The next episode of the Practical Steps in Solving ALM Problems will walk you through a ‘how to’ on he new benchmark curve inputs for FTP and IRRBB
- Calculating compounded rates for products linked to new reference rates
- Considering the impact of compounding conventions on IRR and FTP
- A practical demonstration of FTP and IRRBB analytics using the new benchmarks
To download the slides please click here.
Moody’s Analytics Launches Enhanced Structured Finance Solution
Moody’s Analytics is pleased to announce that proprietary climate risk scores are now available on its leading commercial real estate (CRE) analytics platform, REIS.
Moody’s Analytics Earns #2 Overall Ranking in Chartis Research STORM50
In this webinar we look at IRRBB – guidelines and challenges and dynamic Analysis in RiskConfidence.
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.
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.
In this webinar we will walk you through an ‘how to’ on using gap analysis to measure both liquidity and interest rate risk.