Moody’s Analytics
The impact of emerging risk on credit portfolio management
Bank credit portfolio managers are increasingly finding that non-financial risks, such as cyber risk and climate risk, are falling under the remit of credit portfolio management (CPM). This will also be impacted by the upcoming Basel III Final Reforms,…
Asset-liability management: Special report 2023
There is nothing new about the dynamics behind the asset-liability management (ALM) banking crisis of earlier this year: maturity transformation, liquidity risk and interest rate risk are at the heart of the traditional banking business model. But these…
How small and medium-sized banks can enhance deposits modelling frameworks
Recent events have called into question the reliability of deposits as a primary source of funding for small and medium-sized banks. Stickiness of deposits that generations of bankers had counted on suddenly seem ephemeral
ALM banking after the crisis: stress-testing for more robust liquidity management practices
A panel of industry experts discusses a new age of depositor behaviour and the expected evolution of regulations in the wake of the asset-liability management (ALM) banking crisis. They share insights on achieving integrated approaches to ALM, as well as…
The changing face of credit portfolio management at banks
The final Basel III framework will require banks to rethink capital allocation and risk transfer strategies in light of new rules on calculating risk-weighted assets, increased emphasis on the standardised approach and a new leverage ratio. CPM will be…
Anti-fraud product of the year: Moody’s Analytics
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Wholesale credit modelling software of the year: Moody’s Analytics
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The impact of rising interest rates on risk models and balance sheet management
In this podcast, ALM and treasury experts discuss how global rate hikes are triggering changes to balance sheet management, behavioural modelling and hedging
Lifetime achievement award: Stephen Kealhofer
Risk Awards 2023: KMV co-founder helped usher in a new era of credit risk analysis – at banks and investors
Digital banks: harnessing technology to deliver growth
In their relatively short lives, digital banks have needed to navigate some choppy waters, but the stormy economic outlook for 2023 could mean the roughest seas are yet to come. Weathering the storm will require digital banks to make astute technology…
Risk Technology Awards 2022
The 2022 Risk Technology Awards recognised products and services that helped firms steer through the Covid-19 pandemic, a testament to the winners’ resilience in the face of unprecedented disruption and the key role they play in today’s markets. This…
Risk Technology Awards 2022: No oil painting
After years of relative peace, the risk landscape has turned ugly. This year’s winners of the Risk Technology Awards weigh the challenges facing their clients
Active credit portfolio management
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Varying responses from defined benefit pension schemes as TCFD requirements come into force
Zoi Fletcher speaks to Simon Robinson, director of product management at Moody’s Analytics, about how the industry and DB pension schemes are responding to the TCFD recommendations
Stress-testing – Special report 2020
This special report explores the future of stress-testing in the post-Covid-19 era, how firms are tackling the operational and technological challenges involved and how they can maximise value from the strategic insight afforded by the process
Thinking the unthinkable – Staying ahead of the crisis curve
Industry leaders discuss the increased value of stress-testing in a world rocked by its second financial crisis in 12 years, the likely emergence of non-financial risks, and how financial institutions can establish efficient and effective stress-testing…
Stress‑testing under Covid‑19
Stress‑testing is a challenging exercise to regularly assess a bank’s level of risk or capital adequacy. Olivier Brucker, Sunayana Mehra and Ed Young of Moody’s Analytics explore an approach that can address this, proposing an alternative methodology…
Counterparty risk product of the year: Moody’s Analytics
Asia Risk Technology Awards 2020
ALM product of the year: Moody’s Analytics
Asia Risk Technology Awards 2020
Asia Risk Awards 2020: The winners
Winners of the Asia Risk Awards and Technology Awards
Index delays leave passive bond funds in purgatory
Moves to postpone index rebalancings could backfire as rating agencies press ahead with downgrades
ICAAP/ILAAP – Unlocking business value from capital and liquidity assessment
Regulators consider banks’ internal capital adequacy and assessment process (ICAAP) and internal liquidity adequacy assessment process (ILAAP) important tools in managing risk. The European Central Bank’s (ECB’s) updated guidance – which came into effect…
ICAAP/ILAAP – How can banks improve the process?
Regulators consider banks’ internal capital and liquidity adequacy assessment processes (ICAAP/ILAAP) – important tools in managing risk