Posts tagged with "portfolio risk"

Regulatory Expectations of Your Institution’s Credit Process (2-Part Series)

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The current credit environment and regulatory pressure have forced the management of many banks to reassess the bank’s credit process. Several institutions have found their credit process does not provide adequate sophistication to properly manage increasing portfolio risk. Other institutions have determined that as the bank has grown, the regulators’ expectations of required sophistication of the bank’s credit process have changed.

New tools are being developed to predict portfolio performance and proactively manage portfolio risk. These tools are being employed effectively by community banks as well as large banks to not only better manage portfolio credit risk but also build competitive advantage.

This credit process webinar will provide participants an overview of best practices in credit risk management. Participants will be able to benchmark their institution against regulatory expectations and industry best practices.  

Important Takeaways for attendees:

  • Determining risk tolerance
  • Defining the model portfolio
  • Loan policy/procedures
  • Organization of the lending function
  • Approval process
  • Asset quality rating framework
  • Risk based pricing
  • Quantifying portfolio risk
  • Comprehensive portfolio monitoring/reporting
  • Regulatory guidance for institutions with concentrations in commercial real estate
  • Portfolio stress testing
  • Active portfolio management to achieve the model portfolio
  • Loan officer responsibilities, workload, performance, appraisal and incentives
  • Portfolio Pruning
  • Allowance for loan and lease losses methodology (CECL)

Pricing

$395 for Webinar and Playback*
*Playback has no expiration and may be shared internally

Date of Events

Part 1: Friday, April 20, 2018

  • 12:00 – 1:30 pm (Eastern Time)
  • 11:00 – 12:30 pm (Central Time)
  • 10:00 – 11:30 am (Mountain Time)
  • 9:00 – 10:30 am (Pacific Time)

Part 2: Friday, April 20, 2018

  • 2:00 – 3:30 pm (Eastern Time)
  • 1:00 – 2:30 pm (Central Time)
  • 12:00 – 1:30 pm (Mountain Time)
  • 11:00 – 12:30 pm (Pacific Time)

Credits

3.0 CPE Credits

Your Speaker(s)

John Barrickman

President, New Horizons Financial Group

John Barrickman

About the Speaker

For 27 years, John Barrickman has served as President of New Horizons Financial Group, a financial services industry consulting firm nationally recognized as an expert in the areas of comprehensive credit risk management, credit process, loan policy formation, asset quality rating frameworks, risk based pricing and lender development. John is a frequent speaker and subject matter expert on credit policies and procedures at industry events nationwide.  John is also a Consulting Associate for Capital Performance Group.

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Regulatory Expectations of Your Institution’s Credit Process (2-Part Series)

Register Now

The current credit environment and regulatory pressure have forced the management of many banks to reassess the bank’s credit process. Several institutions have found their credit process does not provide adequate sophistication to properly manage increasing portfolio risk. Other institutions have determined that as the bank has grown, the regulators’ expectations of required sophistication of the bank’s credit process have changed.

New tools are being developed to predict portfolio performance and proactively manage portfolio risk. These tools are being employed effectively by community banks as well as large banks to not only better manage portfolio credit risk but also build competitive advantage.

This credit process webinar will provide participants an overview of best practices in credit risk management. Participants will be able to benchmark their institution against regulatory expectations and industry best practices.  

Important Takeaways for attendees:

  • Determining risk tolerance
  • Defining the model portfolio
  • Loan policy/procedures
  • Organization of the lending function
  • Approval process
  • Asset quality rating framework
  • Risk based pricing
  • Quantifying portfolio risk
  • Comprehensive portfolio monitoring/reporting
  • Regulatory guidance for institutions with concentrations in commercial real estate
  • Portfolio stress testing
  • Active portfolio management to achieve the model portfolio
  • Loan officer responsibilities, workload, performance, appraisal and incentives
  • Portfolio Pruning
  • Allowance for loan and lease losses methodology (CECL)

Pricing

$395 for Webinar and Playback*
*Playback has no expiration and may be shared internally

Date of Events

Part 1: Tuesday, November 14, 2017

  • 12:00 – 1:30 pm (Eastern Time)
  • 11:00 – 12:30 pm (Central Time)
  • 10:00 – 11:30 am (Mountain Time)
  • 9:00 – 10:30 am (Pacific Time)

Part 2: Tuesday, November 14, 2017

  • 2:00 – 3:30 pm (Eastern Time)
  • 1:00 – 2:30 pm (Central Time)
  • 12:00 – 1:30 pm (Mountain Time)
  • 11:00 – 12:30 pm (Pacific Time)

Credits

  • 3.0 CPE Credits

Your Speaker(s)

John Barrickman

President, New Horizons Financial Group

John Barrickman

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Asset Quality Rating Framework – Tool for Managing Portfolio Credit Risk and Assessing ALLL

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A critical tool for managing portfolio credit risk is an effective asset quality rating framework (AQR). The AQR plays multiple roles:

  • Defining the institution’s tolerance for risk

  • Measuring portfolio risk

  • Monitoring portfolio performance

  • Pricing loans

  • Determining the adequacy of the Allowance for Loan and Lease Losses

  • Tool for creating competitive advantage

Banks are recognizing that they need more granularity (number of categories) in the bank’s AQR framework.  The bank must also provide more guidance and objectivity to assigning asset quality ratings to assure consistency across the organization.  Institutions are also recognizing that objective criteria that work for C&I lending do not work well with CRE, A&D/ construction, Ag or specialized lending.  Banks are also finding that incentives must be structured to assure lenders timely and accurately assign AQRs.

Specific subjects covered in the webinar include:

  • Alternative approaches to the asset quality rating framework

  • Using AQRs to define risk tolerance

  • Adding granularity to the AQR framework

  • Assuring timely and accurate assignment of AQRs

  • Translating AQRs to risk premiums in pricing

  • Tracking migration of AQRs

  • Using the AQR framework in assessing the adequacy of the ALLL

 Participants will be able to benchmark their bank against industry best practices.  

Pricing

$249 for Webinar and Playback*
*Playback has no expiration and may be shared internally

Dates of Event

Thursday, August 17, 2017

  • 2:00 – 3:30 pm (Eastern Time)
  • 1:00 – 2:30 pm (Central Time)
  • 12:00 – 1:30 pm (Mountain Time)
  • 11:00 – 12:30 pm (Pacific Time)

Credits

1.5 CPE Credits

Your Speaker

John Barrickman
President, New Horizons Financial Group

John Barrickman

Buy Playback Now Manual Invoice