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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.

    In a case study format, we will illustrate how to translate an economic outlook into loan-level measures of credit risk to help you better quantify and manage the performance of your CRE portfolio.

    Speakers:
    • 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
    Related Articles
    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
    Article

    CECL Build – Is it Enough?

    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.

    June 2020 Pdf Laurent Birade, Phillip Lai
    Webinar-on-Demand

    Adjusting Capital Planning and Strategies for a COVID-19 Scenario

    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.

    May 2020 WebPage Laurent Birade, Olivier Brucker, Ed Young
    Webinar-on-Demand

    Unlocking Trade Credit Limits for Enhanced Returns

    The traditional loss-minimizing approach to managing corporate trade credit can keep write-offs low but may be overly conservative.

    May 2020 WebPage Laurent Birade, Michael Denton, Gustavo Jimenez
    Webinar-on-Demand

    The Impact of the COVID-19 Recession on Consumer Credit

    The COVID-19 pandemic is dramatically impacting consumer credit portfolios.

    May 2020 WebPage David Fieldhouse, James Partridge
    Article

    Unfunded Commitments: Unintended Consequences in Times of Turmoil

    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.

    April 2020 Pdf Laurent Birade, James Partridge, Alex Cannon
    Webinar-on-Demand

    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.

    Article

    Forecasting the Impact of the COVID-19 Recession on Consumer Credit Losses

    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.

    April 2020 Pdf David Fieldhouse, James Partridge
    Webinar-on-Demand

    Incorporation of CECL Into Stress Testing and Capital Planning

    Join our experts as they review the business challenges that CECL presents beyond the reporting date numbers.

    April 2020 WebPage Laurent Birade, Olivier Brucker, Ed Young
    Article

    Dual risk rating and origination strategies: optional (until they are not)?

    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.

    April 2020 WebPage Laurent Birade, James Partridge
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