Making Risk Appetite Stick: How Data and Analytics Can Help
In this webinar, we discuss how institutions can overcome challenges to ensure that risk appetite can be monitored as well as key analytic metrics which can be leveraged for strategic decision-making.
Adjusting Capital Planning and Strategies for a COVID-19 Scenario
Nobody expected the end of the economic cycle to happen so suddenly, but adjustments will be required given the materiality of the events unfolding. How can you quickly adjust for an ever-evolving scenario where today’s assumptions may not hold tomorrow.
Stress Testing Under COVID-19
In this paper, we propose an alternative simple, coherent methodology that allows us to forecast and stress test the entire balance sheet and income statement for all of the roughly 6,000 banks in the United States consistently.
Incorporation of CECL Into Stress Testing and Capital Planning
Join our experts as they review the business challenges that CECL presents beyond the reporting date numbers.
Moody's Analytics Webinar: The Changing Landscape for Model Risk Management
Join Chartis Research and Moody’s Analytics as we discuss ways institutions can achieve effective model validation techniques and processes amidst the growing technological and regulatory environment.
Moody's Analytics Webinar: RiskFrontier 5.3 and 5.4 Release and GCorr 2018 Update
Moody's Analytics is pleased to announce the release of versions 5.3 and 5.4 of the RiskFrontier™ software. Join our experts as they discuss the latest enhancements and updates.
Moody's Analytics Webinar: RiskFrontier™ 5.3 and 5.4 Release and GCorr™ 2018 Update
Moody's Analytics is pleased to announce the release of versions 5.3 and 5.4 of the RiskFrontier software. The latest version includes the following enhancements:
Stress Testing Evolution: A Scalable Approach to Maximize Your Investment
This webinar discusses how to leverage stress testing processes for tactical and strategic decision-making.
CECL Treatment for the Investment Portfolio
In this presentation, our experts discussed common CECL considerations for structured credit and answer key questions on how to provide CECL estimates for structured credit.
Investment Portfolios CECL Methodologies
In this fifth webinar in our series, our experts discussed common CECL considerations for structured credit and answered key questions on how to provide CECL estimates for structured credit.
Expanding Sensitivity Analysis and Stress Testing for CECL
To ease the transition to CECL, firms can leverage and align existing risk management practices. Institutions are in the process of trying to determine which methodologies can be expanded to meet the CECL impairment model requirements, while retaining a consistency between other regulatory and risk management activities.