Moody's Analytics

Moody’s Analytics, a unit of Moody’s Corporation, helps capital markets and credit risk management professionals worldwide respond to an evolving marketplace with confidence. The company offers unique tools and best practices for measuring and managing risk through expertise and experience in credit analysis, economic research and financial risk management.

 

All content by Moody's Analytics

Probability-Weighted Outcomes Under IFRS 9: A Macroeconomic Approach

Company:Moody's Analytics

This white paper explores how to develop a framework that addresses the probability-weighted aspects of IFRS 9 and answers questions about the practical use of alternative scenarios.

Category: Credit Risk | Published: 21 June 2016 | Type: White Paper

Rating: + 12

Preparing for The New Impairment Requirements: Practitioner’s View

Company:Moody's Analytics

This white paper discusses the new standards that have been set forth by the FASB and explores how banks should align with the new CECL impairment standards.

Category: Regulation | Published: 17 June 2016 | Type: White Paper

Rating: + 11

Implementing an IFRS 9 Solution: Challenges Faced by Financial Institutions

Company:Moody's Analytics

This white paper provides an overview of the new standard and analyses the major challenges financial institutions will face in ensuring compliance.

Category: Market Risk | Published: 14 June 2016 | Type: White Paper

Rating: + 22

Reading the Tea Leaves of Recent Regulatory Guidance

Company:Moody's Analytics

This white paper will explore the Federal Reserve’s “Guidance on Supervisory Assessment of Capital Planning and Positions” (SR 15-18 and SR 15-19). The paper further examines the BCBS’s “Guidance on Credit Risk and Accounting for Expected Credit Losses”.

Category: Credit Risk | Published: 01 March 2016 | Type: White Paper

Rating: + 3

Revising the Playbook: Using a Risk Appetite Framework to Align Strategy and Risk

Company:Moody's Analytics

This white paper provides an in-depth analysis in risk appetite and provides an overview of some common problems organizations face. It introduces a solution to develop an integrated, transparent, measurable, and actionable Risk Appetite Framework.

Category: Operational Risk | Published: 15 January 2016 | Type: White Paper

Rating: + 9

Extract long term benefit from Pillar III Reporting Data

Company:Moody's Analytics

This white paper addresses why insurers should view the data collated for Pillar III reporting as an essential information source for all strategic risk and capital decision-making within their organizations.

Category: Compliance | Published: 07 January 2016 | Type: White Paper

Rating: + 5

Aligning Risk Appetite with Strategic Decision Making

Company:Moody's Analytics

This white paper examines how the economic capital framework can be used as a component of an integrated capital management framework to make financial risk management decisions and manage the shortcomings of regulatory capital.

Category: Infrastructure | Published: 18 December 2015 | Type: White Paper

Rating: + 17

The Emergence of a New Banking Model

Company:Moody's Analytics

This white paper discusses how banks should prepare for a new business ecosystem driven by the financial technology revolution. Furthermore it discusses ways in which the industry can adapt to the regular disruptions it faces by adopting new banking models.

Category: Risk Systems | Published: 15 December 2015 | Type: White Paper

Rating: + 8

AnaCredit Gives Banks an Opportunity to Improve Data Management, but Challenges Remain

Company:Moody's Analytics

This white paper explores the requirements of AnaCredit and discusses key challenges such as missing data, aggregating information and establishing a robust reporting system.

Category: Infrastructure | Published: 10 December 2015 | Type: White Paper

Rating: + 4

An Enhanced Liquidity Risk Management Framework for Banks

Company:Moody's Analytics

This white paper shows the advantages of including internal behavioural models into an institution’s liquidity risk management practices to enhance returns and exploit competitive advantages related to their balance sheet composition, funding structure, and business model.

Category: Basel III | Published: 07 December 2015 | Type: White Paper

Rating: + 10