Join CECL experts Robby Holditch and Christian Henkel as they share CECL implementation guidance and best practices.
Many banks, savings institutions, and credit unions have for decades derived loan loss reserve amounts from their internal risk ratings. Given the requirement to run frequent reserve calculations that incorporate all future expected credit losses, your organization might soon see a separation of these two important risk metrics.
Watch this on-demand webinar whether you need additional guidance on navigating CECL or want to get best practices for successful compliance. Robby Holditch and Christian Henkel, CECL experts at Moody’s Analytics, cover the main CECL requirements including historical loss experience, current conditions, and reasonable and supportable forecasts.
Join us for an in-depth analysis of CRE loan performance and credit risks under Moody’s latest economic and real estate scenarios.
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?
The impacts of COVID-19 are not uniform across the nation. Quantifying these differences is critical to making better informed business decisions.
Join Moody's Analytics and our panel of financial institution executives, as they share their challenges and successes in navigating the second round of the SBA's PPP Loan Program, as well as the potential for the third and fourth round of stimulus for small businesses.
Join us for a comprehensive presentation on the state of the U.S. CRE market, and the impact on measures of credit quality.
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?
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.
Learn how data and technology are being used to improve CRE lending and investment decisions…and how to motivate your underwriting staff!
The new CECL accounting standard requires institutions to incorporate forward-looking information in their estimate of expected lifetime losses.
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.