Daily Archives: December 9, 2014

Webinar : Loan Level Stress Testing, Thursday, December 11, 2014 Time: 9:30 a.m. EST

Loan Level Stress Testing – A Unique Opportunity To Drive Value From Compliance? 

Date: Thursday, December 11, 2014
Time: 9:30 a.m. EST

Register Now

Over the last few years, Dodd-Frank Act macroeconomic stress tests have put increased regulatory pressure on U.S. banks with between $10 billion and $50 billion in assets. Many of these banks have already adopted portfolio level net charge-off approaches that are quick to implement and that address immediate regulatory concerns. However, regulatory feedback for the largest institutions indicates more sophisticated loan-level approaches are preferred; we can expect this preference to follow for smaller institutions as well.

The potential move to loan-level stress testing approaches provides banks with a unique opportunity to revisit best practices for loan-level risk assessment and data collection. How can existing credit risk rating systems be best used in a stress testing environment? This session will explore best practices for compatibility between loan-level risk assessment systems and stress testing, and the strategic value that can be gained from such an approach beyond regulatory compliance.

Presenter:
Joseph Montalbano, senior consultant, Ambit Risk and Performance, SunGard

Moderator:
Andy Condurache, Director of Exams and Publications, PRMIA