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Webinars on Demand
Calculating Private Firm Credit Risk
Learn about quantifying default risk of privately held firms and monitoring the risk of private exposures/investments.
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Do You Have a Complete View of Counterparty Risk Across Your Commercial Loan Portfolio?
Learn about improving the effectiveness and accuracy of your origination decisions and analyzing your commercial real estate (CRE) exposure risk.
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Economic Captial Matters: 5 Key Strategies for Managing Your Credit Portfolio
Learn more about best practices for managing a credit portfolio, including managing concentration risk through diversification, risk-based pricing and more.
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Improving Loss Given Default Accuracy
Learn about alternatives to one-dimensional historical look-up table recovery values and the impact of LGD on loan loss reserves and capital allocation.
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Capital Adequacy
Exceed Basel II regulatory requirements and set the foundation for a truly integrated enterprise-wide risk framework with Moody's Analytics award-winning Fermat CAD.
The Basel II framework has thrown up many implementation challenges for financial services companies including enterprise-wide data gathering and compliance with evolving supervisory requirements. Stricter regulation and tighter reporting alongside diverse cultural and language barriers have added to the pressure on risk managers to deliver efficient and stable enterprise-wide risk management processes.
Comply With Local Regulatory Requirements
Fermat CAD is helping over 100 financial services companies globally calculate their Basel II regulatory capital requirements and produce capital adequacy reports. Our award-winning solution contains local rules, calculations and reports for over 50 countries allowing you to:
- Accurately estimate exposure at Default (EAD), effective maturity, risk-weighted assets, expected losses and capital deductions for all products and asset classes
- Assess market risk capital requirement with coverage of required risk factors including interest rate, equity and foreign exchange
- Assess operational risk capital requirements
- Reconcile transactions with your general ledger balance sheet book amounts
- Can be easily extended and integrated with economic capital assessment
Comprehensive and Automated Reporting
We have created over 1300 regulatory reports covering over 50 countries and a multitude of languages, which are routinely updated as regulatory requirements change. You can also easily customize and automate the creation of regulatory and management reports. And the comprehensive audit function allows users to drill all the way down to contract level information to validate and justify to supervisors or management any reported figures. And because Moody's Analytics has been voted the number 1 regulatory capital calculation and number 1 regulatory reporting tool by readers of Risk Magazine, you know you are leveraging the most robust risk management platform on the market today.
Stronger Risk Management Processes
Fermat CAD allows you to go beyond regulatory compliance and seamlessly fits with other Moody's Analytics modules to provide a truly integrated enterprise-wide risk management framework.
