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.
In this white paper report, chief risk officers and chief technology officers at digital banks discuss their growth goals and key priorities over the next few years. They detail their use of credit risk analytics and talk about the choices they make in building a technology stack that enables them…
Post-pandemic uncertainties, market consolidations, increasingly complex portfolio compositions, margin compressions, new competitors interest rate rises. Portfolio managers are operating in foggy conditions. Sophisticated portfolio analytics help to provide insights into concentration risks at…
In this Risk.net audiocast, Zoi Fletcher speaks to Biagio Giacalone and Alexis Hamar about how active credit portfolio management can be the linchpin of improved risk/reward ratios and how the efficient use of capital drives banks’ overall profitability. The participants were speaking in a personal…
This paper outlines the benefits of migrating regulatory compliance and regulatory reporting into the cloud
This paper addresses the implications of the coronavirus on banks in terms of regulatory reporting and illustrates how software-as-a-service (SaaS) technology can provide solutions.
This white paper gives an overview of the security concerns about Software as a Service (SaaS) in the banking and financial services sector and highlights best practices for technology, business culture, governance, and compliance.
This white paper examines the results of a recent Risk.net RegTech survey and explores how banks can get off the compliance treadmill and focus on building their business. It further looks at how RegTech is playing a role in helping them to do just that.
This white paper explores why banks must integrate the management of liquidity and interest rate risks under ALM, and move toward true risk-adjusted pricing by implementing the technology platforms that support such solutions.
This white paper explores a validated model for stressed losses given default (LGD’s). It further provides a practical solution for banks and other financial institutions that require public firm LGD estimates for risk management and compliance purposes.
This white paper summarizes the core Pillar 2 approach of Interest Rate in the Banking Book (IRRBB), and the alternative Pillar 1 approach of IRRBB used by certain banks in a few situations. It also includes a practical approach to implementing IRRBB.