Credit loss forecasting models are only as effective as the data on which they were built, and few, if any, were designed to capture the effects a sudden pandemic would unleash on the U.S. economy. In times like this, how are financial institutions determining the right amount to set aside for future credit losses?
Join us for an insightful discussion and a case study on an approach to quantitatively model credit risk in a range of economic scenarios, and adjust the results to capture information that models may not consider.
- Chris Henkel, Senior Director, Moody's Analytics REIS
- Alex Cannon, Associate Director - Senior Strategist, Moody's Analytics
Other Webinars in the CRE Credit Risk Series: