Managing Credit Portfolio Risk Under Basel III: Integrating Regulatory Capital with Economic Risks
In this webinar we will discuss different approaches in credit portfolio management, dangers of only using regulatory capital when optimizing your portfolio, how to appropriately incorporate regulatory capital considerations, and metrics to consider when optimizing your portfolio and setting appropriate limits.
As firms adopt BASEL III, most financial institutions have seen a dramatic increase in regulatory capital requirements. Gradually, these institutions have started to use regulatory capital in portfolio management activities, including pricing and limit setting. However, using only regulatory capital poses challenges as it does not account for economic risks such as concentrations. In this webcast, we will discuss how to overcome this challenge by leveraging metrics which effectively combine regulatory capital with economic risks.
In this webinar we will discuss:
Market trends and different approaches in credit portfolio management
Dangers of only using regulatory capital when optimizing your portfolio
How to appropriately incorporate regulatory capital considerations
Metrics to consider when optimizing your portfolio and setting appropriate limits
Related Articles
Moody's Analytics Webinar: RiskFrontier 5.3 and 5.4 Release and GCorr 2018 Update
Moody's Analytics is pleased to announce the release of versions 5.3 and 5.4 of the RiskFrontier™ software. Join our experts as they discuss the latest enhancements and updates.
Moody's Analytics Webinar: RiskFrontier™ 5.3 and 5.4 Release and GCorr™ 2018 Update
Moody's Analytics is pleased to announce the release of versions 5.3 and 5.4 of the RiskFrontier software. The latest version includes the following enhancements:
CECL Treatment for the Investment Portfolio
In this presentation, our experts discussed common CECL considerations for structured credit and answer key questions on how to provide CECL estimates for structured credit.
Investment Portfolios CECL Methodologies
In this fifth webinar in our series, our experts discussed common CECL considerations for structured credit and answered key questions on how to provide CECL estimates for structured credit.
Expanding Sensitivity Analysis and Stress Testing for CECL
To ease the transition to CECL, firms can leverage and align existing risk management practices. Institutions are in the process of trying to determine which methodologies can be expanded to meet the CECL impairment model requirements, while retaining a consistency between other regulatory and risk management activities.
Expanding Sensitivity Analysis and Stress Testing for CECL
In this American Banker webinar, Moody's Analytics discusses potential approaches for firms to expand on their current sensitivity analysis and stress testing for CECL implementation.
Leveraging Basel and Stress Testing Models for CECL
In this webinar, expert Nihil Patel, outlines how institutions can leverage Basel and Stress Testing models to comply with FASB’s new impairment accounting standards.
Leveraging Basel and Stress Testing Models for CECL Presentation Slides
In this presentation, expert Nihil Patel, outlines how institutions can leverage Basel and Stress Testing models to comply with FASB's new impairment accounting standards.
Modeling IFRS 9 Impairments – Tactical Implementation Approaches
Learn how Moody’s Analytics is helping institutions of all sizes address the challenges of implementing the IFRS 9 impairment model.
Implementing an IFRS 9 Solution: Challenges Faced by Financial Institutions
This article provides an overview of the new standard and analyzes the major challenges financial institutions will face in ensuring IFRS 9 compliance.
