Dallas-Fort Worth Chapter: Advanced Credit Risk Analytics
Many banks struggle quantifying the level of risk in their loan portfolios and have little visibility to incremental changes in credit quality metrics that are predictive of future losses. This session will explore the best practice of utilizing Expected Loss as the foundation for managing risk across all credit functions including underwriting, monitoring, reporting, CECL, and stress testing. These techniques can significantly reduce credit losses and give bank executives the strategic visibility they need.
Topics will include:
- Selecting a risk rating scale
- Calculating expected loss
- Integrating expected loss into CECL
- Impact of expected loss on credit risk management
- Incorporating expected loss into profitability analysis
Aaron Taylor, CFA, CPA
President, Sola Analytics
Aaron has over 20 years of banking industry experience with an emphasis on stress testing, enterprise risk management, and financial reporting and analysis. Before forming Sola Analytics, he spent 10 years at a regional financial institution based in Dallas, TX. In the role of Executive Vice President, Director of Capital Planning, Aaron oversaw the development of the Dodd Frank Act Stress Testing (DFAST) program. This encompassed establishing an effective risk governance structure and designing pre-provision net revenue and credit loss models.
Prior to that he led the formation and development of both the Enterprise Risk Management (ERM) and Financial Planning & Analysis (FP&A) departments. While leading the FP&A department, he successfully managed the implementation of a comprehensive financial reporting, budgeting, and forecasting system used for all internal, regulatory, and SEC reporting. Aaron also has extensive experience in mergers and acquisitions, profitability reporting, asset liability management, securities analysis, and cash flow modeling.
Aaron earned his Bachelor of Science in Finance from Oklahoma State University and his Masters of Science in Accounting and Information Management from the University of Texas at Dallas.
Registration to the live session includes:
- One online connection
- CPE credit for registrant
- Permission to reproduce the handouts and other written material for additional attendees at your location
Only registered attendees of the live session can obtain CPE credit
|| Earn up to 1 hour of CPE credit.
- Level: Intermediate
- Prerequisites: None
- Advance preparation: None
- Field of Study: Specialized Knowledge - Technical
- Instructional Method: Group Internet Based
- Length: 60 minutes
For more information regarding administrative policies such as concerns or refunds, call 312-578-1300. FMS is registered with the National Association of State Boards of Accountancy as a sponsor of continuing professional education on the National Registry of CPE Sponsors. State boards of accountancy have final authority on the acceptance of individual courses. Complaints regarding sponsors may be addressed to: The National Registry of CPE Sponsors, 150 Fourth Avenue, North, Suite 700, Nashville, TN 37219-2417 Web: www.nasba.org.
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