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

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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?

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    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.

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    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!

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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
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    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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    Will CECL Ultimately Be Worth All the Fuss?

    The industry is currently a hive of CECL-related activity. Many banks are busily testing their systems or finalizing their preparations for the go-live date, which is either in January 2020 or somewhat later, depending on the organization. Some are still making plans for implementation, and the rest are worried that they should be.

    August 2019 Pdf Dr. Tony Hughes
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    CECL – Using a Reasonable and Supportable Forecast (Presentation Slides)

    The new CECL accounting standard requires institutions to incorporate forward-looking information in their estimate of expected lifetime losses.

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    The Real Value of Stress Testing: Has CCAR Been Validated?

    The theory that banks are now safer because of CCAR, though, has not yet been tested.

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    Moody's Analytics Webinar: CECL – Using a Reasonable and Supportable Forecast

    The new CECL accounting standard requires institutions to incorporate forward-looking information in their estimate of expected lifetime losses. Join CECL experts as they discuss ways in which this requirement can be achieved by community banks and credit unions.

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