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COVID-19: CECL, Stress Testing and Overall Credit Risk Impact

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Manage episode 261497804 series 1756199
Inhoud geleverd door GARP. Alle podcastinhoud, inclusief afleveringen, afbeeldingen en podcastbeschrijvingen, wordt rechtstreeks geüpload en geleverd door GARP of hun podcastplatformpartner. Als u denkt dat iemand uw auteursrechtelijk beschermde werk zonder uw toestemming gebruikt, kunt u het hier beschreven proces https://nl.player.fm/legal volgen.

To help risk managers stay informed of the latest developments and address the challenges associated with COVID-19, GARP has launched a podcast series featuring lively discussions with thought leaders and experts.

The economic fallout from the coronavirus pandemic – including crashing stock markets, plummeting oil prices and soaring unemployment – has resulted in significant credit issues at financial institutions across the globe. All of the uncertainty has not only raised questions about bank capitalization and stability but also forced firms to adjust their credit risk models and assumptions. In this GARP podcast episode, Cris deRitis, Deputy Chief Economist at Moody’s Analytics, will discuss how the pandemic is effecting credit risk modeling, Current Expected Credit Loss regulation and stress testing in the US and Europe.

  continue reading

78 afleveringen

Artwork
iconDelen
 
Manage episode 261497804 series 1756199
Inhoud geleverd door GARP. Alle podcastinhoud, inclusief afleveringen, afbeeldingen en podcastbeschrijvingen, wordt rechtstreeks geüpload en geleverd door GARP of hun podcastplatformpartner. Als u denkt dat iemand uw auteursrechtelijk beschermde werk zonder uw toestemming gebruikt, kunt u het hier beschreven proces https://nl.player.fm/legal volgen.

To help risk managers stay informed of the latest developments and address the challenges associated with COVID-19, GARP has launched a podcast series featuring lively discussions with thought leaders and experts.

The economic fallout from the coronavirus pandemic – including crashing stock markets, plummeting oil prices and soaring unemployment – has resulted in significant credit issues at financial institutions across the globe. All of the uncertainty has not only raised questions about bank capitalization and stability but also forced firms to adjust their credit risk models and assumptions. In this GARP podcast episode, Cris deRitis, Deputy Chief Economist at Moody’s Analytics, will discuss how the pandemic is effecting credit risk modeling, Current Expected Credit Loss regulation and stress testing in the US and Europe.

  continue reading

78 afleveringen

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