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.
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.
This white paper gives a step-by-step breakdown of the development of a dynamic framework for stochastic scenario generation that allows risk managers and economists to build multi-period environments, integrating conditional credit and market risk modelling.
This white paper explains the benefits of an online decision system to deliver higher returns on risk while making regulatory compliance easier and cheaper.
This white paper gives practitioners a snapshot of the “current state” of the industry, while assessing the challenges banks face while transitioning to International Financial Reporting Standard 9 (IFRS 9). It also includes a series of comments on best practices and industry trends.
Basel III stresses the integration between liquidity and credit risk, and the need to manage both from an enterprise-wide risk-management context. This demands a new enterprise-wide organization of tasks, processes, and calculation infrastructure, specifically in terms of systemsintegration, data…
The developments in liquidity management regulations present significant challenges to organizations covered by US Basel III. Watch this webinar, to understand: The key aspects of the U.S. Basel III liquidity regulations. The critical challenges in implementing the liquidity elements of U.S. Basel…
The main issues associated with data quality in banking demonstrate that data silos continue to be the main cause of data quality issues. The paper outlines best practices banks can leverage to improve data accuracy, quality, and access across the organization.
Adapting Financial Institutions’ Liquidity Risk Management Framework to the New Regulatory Environment
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing…
This white paper examines new accounting standards set out by two of the main accounting standards boards. It details how the standards can help increase efficiency, detect credit deterioration earlier and ultimately improve the performance of risk management inside a bank.