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Webinar Replay: 7 Key Drivers Of Credit Risk In Commercial Loan Portfolios
March 22, 2018
For Banks, Real Estate, and Project Finance Exposures
For 2018 and beyond, financial institutions are contending with multiple challenges tied to disruptive trends and technologies, regulations, and new competitors – all while pursuing new strategies for sustainable growth.
In this environment, being able to efficiently identify increasing risk exposures and act upon on this is insight is critical to maintaining your profitability and market exposure. In this webinar, we will identify 7 key drivers for 3 types of commercial loan exposures, as well as simple, but cutting edge approaches to develop and implement your risk models even when there is a lack of available data.
Vickesh MistryDirector, Risk Services, S&P Global Market Intelligence
Vickesh is a senior member of S&P Global Market Intelligence’s Credit Specialist team in Asia Pacific where he is responsible for driving Risk Services solutions and enabling product development. Full Bio
Vickesh is a senior member of S&P Global Market Intelligence’s Credit Specialist team in Asia Pacific where he is responsible for driving Risk Services solutions and enabling product development. Vickesh has experience as a Product & Market Development leader for the Microsoft Office product suite in APAC. He has diverse background across Commercial and Product Operations through a 9 year career which started at American Express in Corporate Sales Strategy.
Vickesh holds a BSc (Hons) in Investment & Financial Risk Management from Cass Business School, an IMC and is concurrently a CFA III candidate. Minimize
Edward McKeonDirector, Credit Risk Solutions, S&P Global Market Intelligence
Ed is a Director in the Credit Risk Solutions team of S&P Global Market Intelligence, based in Singapore. Full Bio
Ed is a Director in the Credit Risk Solutions team of S&P Global Market Intelligence, based in Singapore. Since joining in 2012, he has managed and participated in the development, implementation, and validation of Basel II internal ratings systems, including Probability of Default (PD) and Loss Given Default (LGD) for low-default asset classes, for numerous clients across the EMEA and APAC regions.
Ed is part of the team in APAC, heading ASEAN & Pacific operations, since 2017. Prior to this he was part of the EMEA team in London, charged with managing our financial institutions (both banking and non-banking) Probability of Default (PD) solutions and delivering PD complex solutions and consultative assignments for Banks.
Ed holds an undergraduate degree in Accounting & Finance from Durham University. Ed also holds a postgraduate Masters in Science (MSc) in Investment Analysis from Aston University. Minimize
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