EBA / BANKIT: Credit monitoring for Moratorie, Forborne and Stage 2. From theory to practice.
Bank of Italy ed EBA they requested "Information on the strategic alignment of banks with post-Covid scenarios and structural changes in the market". In other words, the banking system is required to assess the riskiness of their portfolios in relation to the expected trend of the real economy.
The focus is on the Moratoria (although the request also applies to the other Forborne, Stage 2, UTP) and concerns not only the prospective assessment of the impacts relating to the time frame 2021-2023 Anchor me detail of the methodology adopted for the analysis in light of the new definition of default. Terms like SICR, SREP Watch List, Forbearance, past-due insiders are aware of, as well as the objective difficulties of consolidating an evaluation model capable of assigning individual positions or clusters of companies the reference "internship" that takes into account available information, updated data analysis, prospective evaluations, sector, etc.
In fact, once the "stage" has been defined, the banking procedures process the corresponding values to be set aside, but what is the methodology and logic for "Staging"? Is it possible to carry out these assessments only at an aggregate level, using forecast statistical models? An approach is possible for "Single name"? What are the difficulties and how to overcome them? In summary how to pass from a traditional analysis model to an "expert" evaluation system (which the Bank of Italy itself has been adopting for years now)?
We talked about it together with experts from the banking system with the aim to simulate the various problems that professionals are forced to face and to show possible solutions.
Introduces the webinar by Dr. Emanuele REGIS - General Manager at Banca Cassa di Risparmio di Savigliano Spa
Alessandro WHISTLES - Leanus Administrator
Giuliano MONEY - Member of the Finance Commission and Banking Commission ODCEC Milano
Cristian FUSES - Ceo BGWORLD extension Ltd.
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