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    The Value of Granular Risk Rating Models for CECL

    November 2016

    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.

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    Managing the Shock to Commercial Real Estate: A Practical Approach to Quantify Loan Performance

    Join us for an in-depth analysis of CRE loan performance and credit risks under Moody’s latest economic and real estate scenarios.

    July 2020 WebPage Laurent Birade, Sumit Grover, Christian Henkel, James Partridge
    Webinar-on-Demand

    Accounting for Credit Losses in CRE A Case Study

    Credit loss forecasting models are only as effective as the data on which they were built, and few, if any, were designed to capture the effects a sudden pandemic would unleash on the U.S. economy. In times like this, how are financial institutions determining the right amount to set aside for future credit losses?

    July 2020 WebPage Alex Cannon, Christian Henkel
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    Coronavirus (COVID-19): Credit Risk Impact on Commercial Real Estate Loan Portfolios

    Join us for a comprehensive presentation on the state of the U.S. CRE market, and the impact on measures of credit quality.

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    Panic, Volatility, and CRE Finance & Transaction Markets

    Volatility has risen significantly in financial markets, driven by COVID-19. How might this affect US multifamily and commercial real estate (CRE) transaction markets? What are the mechanisms through which panic and a flight to safety will hurt some markets but benefit some players?

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    How Will Climate Change Impact Banks?

    We look at climate risk and consider how a heating planet might impact a bank's performance

    November 2019 Pdf Dr. Tony Hughes
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    Expanding Roles of Artificial Intelligence and Machine Learning in Lending and Credit Risk Management ‍

    With ever-expanding and improving AI and Machine Learning available, we explore how a lending officer can make good decisions faster and cheaper through AI. Will AI/ML refine existing processes? Or lead to completely new approaches? Or Both? What is the promise? And what is the risk?

    November 2019 Pdf Dr. Douglas Dwyer, Dr. Tony Hughes
    Presentation

    The Evolution of Risk Ratings: Lessons Learned and Where We Go From Here

    Employing a data-driven approach to risk rating commercial loans has gone from a nascent idea to an established practice, allowing financial institutions to make informed decisions, improve profitability, and better identify trends in risk. Join us for an in-depth discussion on leading practices and lessons learned from a decade of enhancing the process of risk rating commercial loans.

    November 2019 Pdf Christian Henkel
    Presentation

    Invest with the Best (in Commercial Real Estate)

    Learn how data and technology are being used to improve CRE lending and investment decisions…and how to motivate your underwriting staff!

    November 2019 Pdf Christian Henkel
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    Conservative Banks Do Not Need Conservative Models

    When banks manage risk, conservatism is a virtue. We, as citizens, want banks to hold slightly more capital than strictly necessary and to make, at the margin, more provisions for potential loan losses. Moreover, we want them to be generally cautious in their underwriting. But what is the best way to arrive at these conservative calculations?

    October 2019 Pdf Dr. Tony Hughes
    Article

    Model Validation Need Not Be a Blood Sport

    The traditional build-and-validate modeling approach is expensive and taxing. A more positive and productive validation experience entails competing models developed by independent teams.

    September 2019 Pdf Dr. Tony Hughes
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