Moody’s Analytics

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…

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…

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

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…

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