Managing CRE Concentration Risk through Effective Loan Review and Stress Testing
Wednesday, March 14, 2018 • 2:00 – 3:30 p.m. ET
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