Stress Testing Suite
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Moody's Analytics Stress Testing Suite helps firms streamline their stress testing activities and establish a collaborative, auditable, repeatable, and transparent stress testing program. Our solution helps firms manage their stress testing submissions in a timely manner and assimilate the process into a broader framework to inform management decisions and support core risk management, capital planning, and strategic growth objectives.
Implement sustainable enterprise-wide stress testing
- Integrate data, economic scenarios, modeling and advisory services, software infrastructure, regulatory reporting, and workflow capabilities for a stress-free stress test.
- Leverage configurable, modular stress testing software that centralizes and simplifies the administration and execution of regulatory stress testing exercises, such as Comprehensive Capital Analysis and Review (CCAR), Dodd-Frank Act Stress Tests (DFAST), EBA Stress Tests, and Prudential Regulation Authority (PRA).
- Access comprehensive and granular loss, default and economic data which can be centralized via a firm-wide data platform.
- Implement regulator-mandated economic scenarios and accurate, customized, and time-tested configurable macroeconomic variables.
- Establish a centralized model catalogue to deploy a broad spectrum of internal and off-the-shelf models and establish model consistency across asset classes
Use robust technology to ensure efficiency, timliness and auditability
- Leverage Moody’s Analytics models to generate credible estimates consistent with regulatory or customized macroeconomic scenarios in a transparent, repeatable framework.
- Reconcile data from multiple internal sources and maintain the highest standards of data accuracy.
- Implement robust technology to ensure fast model processing and aggregation of granular loss forecasting models for improved governance and transparency.
- Align stress testing activities with budgeting and strategic planning.
- Manage the regulatory reporting process and build customized business strategy reports and documentation of the stress testing results for improved decision-making.
Moody’s Analytics Stress Testing Suite of modular, integrated solutions drives stress testing programs at financial institutions around the globe. Its data integrity, analytics, and regulatory reporting solutions streamline, strengthen, and transform your stress testing program from a regulatory compliance exercise into a strategic advantage.
Moody’s Analytics offers automated, streamlined, and integrated regulatory capital calculation and reporting solutions for a wide range of banking regulations.
Strategic Capital Planning
Moody’s Analytics strategic capital planning solutions provide key capital ratio and credit metric projections based on a variety of strategic and economic scenarios.
Moody’s Analytics helps financial institutions develop collaborative, auditable, repeatable, and transparent stress testing programs to meet regulatory demands.