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Tuesday, October 29, 2013
MEETING REGULATORY EXPECTATIONS FOR PORTFOLIO ANALYSIS
Regulators are expecting banks to understand the risk in their portfolio and in response adjust their reserves, capital, underwriting criteria and targeting of customer segments based on stress tests. This session will discuss the tools for portfolio analysis and the stress testing of your portfolio with linkage to macroeconomic scenarios. The ability to meaningfully address the regulator prescribed macroeconomic scenarios is a difficult challenge for portfolio analysis. Another large issue associated with portfolio analysis and stress testing is the availability of data to provide a meaningful history over the past 10-15 years of your Small and Medium Sized Business (SMB) portfolio. Attendees will leave the session with a better understanding of the portfolio analysis expected by regulators and an approach to stress testing their individual exposures.