Taking the Mystery Out of Loan Stress Testing

Man Woman Reviewing Monitor
  • 5/21/2015
  • Webinar
  • Hosting and speaking

Stress testing is an important risk management function of any financial institution — and should be done on a routine basis. However, loan officers and reviewers may find this task daunting.

In this webinar Thomas Danielson webinar discussed stress testing individual loans and talked about strategies for evaluating the financial institution’s entire loan portfolio.

This session coverd:

  • Loan portfolios — methods for evaluating risk, including analyzing loan vintages, migration analysis, loss severity, probability of default, and loss given default
  • Individual loans — measuring the impact of rising interest rates on a borrower’s ability to pay and identifying and modeling key performance indicators for various loan types

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