Awards

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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Regulatory Reporting

The Fermat regulatory reporting tool (Fermat RRT) generates required Basel II, Solvency II and Liquidity risk reports and is used by some of the largest financial institutions in the world. With over 1300 reports and regular updates, Fermat RRT effectively meets all your regulatory reporting needs.

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Efficiently and conveniently aggregating results and producing localised reports on time and in local languages are some of the major challenges that financial institutions face when producing reports in a stricter regulatory environment. Fermat RRT, our award-wining regulatory tool, helps you achieve all these and more.

Exceed Local Supervisors' Expectations

Rapidly and cost-effectively manage your regulatory (Basel II, Solvency II, and liquidity risk) reporting covering credit risk, market risk, operational risk, own funds and more. With Fermat RRT you will be exceeding local regulators' expectations, conveniently and cost-efficiently every time.

Accurate Regulatory Reporting Made Easy

Used by financial institutions in over 50 countries worldwide, Fermat RRT provides cost-efficient reporting and unparalleled reliability, reducing implementation time, effort and cost. On top of this, our dedicated Moody's Analytics business analysts constantly monitor regulatory changes around the world, delivering updated reports, so you don't have to, saving time and resources. And if you need to convert reports from Excel to XBRL, XML or ASCII, Fermat RRT effortlessly formats them for electronic submission.

Award-Winning Software You Can Trust

Leveraged by more than 100 financial institutions globally, Fermat RRT has been ranked the number 1 Regulatory Reporting tool by Risk Magazine's Risk Technology Survey in 2009. Fermat RRT is fully customisable and can be built around a client's needs.