Portfolio Management for Growth & Profitability
Join Moody’s Analytics Experts for a topical and timely conversation on portfolio credit risk management strategies. This webinar will provide key insights beneficial for credit origination, portfolio management and risk management functions.
Continued volatile economic events around the world affect the business and value chain of every financial institution demanding quick action. The demand for identification, measurement, and management of portfolio risk is greater now than it’s ever been before. This has led to substantial evolution of Portfolio Risk Management over the past 5 years to become one of the key functions that support critical bank strategy.
Low loan growth and margin compression are pushing banks to assess out of footprint opportunities and constantly assess acquisition targets. This is complicated further by downstream effects of CECL reverberating throughout the organization, elevating portfolio & risk management functions’ importance to new heights.
In this conversation, Moody’s Analytics experts will share key strategies to:
- Find the signals and the noise to effectively assess sustainable growth opportunities for your portfolio
- Streamline portfolio assessment across economic, capital, and accounting views
- Improve profitability with a forward-looking approach to segment deterioration
- Unleash your potential with a renewed approach for limit setting and concentration risk assessment
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SpeakersAbinash Arulanandam Director-Portfolio Management Moody's Analytics
Jin Oh Senior Director-Industry Practice Lead Moody's Analytics
Libor Pospisil Senior Director, Banking Research Moody's Analytics
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Jin Oh is a Senior Director in the Global Risk Solutions Practice for the Americas, responsible for solution structuring of portfolio risk management, stress testing, and capital planning solutions for large financial institutions including banks and insurance companies. She also works with clients on the impact of ESG and climate on portfolio credit risk and stress testing. Prior to joining Moody’s, she was an engagement director at KPMG, leading capital planning and stress testing implementations for large global financial institutions. Jin holds a Bachelor of Arts in Economics from Cornell University.
Libor Pospisil heads the Correlation Research Team within the Portfolio Research Group of Moody’s Analytics. The team is responsible for research, modeling, and data analysis in the area of credit correlations. This includes correlation models for portfolio credit risk assessment as well as models for stress testing of a credit portfolio and integrating credit risk with other types of risk. Libor holds a Ph.D. degree in statistics from Columbia University in New York. Before joining Moody’s Analytics, he was a faculty member at the Department of Statistics at Columbia University. In addition to teaching graduate level courses ranging from Time Series Analysis to Stochastic Methods in Finance, he conducted research in the field of mathematical finance. His research on pricing derivatives, risk measures, in corporate bond prices was published in Journal of computational Finance and Journal of Fixed Income. He joined Moody’s Analytics in 2010 and since then he has worked on credit correlation research for risk management products as well as on projects which involve direct cooperation with clients, using their data and designing customized models.