Moody's
Moody's 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.
All content by Moody's
The Benefits of Modernizing the Commercial Credit Decisioning Process
This white paper explains the benefits of an online decision system to deliver higher returns on risk while making regulatory compliance easier and cheaper.
IFRS 9 Will Significantly Impact Banks’ Provisions and Financial Statements
This white paper gives practitioners a snapshot of the “current state” of the industry, while assessing the challenges banks face while transitioning to International Financial Reporting Standard 9 (IFRS 9). It also includes a series of comments on best practices and industry trends.
Optimizing the Capital Ratio under Basel III
Basel III stresses the integration between liquidity and credit risk, and the need to manage both from an enterprise-wide risk-management context. This demands a new enterprise-wide organization of tasks, processes, and calculation infrastructure, specifically in terms of systemsintegration, data…
Learn the Fundamentals of Managing Liquidity Under US Basel III Webinar
The developments in liquidity management regulations present significant challenges to organizations covered by US Basel III. Watch this webinar, to understand: The key aspects of the U.S. Basel III liquidity regulations. The critical challenges in implementing the liquidity elements of U.S. Basel…
Deriving Greater Enterprise-wide Risk Insight from Stronger Data Quality Management
The main issues associated with data quality in banking demonstrate that data silos continue to be the main cause of data quality issues. The paper outlines best practices banks can leverage to improve data accuracy, quality, and access across the organization.
Adapting Financial Institutions’ Liquidity Risk Management Framework to the New Regulatory Environment
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing…
Using accounting standards to manage risk in banks
This white paper examines new accounting standards set out by two of the main accounting standards boards. It details how the standards can help increase efficiency, detect credit deterioration earlier and ultimately improve the performance of risk management inside a bank.