|Event Date||Wed Dec 1 EST (6 days ago)|
Continued volatile economic events around the world affect the business and value chain of every financial institution demanding quick action. The demand for identification, measurement, and management of portfolio risk is greater now than it’s ever been before. This has led to substantial evolution of Portfolio Risk Management over the past 5 years to become one of the key functions that support critical bank strategy.
Low loan growth and margin compression are pushing banks to assess out of footprint opportunities and constantly assess acquisition targets. This is complicated further by downstream effects of CECL reverberating throughout the organization, elevating portfolio & risk management functions’ importance to new heights.
In this conversation, Moody’s Analytics experts will share key strategies to:
• Find the signals and the noise to effectively assess sustainable growth opportunities for your portfolio.
• Streamline portfolio assessment across economic, capital, and accounting views.
• Improve profitability with a forward-looking approach to segment deterioration.
• Unleash your potential with a renewed approach for limit setting and concentration risk assessment.
Director-portfolio Management, Moody's Analytics
Director-risk and Accounting Solutions, Moody's Analytics
Director, Banking Research, Moody's Analytics