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Predicting Portfolio Credit Quality

The Great Recession demonstrated graphically the perils of relying on prior credit performance as a good indicator of future credit performance especially if an institution is growing its portfolio using aggressive underwriting in high risk types of lending and allowing concentrations to build in the portfolio. Progressive banks and the regulators are recognizing the importance of accurate predicators of future credit performance, ongoing portfolio monitoring and stress testing.

This one day workshop will provide participants with guidance on developing the following:


Who Should Attend:
Executive Management
Senior Lenders
Senior Credit Officers
Credit Personnel as appropriate

Program Length: One Day

  • Risk Tolerance Statement
  • Model Portfolio
  • Risk Profile
  • Predicative Portfolio Monitoring tools
  • Stress Training