Join us for an in-depth analysis of CRE loan performance and credit risks under Moody’s latest economic and real estate scenarios.
• Chris Henkel, Senior Director, Moody's Analytics REIS
• Laurent Birade, Senior Director, Moody's Analytics
• Sumit Grover, Director, Moody's Analytics
• James Partridge, Director, Moody's Analytics
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?
In this paper, we set out to triangulate on a reasonable range of reserves for the Current Expected Credit Loss (CECL). This methodology can be highly useful in times of uncertainty.
Nobody expected the end of the economic cycle to happen so suddenly, but adjustments will be required given the materiality of the events unfolding. How can you quickly adjust for an ever-evolving scenario where today’s assumptions may not hold tomorrow.
The traditional loss-minimizing approach to managing corporate trade credit can keep write-offs low but may be overly conservative.
The COVID-19 pandemic is dramatically impacting consumer credit portfolios.
The COVID-19 pandemic has pushed many commercial entities to increase their borrowing and drawdown on their lines of credit. We use bank call report data to analyze the potential impact to capital levels at US financial institutions.
Join us for a comprehensive presentation on the state of the U.S. CRE market, and the impact on measures of credit quality.
We discuss the major implications of the COVID-19 recession on consumer credit performance over the next two years at the national, state, credit score band, and asset class level.
Join our experts as they review the business challenges that CECL presents beyond the reporting date numbers.
During the last financial crisis, some of the better-performing commercial credits were originated under extremely conservative origination policies This paper explores risk rating options and advises what you can do now to enhance your origination process.