As economic uncertainty, refinancing pressures, and shifting borrower performance continue to influence the banking landscape, financial institutions must remain vigilant in assessing portfolio risk and preparing for potential credit deterioration. This session will explore emerging commercial and consumer credit trends, early-warning indicators of portfolio stress, concentration risk management, and evolving expectations surrounding ACL and CECL methodologies. Attendees will gain practical insights into strengthening credit monitoring practices, evaluating emerging risks, and positioning their institutions to proactively respond to changing economic conditions as they prepare for 2027.
After Completing This Course, Participants Will Be Able To:
- Identify emerging commercial and consumer credit risk trends
- Evaluate credit monitoring and stress-testing practices
- Assess the impact of changing economic conditions on ACL and CECL estimates
- Develop strategic actions to strengthen portfolio oversight and risk management
Who Should Attend:
Participants should have a foundational understanding of banking credit risk principles, loan portfolio management, and the regulatory framework surrounding the Allowance for Credit Losses (ACL) and Current Expected Credit Losses (CECL) methodologies.
CPE details are provided on the registration page.