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Portfolio Stress Testing for the Pandemic – Friday, April 17th at 1 PM EST

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As the industry is embroiled in the worst economic crisis of a generation, the use of portfolio stress testing (“sensitivity shocks”) can help banks identify dangerous vulnerabilities and potential capital shortfall in their portfolios. By segmenting the portfolio into key CRE property types and C & I industry categories, and then simulating the impact of loss of income or collateral on those borrowers, banks can get a directionally correct view of their potential critical areas to address as the crisis unfolds. Join Ardmore Banking Advisors – nationally recognized thought leaders in portfolio stress testing – for an overview of the techniques and trends in stress testing and how to use the actionable results. Attendees will learn how to prioritize concentrations, potential risks associated with certain CRE segments affected by COVID-19 and the types of metrics to apply to build stress testing scenarios around. The presentation will include an example of real stress testing results, and all attendees will be encouraged to ask questions of our industry experts.

Please join us on Friday, April 17th at 1pm for this timely and important presentation.

Please click here to register

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