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June 2016

This webinar discusses the impact of new IFRS 9 regulations on Canadian CRE portfolios, creating an effective framework for CRE credit risk analysis, and integrating market factors forecasts for property performance into risk models.

Canadian institutions are faced with increasing requirements with the IFRS9 guidelines and additional pressure to analyze and manage their commercial real estate (CRE) portfolios.

Credit and risk professionals can benefit from better understanding their CRE exposure by incorporating forecasted market factors, including rent, vacancy, and cap rates for all property types across all different census metropolitan areas (CMAs) and provinces.

Analytical tools make it easy to develop predictive metrics and reports, and to calculate estimates for one year and lifetime expected loss for CRE mortgage portfolios. However, conducting a robust assessment on CRE credit risk still poses as a significant challenge for many institutions due to data limitations and constraints on internal resources.

Join Moody's Analytics and PRMIA for this recorded webinar to learn more about:
• The impact of new IFRS 9 regulations on CRE portfolios
• Creating an effective framework for CRE credit risk analysis
• Integrating market factors forecasts for property performance into risk models 

Related Insights

Rethinking Commercial Real Estate Credit Risk

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.

April 2017 WebPage Sumit Grover, Christian Henkel

Forecasting Market Fundamentals to Estimate Expected Loss for Canadian Commercial Real Estate Portfolios Slides

This webinar discusses the impact of new IFRS 9 regulations on Canadian CRE portfolios, creating an effective framework for CRE credit risk analysis, and integrating market factors forecasts for property performance into risk models.

June 2016 Pdf Sumit Grover, Megha Watugala

Effective Risk Management in CRE Lending Webinar Presentation Slides

This webinar discusses the importance of effective credit risk management for commercial real estate lending.

August 2015 Pdf Sumit Grover, Christian Henkel

Effective Risk Management in CRE Lending

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.

August 2015 WebPage Christian Henkel, Sumit Grover

Estimating Commercial Real Estate (CRE) Stressed Loss Measures Under Federal Reserve 2015 Comprehensive Capital Analysis and Review (CCAR) Scenarios

The Comprehensive Capital Analysis and Review (CCAR) program is an annual capital adequacy exercise conducted under the requirements of the Dodd-Frank Wall Street Reform and Consumer Protection Act rules.

December 2014 Pdf Megha Watugala, Dr. Jun Chen, Kevin Cai, Eric Bao, Wenjing Wang

CRE Credit Risk Solutions and Best Practices Webinar Slides

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.

June 2014 Pdf Sumit Grover, Christian Henkel

CRE Credit Risk Solutions and Best Practices

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.

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Estimating Commercial Real Estate (CRE) Stressed Loss Measures Under Federal Reserve 2013 Comprehensive Capital Analysis and Review (CCAR) Scenarios

Download this whitepaper to understand how Moody's Analytics' analysis derives the credit loss estimates for the CRE loan portfolios held by CCAR firms. Our analysis estimates that the expected nine quarter, cumulative CRE portfolio loss through the end of 2014 is 4.7% under the CCAR 2013 Severely Adverse scenario. We attribute the lower loss estimate compared to last year's stressed scenario to a number of factors, which we discuss.

January 2013 Pdf Megha Watugala, Dr. Jun Chen, Kevin Cai