Christian leads the risk measurement advisory team throughout the Americas and is an experienced credit practitioner, having spent most of his career in commercial banking.
Christian has a unique blend of business and academic experience across the financial services industry – including expertise in commercial credit and financial analysis, portfolio management, asset quality, loan loss reserve methodologies, stress testing, credit administration, process redesign, safety and soundness examinations, and credit risk modeling.
Christian received his master’s and undergraduate degree from the University of Texas and graduated as valedictorian from the Southwestern Graduate School of Banking at Southern Methodist University.
In this video, Chris Henkel identifies the key factors institutions need to consider during the planning process and how to improve the measurement of credit risk over the lifetime of a loan.
In this video, Chris Henkel from Moody’s Analytics provides a brief overview about the new accounting standard, Current Expected Credit Loss (CECL). Listen in to learn more about the implications and how institutions can prepare.
Commercial real estate (CRE) loans are seeing strong loan growth, combined with easing underwriting, resulting in increased credit risk. CRE mortgages often make up a significant part of a bank’s loan portfolio. CRE lending is quickly becoming an area of focus for regulators, who are looking into industry practices and concentration risk management at banks of all sizes.
In this presentation for the CECL Quantification webinar series, we discuss how commercial real estate (CRE) models and methodologies can be leveraged to fulfill CECL requirements, and key considerations in transitioning these models.
The second in our CECL Quantification webinar series, this webinar discussed how commercial real estate (CRE) models and methodologies can be leveraged to fulfill CECL requirements, and key considerations in transitioning these models.
Granular risk rating models allow creditors to understand the credit risk of individual loans in a portfolio, facilitating underwriting and monitoring activities. In this webinar we will outline the value of granular risk rating models for CECL.
On June 16, FASB issued the much anticipated financial instruments impairment standards update. The implications of this standard are significant and will change the way credit losses are measured for most financial assets (e.g. receivables, debt securities and loans).
This article describes the new standards set forth by the FASB. It covers the history of the ALLL and explains how the recent financial crisis highlighted the need for new standards.
The FASB voted to move forward with the new impairment model, known as the Current Expected Credit Loss (“CECL”) model, which will change how you calculate allowance for credit losses. Ensure your institution identifies challenges and processes early.
Commercial real estate (CRE) mortgages can often make up a significant part of the loan portfolio. To gain competitive advantage in the marketplace, lending officer's must acquire an in-depth understanding of their borrowers' CRE portfolios.
This webinar discusses the importance of effective credit risk management for commercial real estate lending.
This webinar discusses credit risk management challenges, best practices, stress testing model and approach and private firm C&I risk tools.
Moody’s Analytics CRE credit risk experts, Christian Henkel and Sumit Grover, discuss the topics including an overview of CRE credit risk management challenges, data management and credit risk solutions that address the needs of CRE risk managers, and CRE stress testing model and approach.
Moody's Analytics CRE credit risk experts, Christian Henkel and Sumit Grover, discuss the topics including an overview of CRE credit risk management challenges, data management and credit risk solutions that address the needs of CRE risk managers, and CRE stress testing model and approach.
This presentation gives an update on the proposed impairment model and improving the measurement of credit losses.
This webinar provides an overview on the following of the regulatory environment, stress testing challenges and best practices for a sound stress testing framework and the Moody’s Analytics RiskCalc Plus.
Learn about stress testing best practices and our RiskCalc™ Plus United States Stress Testing Models. This webinar focuses on stress testing best practices for the private company C&I asset class.
In this short video, learn the four key steps institutions should take to prepare for CECL implementation.