Moody’s Analytics

Make better and faster decisions with financial intelligence and analytical tools.

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Moody’s Analytics provides financial intelligence and analytical tools to help business leaders make better, faster decisions. Our deep risk expertise, expansive information resources, and innovative application of technology help our clients confidently navigate an evolving marketplace. We are known for our industry-leading and award-winning solutions, made up of research, data, software, and professional services, assembled to deliver a seamless customer experience. We create confidence in thousands of organizations worldwide, with our commitment to excellence, open mindset approach, and focus on meeting customer needs.

Moody’s Analytics offers its industry-leading portfolio of award-winning solutions to Turkey Market with GTech partnership. By embracing the excellence and customer portfolio of Moody’s Analytics, as GTech, we bring our technology and company knowledge to our most accurate customers in the implementation of solutions.

CreditLens

The Moody’s Analytics CreditLens platform helps financial institutions make better commercial lending decisions, with increased speed and efficiency. Its innovative technology enables consistent spreading, which powers advanced analytics, including the ability to compare and benchmark your portfolio for enhanced risk assessment.

Improve process efficiencies and profitability by making informed lending decisions faster

  • Access powerful financial analysis that produces dual risk rating models or use rating models configured to your own internal credit policies and risk rating rules.
  • Enhance your risk assessment using relationship hierarchies created in CreditLens or imported from your CRM database, and conduct multiple risk entity, relationship, and hierarchy modeling.
  • Leverage business rules to minimize errors, increase data accuracy and guide users through the credit risk assessment in accordance with your bank policies.
  • Benefit from data auditability, deal approval frameworks, conditions precedent and covenant adherence for your internal and external policy compliance.
  • Gain valuable insight from your loan data with integrated and intuitive dashboards that allow users to better understand portfolio profitability, risk exposures and loan application pipeline.

Manage your credit decision process within a single, workflow-enabled credit decision platform

  • Easily import data into the financial spreading grid and use industry templates for more consistent spreading.
  • Build, modify and deploy sophisticated internal ratings models and cascade risk grades to multiple entities.
  • Extend risk grading capabilities with industry standard statistical and machine learning modeling capabilities, with languages like R, Python and SaS.
  • Structure lending facilities and associated collateral for credit approval using industry compliant BPMN and CMMN workflow tools.
  • Choose a simple and scalable technology architecture which supports modular deployment both on-premise and in the cloud.

Maximize the Effectiveness of your Credit Decision Framework

CreditLens software simplifies and standardizes the way firms collect, analyse, and store credit data, laying the groundwork for a robust credit origination and decisioning framework. Designed with configurability in mind and accessible through a modern, easy to use interface for improved efficiency and automation.

CreditConfidence ALM

The RiskConfidence ALM system offers integrated enterprise asset and liability management (ALM), funds transfer pricing (FTP), liquidity risk management, market risk and Value at Risk (VaR), and business and regulatory reporting. These are all presented in a single unified platform, with a common data source and a single engine strategy.

Gain powerful tools for balance sheet management

  • Organize and classify financial instruments on a balance sheet into a tree-like structure to input client behavior models and define business forecasts, using the chart of accounts (COA) structure.
  • Set up and manage a rule-based strategy for specific balance sheet items with parameter deal mapping (PDM).
  • Apply transformation logic to interest rate curves, macroeconomic indices, foreign exchange rates, transaction characteristics, and volatility matrices to use in scenarios.
  • Model client behavior such as loan prepayments and renegotiations, loan commitments, transaction rollovers, and term deposit early redemption with the variables that influence them.

Manage enterprise-wide ALM and improve financial performance

  • Manage liquidity risk and calculate key liquidity risk measurements, such as the liquidity gap or survival horizon, to create advanced liquidity funding strategies.
  • Define multi-factor behavior models that allow users to apply their understanding of client behavior and embedded options.
  • Compute and simulate net interest income across multiple scenarios.
  • Manage FTP using a powerful matched-maturity and caterpillar capability 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 take place at different times.
  • Compute VaR across many factors such as interest rates, economic factors, equities, volatilities, and spreads.

Take advantage of enterprise-wide analytics to deliver effective ALM and liquidity risk management

To remain competitive, banks must improve risk measurement and management for better alignment between risk and capital. Use the RiskConfidence ALM system to create a holistic and granular view of your assets and liabilities, and to help make fully informed commercial decisions.

RiskAuthority

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

Leverage a flexible solution for Basel III compliance

  • Consolidate and store required Basel I, II, and/or III data, such as assets, liabilities, off-balance sheet exposures, counterparties, ratings, risk drivers, and market data, all on one platform.
  • Calculate all required information for the liquidity coverage ratio (LCR) and net stable funding ratio (NSFR), including liquidity buffer eligibility rules and haircuts.
  • Monitor large exposures, concentration risk, and funding concentration per customer, product, country, and currency.
  • Streamline and automate production of Pillar 1 regulatory capital, concentration risk, and liquidity reports and submit in your supervisors’ preferred languages and formats.
  • Utilize dedicated modules covering credit, market, liquidity, concentration, and operational risks, allowing you to implement a flexible solution, unique to your requirements.

Deliver automated and streamlined regulatory compliance with Basel I, II, and III

  • Embedded Basel III calculation ratios and automated workflow processes deliver efficient and streamlined Basel III compliance.
  • The powerful application mapping capabilities of the RiskFoundation™ data management platform integrate smoothly into a bank’s core application environment.
  • Integrate seamlessly with the Moody’s Analytics Regulatory Reporting Module to deliver streamlined, accurate, and efficient regulatory reporting for Basel I, II, and III.
  • Leverage the same data banks use for EBA, CCAR, and DFAST stress testing, and AnaCredit and liquidity compliance to present a consistent picture to regulators.

Adopt an award-winning, comprehensive solution for Basel I, II, and III

The RiskAuthority application has won numerous industry awards from both industry analysts and readers of industry magazines. The RiskAuthority platform calculates, consolidates, and reports your organization’s Basel III regulatory credit, market, operational, concentration, and liquidity risks. It provides an integrated and comprehensive solution from centralized data management; fast and accurate capital, liquidity, and leverage ratio calculations; to integrated regulatory and management reporting.

RiskFrontier

The RiskFrontier software is an industry-leading credit portfolio risk management solution that helps users understand portfolio risk dynamics, manage concentration risk, quantify risk appetite, and conduct stress testing. Our award-winning software and credit risk advisory professionals empower companies with tools for strategic and profitable decision-making.

A Comprehensive Solution to Support Business Analysis and Portfolio Optimization

  • Consider effects of correlations on capital and profitability across a broad range of assets at both the granular and portfolio level with a comprehensive model.
  • Model portfolio and loan-level credit risk (expected and unexpected loss, distribution of values, losses, and capital) and analyze concentrations by industry, region, asset type, and counterparty.
  • Perform what-if analysis, stress testing, and reverse stress testing to determine losses and assess capital adequacy under various economic conditions.
  • Quantify the impact of new deals or trades within a portfolio using real-time insight to improve loan origination and portfolio management.
  • Monitor portfolio risk by comparing aggregated and granular views of the portfolio to identify exposures that are mispriced and start improving the risk profile.

Effective Portfolio Management for Improved Decision-Making and Transparency

  • Enhance profitability by maximizing risk-adjusted returns and appropriately allocating capital to maintain adequate capitalization levels over time.
  • Improve resource allocation and provide appropriate incentives to business lines to understand performance at a granular level with multiple risk dimensions considered.
  • Support risk measurement and management by measuring the sensitivity of portfolio loss results to credit models, instrument pricing models, risk factor models, and credit assumptions.
  • Address regulatory compliance needs, reconcile regulatory and economic capital calculations, consider concentration risks, and demonstrate in-depth understanding and control of covered risks.

An Industry Leader in Portfolio Management Research and Advisory Services

Moody’s Analytics credit risk specialists provide software implementation, custom modeling, economic capital and risk management consulting, regulatory and process support, and training customized to each client’s unique requirements. These services, combined with our renowned credit research, empower clients to improve their credit portfolio risk management strategy and bottom-line performance.

RiskIntegrity  for IFRS 17

The RiskIntegrity™ solution for IFRS 17 helps insurance companies make the transition from current insurance accounting frameworks to IFRS 17. It helps insurance entities of any size from large international groups with life and non-life businesses to small monoliners efficiently meet the new reporting challenges. This solution integrates seamlessly into your existing infrastructure, connecting data, models, systems, and processes between actuarial and accounting functions. It addresses the needs of life and property and casualty companies, as well as reinsurers.

Kickstart your IFRS 17 Implementation with a modular end-to-end solution

  • Conduct premium allocation approach (PAA) eligibility testing and onerosity testing at inception or on an ongoing basis including generation of loss component.
  • Calculate and roll-forward insurance contract liabilities for the general measurement model (GMM)/building block approach (BBA), variable fee approach (VFA), and PAA from fulfilment cash flows.
  • Produce reports for entity or group level disclosures, and analyze changes in CSM, Liability for Remaining Coverage (LRC), or Liability for Incurred Claims (LIC) for management oversight.
  • Load cash flow input from existing actuarial tools or derive cash flows based on triangles, loss development factors, allocation rules, payment patterns, and claims patterns.

 Reduce costs and manual errors with RiskIntegrity

  • Create mapping between your own chart of accounts and the solution’s fast, intuitive accounting logic.
  • Generate both soft and hard journal entry postings, transaction files, and disclosures using the controlled workflow in the IFRS 17 accounting sub-ledger module, which includes reversals, adjustments, consolidation, and support for multiple currencies.
  • Ensure consistency, quality, and accessibility of finance and actuarial data (both current and historic) using centralized data storage and data quality management.
  • Import data from multiple actuarial systems, consolidating information to provide comprehensive and coordinated IFRS 17 calculations for both insurance groups with multiple lines of business and entities.
  • Gain an efficient audit trail, better support the reporting process, and reduce costs and manual errors with process automation and governance.

The RiskIntegrity solution for IFRS 17 difference

  • Out-of-the-box calculations, chart of accounts, and posting logic and analytical capabilities that comply with initial IFRS 17 requirements and interpretations, as well as a commitment to address future updates from IASB.
  • Future-proof technology that is cloud-enabled, highly scalable, modular, and designed to address the demanding data volume and performance requirements of IFRS 17.
  • Integration that maximizes return on your investment in existing actuarial models, accounting systems, and processes that are unified by a robust data dictionary.
  • A history of delivering high-performance, cloud-based, and award-winning technology projects in the insurance industry, including our AXIS™ actuarial modeling system, RiskIntegrity™ Suite for Solvency II compliance, and Credit Loss and Impairment Analysis Suite that helps financial institutions to comply with the requirements of CECL and IFRS 9.
IFRS9

IFRS 9

The Moody’s Analytics suite of credit risk models and data, economic forecasts, advisory services, and infrastructure solutions can assist with the implementation of expected credit loss and impairment analysis, as required by IFRS 9. The International Accounting Standards Board reform in accounting standards for financial instruments, IFRS 9, requires recognition of loss allowance for financial assets, based on forward-looking 12-month or lifetime expected credit losses (ECL). This standard will materially influence financial institutions’ financial statements, with impairment calculations most affected.

The Moody’s Analytics Credit Loss and Impairment Analysis Suite provides solutions for the most crucial aspects of the impairment calculation process. Our solutions support the different approaches taken by small and large institutions for estimating losses under IFRS 9.

Expected credit loss calculation

Institutions must enhance or develop new model processes and infrastructure to accommodate provision calculations. Moody’s Analytics expertise and tools can assist firms in determining their IFRS 9 framework and interpreting the changes required to 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.

Firms need more historical, granular data and trend information to build forward-looking impairment models and for tracking credit risk migration. Moody’s Analytics offers the world’s most comprehensive and granular credit risk, economic, and financial datasets and produces standard and custom upside and downside macroeconomic scenarios for “forward-looking” and “probability-weighted” aspects of IFRS 9 impairment calculations.

Software to support IFRS 9 compliance

To manage the end-to-end process of expected credit loss (ECL) calculations, banks must centralize data from numerous sources, coordinate and manage a wide variety of models, evaluate changes in credit risk, and calculate expected losses and provisions accordingly. Banks also have to prepare and export data required by external accounting systems.

The Moody’s Analytics solution enables high performance for granular analysis and more accurate calculations as it is designed for multiple scenarios and what-if capabilities. The software can facilitate interaction and collaboration with flexible and visual workflow management that supports impairment analysis with a repeatable, auditable, and consistent process.

Why GTech?

  • 20 years of expertise in Data
  • Solution oriented approach
  • Expert data engineer and IT team
  • Proven success in big data projects at leading companies in Turkey
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