How to perform FTP and IRR Stress Testing post IBOR transition
The next episode of the Practical Steps in Solving ALM Problems will walk you through a ‘how to’ on he new benchmark curve inputs for FTP and IRRBB
- Calculating compounded rates for products linked to new reference rates
- Considering the impact of compounding conventions on IRR and FTP
- A practical demonstration of FTP and IRRBB analytics using the new benchmarks
To download the slides please click here.
Related Articles
Moody's Analytics: Spending 30% of Income on Rent is the New Normal
Moody’s Analytics: Spending 30% of Income on Rent is the New Normal
Moody's Analytics Teams Up with MIT's Center for Real Estate on Climate and Real Estate Agenda
Moody’s Analytics Teams Up with MIT’s Center for Real Estate on Climate and Real Estate Agenda
Moody's Analytics: 70% of Businesses Ramp Up Supplier Risk Detection Investment
Moody’s Analytics: 70% of Businesses Ramp Up Supplier Risk Detection Investment
Regulatory Reporting for Digital Banks
Read the article to find out more about how digital banks can continue to focus on innovation as the regulatory landscape evolves in a post-pandemic world.
Moody's Analytics and McKinsey Sustainability Launch Enhanced Climate Solutions for Banks
Moody’s Analytics and McKinsey Sustainability have joined forces, bringing together leading data, analytics, software, and consulting services to help banks identify, measure, and act on risks and opportunities related to climate change.
Moody's Earns Top Overall Ranking in Chartis RiskTech100 2023
Moody’s Earns Top Overall Ranking in Chartis RiskTech100 2023
Moody's Analytics: Perpetual KYC Viewed as The Future of Compliance
Research finds that most organizations see pKYC as key to better understanding their risk during uncertain times.
Moody's Analytics: Most States are Well Prepared to Weather a Recession
Moody’s Analytics: Most States are Well Prepared to Weather a Recession
Moody's Analytics: Stronger ESG Risk Mitigation Practices Linked to Better Shareholder Returns
Moody’s Analytics: Stronger ESG Risk Mitigation Practices Linked to Better Shareholder Returns
Moody's Analytics Launches Integrated Risk Analytics Platform in China
Moody’s Analytics Launches Integrated Risk Analytics Platform in China