Join us in this panel discussion as we have conversations around the first round of Loan Deferments and the effects of the deferments on credit quality and what affects second rounds of Loan Deferments will bring. We will discuss deferments from both a banking standpoint with Tiffany Temple, SVP – Director of Credit Risk Analytics at Hancock/Whitney Bank and understand the audit process from Eve Rogers, Partner with Crowe.
The recent pandemic shutdown and other environmental events prove that your borrower’s prior year financials may not reflect their current operating reality. What are you doing in the current environment, to use old data to quantify current and future risk?
Risk-based decision making is arguably more difficult than it has ever been. We live in a world awash with data and with a huge array of potential useful risk signals. At the same time, the world and its supply chains have become less predictable, making accurate forecasts even more challenging. In this session we will talk about some useful tools and strategies for better risk decision analytics. We will focus on bringing the following three areas together:
Loan performance has been better than the historical relationship with unemployment would suggest. As federal benefits, payment accommodations and moratoriums begin to dry up, lenders brace for a default surge. In this session, we highlight the most vulnerable products, borrowers and geographies. We also look ahead to where the greatest opportunities and uncertainty lies in 2021.
The economic fallout from the pandemic has put enormous strain on government budgets globally adding significantly to already enlarged sovereign debt loads in many countries. This has led many to question how much fiscal headroom that governments will have to further support their economies in the current or a future crisis. In this webinar, we review the measurement of fiscal space—the additional debt-financed spending that national governments can do without putting debt sustainability or market access at risk—and quantify the outlook and risks across more than 70 countries.
This session will explore how climate change scenarios can be used to meet regulatory requirements, facilitate Task Force on Climate-related Financial Disclosure (TCFD) reporting, and enhance internal risk management. We discuss our methodology for constructing climate change scenarios, demonstrate our current capabilities and outline our roadmap for further product development.
2020 has been a transformational year for the accounting profession in banking. Adoption of CECL and COVID-19 created a perfect storm in accounting for banks most significant estimate.
Come learn about allowance frameworks during the pandemic, accounting for the unexpected as well as what comes next. We will be speaking with FASB’s past chairman, Russ Golden, about standard setter’s current and future projects, discuss the impact of Climate Risk and AI technologies on the accounting estimates, and address Q-factor CECL methodologies.
Join us for an engaging dialogue on setting a reserve in the face of uncertainty between the Director of Risk Analytics for First Citizens Bank and the Deputy Chief Economist at Moody's Analytics.
Climate change is no longer just an environmental problem. Climate risk IS a financial risk. Back in 2005, Hurricanes Katrina and Rita were expected to result in at least $1.3 billion in bad loans. Is climate risk something you consider in your CECL process? If not, what does it mean to you? Is there a way to quantify how your institution’s ECL is affected?
Technology as the cornerstone in the search for efficiency ratio improvement is not new, but the rate of adoption has intensified as a result of the ongoing COVID-19 pandemic. In this session, we will explore trends in automation of customer onboarding process in commercial lending before, during and after COVID-19. We will touch on diverse set of topics, including making effective use of increasing amount of customer data, shift to cloud based technology and resulting cyber security concerns and digitization of previously manual processes.
In this session, we discuss ways that non-traditional sources of data can help you in your credit origination and assessment process. We'll hear from two leading Fintech providers of alternative data, and discuss how the Moody's Analytics Accelerator integrates non-traditional data into new or existing product opportunities.
The current lending climate presents several challenges for pricing and yields. We will discuss how recent trends can affect your institutions and what strategic portfolio management elements you may have to turn to. Hear insights on balance sheet and optimization of portfolios.
A panel discussion with industry experts examining the state of CRE data. They will assess what has changed in the access and availability of CRE data over the last few years, what data has proved valuable during the pandemic, and how daily workflow platforms are changing.
The Commercial Real Estate market is going through the transition of a generation. Experts from Moody’s Analytics REIS and Moody's Investors Service will discuss the short and long-term impacts of COVID-19 on the CRE market. They will then turn to a detailed investigation of the office market, including the most impacted markets and the effects of current and long-term behavioral changes in office usage.
The wave of credit risk is building in CRE - How can defaults be predicted in this environment? How can loss provisions for CRE be optimized? How can you value assets when transactions have slowed? A panel of experts in credit risk assessment from Moody’s and the industry will share their views on this critical topic.