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.
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
Maintaining Resilience in a Rising Rates Environment
Addressing ALM uncertainties during inflection points in the business cycle
Maintaining Resilience in a Rising Rates Environment
Addressing ALM uncertainties during inflection points in the business cycle
CECL Benchmark Q1 2022
A framework to understand the extent of your allowance (updated for Q1 2022)
CECL Benchmark Q4 2021
A framework to understand the extent of your allowance (updated for Q4 2021)
Not Yet Out of the Woods. How Will Climate Risk Impact Boeing's Credit Risk?
Over the past two years, Boeing Corporation has seen a rise in credit risk led by traditional credit risk indicators such as revenue. Increasingly, climate risk will affect credit risk, and traditional models will need to be adapted to incorporate climate-related factors to accurately assess risk.
CECL Benchmark Q2 2021
In this paper, we continue the research analysis that has been performed for more than a year, which lets us establish a point of view on whether banks will keep building, maintain, or start releasing allowances into the next quarter.
CECL Benchmark Q1 2021
In this paper, we continue the research analysis that has been performed for more than a year, which lets us establish a point of view on whether banks will keep building, maintain, or start releasing allowances into the next quarter.
Canadian Consumer Credit Outlook: Recovery Interrupted
Join us as we discuss the current and anticipated trends for Canadian household credit conditions based on data from Equifax and Moody's Analytics macro and regional economic forecasts.
CECL Benchmark Q4 2020
In this paper, we provide an update, based on 14 top financial institutions, of our triangulation benchmark as of December 31, 2020 to understand the range of reserve action to be expected for Q4 2020 as well as benchmarking for Q1 2021 reserve levels.
ILM vs. CECL: What's the Difference? (December 2020 Update)
This paper compares results from CECL adopters that follow the CECL framework, non-adopter banks that follow the Incurred Loss Model (ILM) framework, and highlights the differences using weighted averages.