcik, Senior Director, Predictive Analytics
Barnaby Black, Director, Predictive Analytics
- Presentation slides can be accessed here.
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.