Moody’s Analytics

Specialize in financial analysis and risk management with GTech: Moody's Analytics

Moody's Analytics, which provides comprehensive financial analysis to understand the events occurring in global financial markets and predict their impact on organizations, helps you make healthier and faster decisions.

With GTech expertise, you can take advantage of Moody's Analytics technologies and also dominate the trends in global markets with analytical tools.

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GTech + Moody's Analytics: Navigate the financial industry with confidence

With our risk assessment expertise, extensive information resources, and innovative technological applications, we help our customers to move confidently in a developing market. We are here for you to take safe steps in the financial industry with our industry-leading and award-winning solutions consisting of research, data, software and professional services, all brought together to deliver a seamless customer experience.

We provide services to thousands of organizations globally with our commitment to excellence, open-minded and customer-focused approach.

  • Credit Confidence ALM

  • Risk Authority

  • IFRS9

CreditConfidence ALM & risk authority capabilities

Equipped with a powerful computing engine that leverages a set of data and assumptions to provide comprehensive insights for various decisions, this solution can be used under unlimited economic scenarios and business strategies and can be expanded to allow you to compare previous forecasts to suit your needs.

Discover its features

  • Strategic risk sensitivity modeling

    To facilitate what-if and stress testing, modeling can be done with unlimited scenarios, including shocks, spikes, unexpected changes, and new volume strategies.

  • User-friendly interface

    OnlineALM has a user-friendly interface that works seamlessly without requiring software installation or IT intervention.

  • Improving returns

    While improving the income of institutions with various strategies, the impact on the risk profile is also made positive.

  • Data upload

    With the upload of a single data set, it is possible to obtain accurate results to efficiently serve multiple departments.

  • Transparency

    It is possible to easily access assumptions and conclusions at every stage and move to the product level and the cash flows of contracts in just a few steps.

  • Reporting

    Through screens with information on all steps, data and results can be easily monitored. In addition, more than 100 standard reports as well as customized reports can be obtained.

  • Integrated solutions

    A single platform provides customers with the ability to meet both advanced asset/liability management and securities and portfolio management needs.

  • Legislation stress test

    Through capital and liquidity stress tests & analyses, different financial scenarios that organizations may be exposed to can be simulated.

  • Supporting data

    It integrates seamlessly with many supporting data and analytics providers for greater accuracy, level of detail and ease of use.

Credit Confidence ALM

RiskConfidence ALM system offers integrated corporate asset liability management (ALM), fund transfer pricing (FTP), liquidity risk management, market risk and Value at Risk (VaR) and internal and regulatory reporting. All of these are offered on a single unified platform with a common data source and a single main source strategy.

Acquisition of powerful tools for balance sheet management

  • Organize and manage financial instruments on a balance sheet to input customer behavior patterns and define business forecasts using the chart of accounts (COA) structure.

  • Create and manage a rule-based strategy for specific balance sheet items with Parameter Deal Mapping (PDM).

  • Apply conversion logic to interest rate curves, macroeconomic indices, exchange rates, transaction characteristics, and volatility matrices for use in scenarios.

  • Perform modeling of customer behaviors such as loan prepayments and restructuring, loan commitments, transaction renewals, and early redemption of time deposits, along with variables that affect them.

ALM management and financial performances in corporate scale

  • Manage liquidity risk to create sophisticated liquidity funding strategies and calculate key liquidity risk metrics, such as the timeframe over which payment obligations can be met (survivor horizon) under a liquidity shortfall or severe stress scenario.

  • Define multi-factor behavioral models that allow users to apply their understanding of customer behavior.

  • Calculate and simulate net interest income over multiple scenarios.

  • Manage FTP using a powerful paired maturity and caterpillar feature that measures business unit performance.

  • Perform advanced deposit modeling, including cash flow modeling of non-maturing deposits, where balances and deposit rates change and interest payments occur at different times.

  • Calculate the Value at Risk (VaR) in many factors such as interest rates, economic factors, stocks, volatility, and spreads.

RiskAuthority

The RiskAuthority application provides streamlined and automated regulatory compliance for Basel I, II and III. It covers credit, market, liquidity, concentration and operational risks. It offers a comprehensive, end-to-end Basel III solution covering data management, legal capital calculations and reporting.

Flexible solution for Basel III compliance

  • Consolidate and store the necessary Basel I, II, and/or III data, such as active, passive, off-balance sheet risks, counterparties, ratings, risk factors and market data, on a single platform.

  • Calculate all the necessary information for the liquidity coverage ratio (LCR) and net stable funding ratio (NSFR), including the liquidity buffer eligibility rules and haircut percentage.

  • Monitor major risks, concentration risk, and funding intensity based on customer, product, country, and currency.

  • Streamline and automate the creation of Pillar 1 legal capital, concentration risk, and liquidity reports and submit them in auditors' preferred languages and formats.

  • Use a flexible solution tailored to your requirements by using special modules covering credit, market, liquidity, concentration, and operational risks.

Automated regulatory compliance with Basel I, II and III

  • Integrated Basel III calculation rates and automated workflow processes ensure efficient and streamlined Basel III compliance.

  • Seamlessly integrate the powerful application mapping features of the RiskFoundation™ data management platform into your financial institution's operating system.

  • Seamlessly integrate with Moody's Analytics Regulatory Reporting Module to deliver streamlined, accurate, and efficient regulatory reporting for Basel I, II and III.

  • Leverage the data banks use for EBA, CCAR, and DFAST stress tests and liquidity compliance to provide regulators with a consistent picture.

UFRS9 features

Financial institutions and non-financial corporates use award-winning RiskCalc models to generate a forward-looking probability of default (PD) or Expected Default Frequency™ (EDF) calculations, loss-given default (LGD), and expected loss (EL) credit metrics.

UFRS9 can be used to improve capital management, conduct stress tests for strategic planning, comply with regulatory requirements, and address accounting standards for credit impairment.

  • Predictive framework: Evaluate borrower and counterparty exposures in a way that best predicts default risk in a structure that is repeatable from period to period and from analyst to analyst.

  • Early warning signs: Monitor credit impairments based on equity and industry performance changes, and act quickly with confidence.

  • Rate diagnostics: Evaluate and act on a deeper and more proactive assessment of a specific firm, its risk factors, and your risk exposure.

  • Precedent analysis: Compare borrowers with industry and size precedent groups for an additional layer of accuracy and reporting in assessing risks.

  • Scorecard framework: Access a comprehensive situation analysis and assessment of a company's critical qualitative and quantitative factors.

  • Credit cycle tracking: Review the changes between the two financial statements on a monthly basis and create credit metrics between 1-5 years.

IFRS 9

Moody's Analytics suite of credit risk models and data, economic forecasts, consulting services, and infrastructure solutions helps to implement the expected credit loss and impairment analysis required by UFRS 9. Moody's Analytics Credit Loss and Impairment Analysis Package provides solutions for the most important aspects of the impairment calculation process.

The solutions we offer as GTech support the different approaches adopted by small and large institutions to estimate losses under IFRS 9.

Expected credit loss calculation

Institutions should develop or improve their new model processes and infrastructure to adapt to provision calculations.

Moody's Analytics expertise and tools can assist companies in defining IFRS 9 frameworks and interpreting required changes to the existing probability of default (PD) and loss-given default (LGD) models, ensuring consistency with stress testing, internal capital adequacy assessment process (ICAAP), and pricing models.

Moody's Analytics provides the world's most comprehensive and detailed credit risk, economic, and financial data sets and produces standard and customized upstream and downstream macroeconomic scenarios for the "forward-looking" and "probability-weighted" aspects of UFRS 9 impairment calculations.

Software supporting UFRS 9 compliance

To manage the end-to-end process of expected credit loss (ECL) calculations, banks need to centralize data from multiple sources and coordinate and manage a wide range of models. In addition, changes in credit risk should be evaluated, and expected losses and provisions should be calculated accordingly. Banks are obliged to prepare and export the data required by external accounting systems.

Moody's Analytics solution is designed for multiple scenarios and what-if capabilities, providing high performance for granular analysis and more accurate calculations.

The software can facilitate interaction and collaboration with flexible and visual workflow management that supports impairment analysis with a repeatable, auditable and consistent process.

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