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Consumer Credit Analytics Solutions
Moody’s Analytics consumer credit analytics solutions enable you to assess performance, estimate losses, and anticipate risks and opportunities, by correlating lending behavior with current and future
economic conditions.
Application include
» Expected Credit Loss Estimation and Impairment Calculations
» Profit & Loss Forecasting
» Benchmarking
» Stress Testing and Scenario-Conditional Projections
» Origination & Scoring
» Strategic Planning & Investment Management
Moody’s Analytics consumer lending risk management solutions provide forward-looking, actionable insights to enhance your decision-making at every stage of the business cycle.
CONTACT USMOODY'S ANALYTICS | CONSUMER CREDIT ANALYTICS SOLUTIONS
We employ a comprehensive and consistent approach across all consumer asset classes, to help you address questions such as:
» How can I develop loss forecasting models to comply with IFRS 9 or CECL?
» How do I meet regulatory requirements for stress-testing?
» How will policy adjustments and business cycles impact our profit and losses?
» How do I localize marketing to maximize returns while managing risks?
» How do I forecast future losses in the event of merger and acquisitions?
Benefits include
» Better grasp of risk drivers, such as regional/industry dynamics and business decisions
» Deeper view of quality at origination, and business/ life cycle components of loss
» Enhanced insight from integrated economic data, forecasts, and scenarios
» Better view of losses under trusted economic forecasts and scenarios
» Improved confidence from fully documented and transparent solutions
Our solutions provide the flexibility to assess your portfolio performance at different levels:
» Portfolio level: captures sensitivities to economic events
» Vintage-cohort level: identifies segment-level risks within portfolios, while maintaining model stability
» Loan level: identifies granular behavior, while controlling for individual account-level heterogeneity
Sources: Equifax, Moody’s Analytics
0.00
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0.80
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2010Q1 Baseline 2010Q1 Stress 2014Q1 Baseline 2014Q1 Stress
Vintage Cohort Maturation AnalysisContractual Default Rate, % of $ outstanding
CONTACT USMOODY'S ANALYTICS | CONSUMER CREDIT ANALYTICS SOLUTIONS
Risk measurement for all major consumer credit lines, including auto financing, credit card, mortgages, home equity, personal loans, and student loans.
» Delinquency Rates
» Future Volumes
» Interest/Fee Income
» Originations
» Prepayment
» Probability of Default (PD)
» Loss Given Default (LGD)
» Exposure at Default (EAD)
» Recoveries
Our ready-made, calibrated, and custom solutions feature:
» Integrated macro and regional economic data, reflecting the latest conditions
» Monthly updated economic forecasts and stressed scenarios
» Forecasts of more than 40 credit bureau attributes
» Transparent methodology and detailed documentation
» Flexible platform with multiple ways to visualize and export data
» Models backed by expert economists and consumer credit analysts
» Superior client services and support
07 0908 1110 12 13 14 1615 17 18 19 20 21
Loss Forecasts Under Multiple Scenarios
Contractual Default Rate, % of $ outstanding
0.0
0.2
0.4
0.6
1.0
0.8
Industry Stress Client Stress Industry Baseline Client Baseline
Sources: Equifax, Moody’s Analytics
CONTACT US Find out more information about Moody’s Analytics award
winning products and solutions.
www.moodysanalytics.com/contact-us
CONTACT DETAILS Visit us at moodysanalytics.com or contact us at a location below.
ASIA (EXCLUDING JAPAN)[email protected]
© 2017 Moody’s Analytics, Inc. and/or its licensors and affiliates. All rights reserved.