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Webinar Replays

Actively Manage Your Credit Risk Through CECL

Nov. 13, 2019
45 Minutes

During this webinar, we’ll explore how firms that own assets held at amortized cost can benefit from the CECL delay and uncover ways the shift to Life-of-Loan reserving can positively affect them.

In addition to CECL, we believe ‘best-in-class’ solutions should include capabilities for credit risk scoring, macroeconomic forecasts, scenario/stress testing and should strengthen an institution’s overall risk management capabilities. In order to maximize the CECL investment, institutions should aim to implement a ‘CECL+’ type of model that is able to provide additional benefits.

Join us to learn more about how a CECL+ model can also improve all areas of portfolio management by:

  • Enabling rapid credit risk scoring of all exposures
  • Estimating expected losses at the loan level
  • Helping measure changes in credit quality and understanding of the credit cycle
  • Providing macroeconomic forecasts specific to portfolio asset classes and geographies
  • Estimating lifetime expected losses for short-term receivables.
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S&P Global Contributor
Bob Durante is a Senior Director in Global Risk Services for S&P Global Market Intelligence. In his role, Bob is responsible for managing client service engagements, providing analytical thought leadership and helping clients measure and manage their credit risk. Since joining S&P Global Market Intelligence in 2008, Bob has led dozens of client engagement projects that focus on development of internal risk rating systems, validation of risk rating and stress testing models and deployment of dozens of Credit Assessment Scorecards representing all major asset classes. Full Bio
S&P Global Contributor
Eduardo Alves is an analytical team lead at S&P Global Market Intelligence’s Risk Services. He delivers risk management solutions for financial institutions of varying sizes and specialties, with a primary focus in the Americas region. Mr. Alves is results-focused and has an outstanding record of exceeding client objectives through high-quality and consistent applications in the areas of credit risk rating methodologies, internal risk rating systems design and validation, stress testing, and thought leadership. Full Bio
S&P Global Contributor
Rad Lukic is a Director at S&P Global Market Intelligence, Risk Services. His focus is on assisting financial institutions and other organizations in validating and improving their credit risk assessment methodologies in a Basel II framework. Full Bio

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