Banking Solutions In Focus
Providing insights, solutions, and connections to the global banking community. Our timely events provide you with the information you need on credit risk management, balance sheet management, regulatory compliance, and more.
Moody's Analytics & Raymond James in Conversation: It’s 2022 – Where Are You…on CECL?
Join us on Tuesday, January 25th for the next event in our webinar series: Moody’s Analytics & Raymond James in Conversation. During this 60-minute event, our experts will provide a roadmap for CECL and help you push the easy button on implementation.
The Next Generation of Portfolio Management Solutions
What keeps portfolio managers up at night?
What are the current challenges of the portfolio management specialist?
Classification and Stage Allocation of Financial Instruments Under IFRS 9
IFRS Standard 9 has introduced a new classification of financial instruments which determines their measurement method.
In this webinar, we will discuss and answer questions such as:
- How can the entities determine the classification of financial instruments based on the business model for managing the financial assets and the contractual cash flow characteristics?
- What are the factors that determine the significant increase in credit risk for allocating instruments to stage 2?
- Definition of default and Stage 3 instruments
- Challenges in the current environment in determining the significant increase in credit risk
South Africa Webinar Series: Credit Assessment, Loss Forecasting and Pandemic Pathways
In this session we explore analytics and data that assess the current-state of credit portfolios, considering loss, downgrade risk, as well as that consider severity and length of this unprecedented economic slowdown across industries and countries.
Moody's Analytics and RIMAN West Africa Webinar Series: Capital Adequacy Challenges for West African Banks Post COVID-19
Banks around the world are facing a significant weakening in loan quality as the coronavirus pandemic weighs on the economy.
In this webinar we will discuss:
- How banks can forecast expected credit losses under various economic scenarios taking into account the downside risks on oil price
- How can their internal ratings be adjusted in order to incorporate the impact of the current situation and future pathways
- How can data and analytics be leveraged for better decision-making at all levels
Embedding Liquidity and Interest Rate Risk Stress Testing into Your Organisation
Topics in this session include:
- Designing forward-looking behavioural models for managing liquidity and interest rate risk in the banking book
- Building real-world scenarios with interest rate and liquidity shocks
- Case studies to forecast customer behavior such as loan prepayment and deposit withdrawals
Moody's Analytics and RIMAN West Africa Webinar Series: Navigating Credit rRsk and Expected Losses Beyond COVID-19
Many institutions recognize that credit models built in the pre-COVID-19 period are not performing sufficiently to evaluate the current environment. Credit loss forecasting methods such as those used for IFRS 9 provisions may not differentiate borrowers across industries. To add to the complexity, institutions are guided by regulators to incorporate protective measures put in place by the governments in response to COVID – 19.
In this webinar we will address these challenges and how financial institutions can address these by:
- Introducing practical adjustments which can be incorporated into internal ratings and credit assessments to increase their predictive power
- Accounting for the granular and cross-sectional impacts of COVID-19 across corporate segments
- Exploring overlays to quantify the direct and indirect effects of COVID-19–related stimulus programs targeted to individuals
An error occurred trying to play the stream. Please reload the page and try again.Close
CREATE MOODY’S LIVE ACCOUNT
This hub gives you access to:
- MOODY'S EVENTS - Live and on-demand
- Personalise your interest preferences
- All on a single platform