Moody’s Investors Service has published an updated methodology for banks, revising certain elements of the Advanced Loss Given Failure (LGF) component. In particular, Moody's has adjusted the LGF notching guidance table thresholds for lower levels of subordination and volume in the liability structure as well as changing the LGF component to reflect the agency's view that for some banking groups, resolutions coordinated in a unified manner will be more common.

The speakers will discuss how the change in methodology has impacted on Moody’s analytical approach and on the rating impact.

Speakers:
  • Nick Hill, Managing Director, Financial Institutions Group  (Moderator)
  • Simon Ainsworth, Associate Managing Director, Financial Institutions Group
  • Alexander Hendricks, Associate Managing Director, Financial Institutions Group

Following the commencement of TRIM in 2016, there are has been a multi phased approach to the ECB’s TRIM exercise. As we are gearing up for a year of further TRIM exercises and transitioning to review of wholesale and low default portfolios, Moody’s would like to host this webinar to provide:

  1. Further insight to the challenges in the market thus far
  2. The common themes across Europe
  3. Remediation and best practice approaches

Following the commencement of TRIM in 2016, there are has been a multi phased approach to the ECB’s TRIM exercise. As we are gearing up for a year of further TRIM exercises and transitioning to review of wholesale and low default portfolios, Moody’s would like to host this webinar to provide:

  1. Further insight to the challenges in the market thus far
  2. The common themes across Europe
  3. Remediation and best practice approaches

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