Estimating Credit Losses in the COVID-19 Pandemic

A Free RiskSpan Webinar



Estimating Credit Losses in the COVID-19 Pandemic 
Thursday, May 28 — 1:00 PM EDT

 

Business-as-usual macroeconomic scenarios that seemed sensible a few months ago are now obviously incorrect. Off-the-shelf models likely need enhancements. How can institutions adapt? 

On Thursday, May 28th, at 1:00 PM EDT, join us for a discussion of:  

  • How to incorporate COVID-19-driven macroeconomic scenarios in an allowance model (for CECL and OTTI attributions)
  • Making necessary enhancements and tunings to credit and prepayment models
  • Model overrides and user-defined scenarios
  • Situations in which management “Q-factor” or qualitative adjustments may be called for

 

Download the Recording

 



Click here to select this column. Always place your content within a column. Columns are indicated by a dashed blue line.
You can resize a column using the handle on the right. Drag it to increase or reduce the number of columns.
You can offset a column using the handle on the left. Drag it to increase or reduce the offset.



RESOURCES & INSIGHTS
CECL
Risk
Portfolio analytics
Agency
Process automation
Data management
ETL
LOGIN
ABOUT US
Team
Careers
Contact Us

Find the right solution for your business

Talk to our experts to customize a data and risk management solution for you.

GET STARTED

Copyright © 2020 · All Rights Reserved | Privacy Policy | Compliance