Agenda

Tuesday 25 March 2025
08:00 - 08:50

Registration and breakfast

08:50 - 09:00

Chair’s opening remarks

Event Moderator

09:00 - 09:45

MACROECONOMIC ENVIRONMENT – PANEL DISCUSSION

Reviewing macroeconomic environment changes and impacts to credit

  • Managing conflicting macroeconomic indicators
  • Managing anticipation of increased defaults
  • Understanding the impact from the growth of private credit providers
  • Effectiveness of historical indicators in predicting a recession
  • Managing high inflation and interest rates
  • Interest rate environment and corporate credit defaults
  • Commercial real estate loans in the post COVID world
  • Changes in debt levels to consumer with higher rates

09:45 - 10:20

BASEL END GAME

Reviewing Basel proposal and its impact to credit risk

  • Overview of the Basel 3 proposal and the Basel End Game
  • Delving into key changes for credit risk under the Basel guidance
  • Assessing the potential impacts to the market and pricing
  • Expectations on impacts to models and valuations
  • Reviewing approaches across jurisdictions

10:20 - 10:50

Morning refreshment break and networking

10:50 - 11:25

INTEREST RATE RISK

Mitigating the impact of interest rate risk on commercial and consumer debt

  • Assessing economic trends and factors impacting interest rate changes
  • Reviewing risks of refinancing and leverage in a changing rate environment
  • Maintaining up-to-date models and assumptions
  • Impact of elevated rates on unsecured consumer lending
  • Balancing inflation price rises and increased interest rates
  • Impact of changing rates on the prepayment model

11:25 - 12:00

INTEREST RATE RISK

Effectively navigating uncertainty in macro and funding markets – how prepared are FIs for the road ahead?

  • Assessing US interest rate and funding market outlook
  • US macro-outlook: base case and potential risks
  • US interest rate outlook: base case and pitfalls
  • Fed balance sheet outlook: base case and risks
  • USD funding market outlook: base case and risks

12:00 - 12:35

DELINQUENCY RATES

Assessing increased delinquency rates after a period of low rates

  • Impact of pandemic measures on delinquency rates
  • Changes as restrictions and payment deferrals expire
  • Monitoring rates across portfolios
  • Managing upside trends in delinquencies

12:35 - 13:35

Lunch break and networking

13:35 - 14:10

COMMERCIAL REAL ESTATE

Anticipating and mitigating potential CRE risks on the horizon

  • Identifying and managing concentration risk across the industry
  • Management of exposure and ripple effect across the industry
  • Impact of interest rate rises on commercial loans
  • Monitoring and stress testing risks to drive diversification
  • Future of regulation to test resiliency of wholesale banking
  • Credit loss impacts of holding a non-performing asset
  • Repricing loans with decreased rental demand
  • Monitoring trends in CRE and increased realized losses
  • Managing the impact to smaller banks exposed to CRE risk
  • Increased delinquencies with reduced office occupancy
  • Diminishing risk appetite to finance CRE sector
  • Interaction with CECL in estimating expected losses

14:10 - 14:55

COLLATERAL VALUATION – PANEL DISCUSSION

Mitigating the impact of maturing commercial mortgage-backed securities (CMBS) 2025

  • Evaluating post-pandemic shifts in commercial real estate demand and collateral valuation
  • Assessing AI-driven valuation models and their role in improving transparency and accuracy
  • Addressing the growing importance of ESG factors in commercial asset valuation
  • The influence of interest rate volatility on collateral and market sentiment
  • Leveraging big data analytics to overcome valuation uncertainties and improve risk forecasting

14:55 - 15:25

Afternoon refreshment break and networking

15:25 - 16:10

CREDIT DEFAULTS – PANEL DISCUSSION

Assessing the impact of credit defaults

  • Prevention & detection of defaults
  • Managing an uptick in defaults with volatility
  • Underwriting in the current market
  • Adequate reserving for potential losses
  • Adjusting scenarios and projections to reflect losses
  • Assessing impact on bank revenues and industry

16:10 - 16:45

NAVIGATING UNCERTAINTY: MASTERING CREDIT RISK STRESS TESTING

Reviewing the impact of credit risk and allowance measurement in an uncertain economic environment

  • Reviewing impact of approaches and effectiveness in mitigating downturn risks
  • Variations in approaches and impact to allowances
  • Lessons learned across jurisdictions and implementation approaches
  • Process review for estimation of credit losses
  • Future changes to advance best practice
  • Impact of GFC on approaches with relax in rules
  • Treatment of realized losses during historical GFC periods

16:45 - 17:20

STRESS TESTING

Breaking the silo between market and credit through consistent stress testing scenarios

  • Global scenarios vs cluster risks vs idiosyncratic
  • An optimal framework and practice
  • The time dimension and the resetting nature of collateral
  • Liquidation costs vs MPOR
  • The adoption of default probabilities
  • PFE, XVA, MTM Counterparty Stress
  • Crisis ahead
  • Reviewing the big trades that could impact hedge funds

17:20 - 17:30

Chair’s closing remarks

17:30

End of credit risk congress and drinks reception

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If you would like to be part of the agenda or have any questions regarding the agenda and speaker lineup, please contact the producer of the event through producer[@]cefpro.com or call us at (+1) 888 6777007 for more information.