Forecasting Market Fundamentals to Estimate Expected Loss for Canadian Commercial Real Estate Portfolios
This webinar discusses the impact of new IFRS 9 regulations on Canadian CRE portfolios, creating an effective framework for CRE credit risk analysis, and integrating market factors forecasts for property performance into risk models.
Canadian institutions are faced with increasing requirements with the IFRS9 guidelines and additional pressure to analyze and manage their commercial real estate (CRE) portfolios.
Credit and risk professionals can benefit from better understanding their CRE exposure by incorporating forecasted market factors, including rent, vacancy, and cap rates for all property types across all different census metropolitan areas (CMAs) and provinces.
Analytical tools make it easy to develop predictive metrics and reports, and to calculate estimates for one year and lifetime expected loss for CRE mortgage portfolios. However, conducting a robust assessment on CRE credit risk still poses as a significant challenge for many institutions due to data limitations and constraints on internal resources.
Join Moody's Analytics and PRMIA for this recorded webinar to learn more about:
• The impact of new IFRS 9 regulations on CRE portfolios
• Creating an effective framework for CRE credit risk analysis
• Integrating market factors forecasts for property performance into risk models
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