We cover clients in a range of sectors from banking, buy-side, and insurance to corporations and public sector organizations. Whatever your needs, we have the insights, capabilities, and tools to help you achieve your goals.
From ratings, investment research, and lending to balance sheet and portfolio management, we offer reliable, transparent, data-driven solutions, so that you can make informed decisions and navigate risk with confidence.
Whether you’re looking for structured finance expertise or macroeconomic data, our proven, integrated capabilities—covering credit, physical and transition, sustainable risk, and more—help you proactively mitigate risk, embrace innovation, and stay agile.
Moody’s harnesses our comprehensive insights and expertise to uncover meaning amid uncertainty so that individuals and organizations can thrive.
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To confidently steer portfolios to profitability, risk managers need to have a comprehensive view of risks, opportunities, and emerging threats.
Moody’s credit portfolio management solution combines risk analytics with portfolio steering tools to help banks analyse and act on current and emerging risks within credit portfolios.
Our solution is designed for all asset classes and helps you:
Quantify losses under scenarios
Identify pockets of concentrations and risk
Plan and allocate capital
Set credit limits and risk appetite
Forecast stress scenarios
Steer portfolio
We equip banks, insurers, and asset managers with the insights and tools they need to confidently manage credit portfolios. Here’s how we can help:
Moody's
Moody's credit portfolio management solution enables comprehensive portfolio risk analysis, covering concentration, asset correlations, credit risk, physical and transition risk, scenarios, and more.
Measure and benchmark portfolio-level credit risks and returns across the entire portfolio
Model and assess the impact of credit risk factors, such as pricing models, risk concentrations, correlations, hedging, and stress tests, across portfolios
Estimate asset correlations for publicly traded firms, private firms, retail borrowers, commercial real estate, emerging markets, and more
Anticipate risks with early warning indicators and real-time portfolio monitoring tools
Our solution brings together advanced modeling, real-world data, and extensive coverage of key asset classes to help banks:
Perform physical and transition risk scenario analysis across their portfolios
Test physical and transition impact on asset values and alignment to sustainability objectives
Conduct physical and transition stress testing
Quantify physical and transition impacts on capital and earnings
Take targeted portfolio management actions with confidence and steer your portfolio in the right direction.
Define target portfolios in terms of product, customer, and segment mix.
Analyze the risk/return balance and perform risk transfers to optimize balance sheets.
Review credit risk appetite and set limits and targets accordingly.
Test portfolio performance under various stress scenarios.
Stress test portfolio resiliency and perform what-if analyses across all asset classes.
Optimize your path to profitability under capital constraints: turn RWA calculation results into a portfolio risk/reward optimization strategy.
Connect portfolio management to lending and balance sheet management workflows for a seamless execution of your capital deployment strategy.
Stay ahead of the curve and manage the level of RBC or ICS capital more efficiently over time.
Identify potential upgrades and downgrades in your portfolio and set risk appetite.
Analyze new investment strategies and evaluate the impact of RBC/ICS capital on new investment opportunities.
Our solution also ensures regulatory compliance and facilitates internal committee reviews through board-level reporting tools.
For banks aiming to refine their ICAAP, our solution can help enhance its utility. By facilitating its integration into strategic decision-making, banks can transform this regulatory requirement into a driver of business value.
For institutions navigating the IFRS9 and CECL model, our solution provides sophisticated tools for financial forecasting. This enables a more accurate assessment of credit impairment risks, empowering banks to allocate their limited capital with greater confidence.
Articulate portfolio management strategies and analysis to stakeholders with detailed reporting.
Present historical trends, future direction, and recommendations to facilitate internal reviews such as risk committee review, sector committee review, and more.
For Chief Risk Officers, the ability to assess potential risks and rewards under various economic conditions is central to effective portfolio management.
Download our brochure to discover how what-if analysis offers a structured approach to examining hypothetical scenarios, enabling risk managers to proactively assess portfolio vulnerabilities.
At Moody's, we integrate "first line of defense" functionalities into a complete credit portfolio management solution, enhancing risk assessment and enabling banks to develop effective mitigation strategies.
Regulators worldwide emphasize the importance of banks explicitly measuring, monitoring, and managing their credit risk concentrations, particularly in relation to capital adequacy under Pillar 2.
In this case study, you will learn how our credit portfolio management solution helps institutions quantify the impact of concentration risk.
Momentum Metropolitan Holdings (MMH) is a South-African based financial services group with a market capitalization of $1.47 billion. The group remains one of the largest insurers and integrated financial services company in South Africa.
Highly granular multi-factor modeling helps ensure optimal allocation of current and future funding.
In this whitepaper, we interpret Basel IV through its historical context, suggest best practices and analyse consequences on stability of the financial system.
Physical and transition risk quantification is a fast-developing field. Financial institutions and regulators in many jurisdictions are trying to better understand their exposure to these risks through scenario analysis.
In order to understand and enhance risk management practices in banks, the FRB arranged an exploratory CSA exercise for the loan portfolios of six of the largest US banks.
As part of the increasing regulatory focus on operational resilience, cyber risk stress testing is also becoming a crucial aspect of ensuring bank resilience in the face of cyber threats.
Moody’s continues to lead the way, earning the number one overall ranking in the Chartis RiskTech100® 2024 annual report for the second consecutive year.
This case study analyses the credit risk of a sample portfolio of corporate bonds and private debt holdings.
Interested in learning more about our offerings? Our solutions specialists are ready to help.
