Managing CRE Concentration Risk through Effective Loan Review and Stress Testing

Wednesday, March 14, 2018 • 2:00 – 3:30 p.m. ET

2.0 CLBB

Regulators are focusing on commercial real estate portfolios. The added dynamic of CECL will require institutions, including those with less than $10 billion in assets, to improve risk management and credit portfolio management to better stratify loan portfolios and understand all the concentrations.

This Briefing will focus on:

  • Why CRE concentrations are on everyone’s minds and why they are getting so much attention
  • Why a holistic approach to CRE risk management can help banks and other lending institutions accomplish their objectives while complying with regulator expectations
  • How your institution can transform a traditional loan review program into a dynamic function which adds value to your institution beyond risk rating accuracy
  • New ways institutions can look at their CRE concentrations internally (management) and through their loan review process (internal or external)
  • Real life examples used to display some of the simple, but extremely effective methods in which data can play a key role
  • How to build simple but dynamic stress testing capabilities for your institution with real life examples
  • Examining how stress testing plays into your institution’s CRE concentrations — not just for banks with over $10 billion in assets. If you have a meaningful CRE concentration, pointed stress testing can help you assess your institution’s most critical risks.


  • Giulio Camerini, Managing Consultant, Crowe Horwath LLP
  • Dave Keever, Credit Portfolio Managing Executive, Crow Horwath LLP

Register Now

Course / Seminar Type: Recorded Webinars
Course / Seminar Category: Lending & Credit Training
Course / Seminar Code:
Course / Seminar Start Date: 03/14/2018
Course / Seminar Price: $235
Course / Seminar Location:

In Archive