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Joe Kennerson
Managing Director
Darling Consulting Group
Joe is a Managing Director at Darling Consulting Group. In this capacity, he works directly with financial institutions by providing solutions for their asset liability management process in the areas of interest rate risk, liquidity risk management, ALM modeling, regulatory compliance and executive-level education. He is a frequent speaker and author and directly advises clients in all aspects of ALM.
Loan cash flow uncertainty is a hidden risk in our industry. Consider this…according to Darling Consulting Group’s new Loans360°® technology, 30% of all commercial real estate loans have a coupon over 7%. However, 44% of all CRE loans are below 4.50%. This makes it challenging for institutions to understand how many loans are at refinancing risk under different falling rate scenarios.
Here’s another wrinkle. DCG’s data scientists are finding that prepayment sensitivity goes beyond just coupons. Vintage as well as proximity to reset/maturity are also significant factors. Understanding these additional dimensions is critical for managing liquidity, refining forecasts, and strengthening interest rate risk and CECL models.
Please join us for this webinar as we share an inside look at Loans360°. Attendees will be the first to experience a live demonstration of this interactive solution to help better inform risk models and support portfolio and pricing strategies.
Specific areas of focus will be:
DCG’s new forecasted prepayment analysis and Study
How coupon, vintage, and proximity to reprice/maturity impact prepayment expectations
Identifying loans at risk of refinancing by drilling down into coupon bands, vintages, etc.
Help identify rate modifications
Going beyond cash flow…analyzing and forecasting origination rate activity
Who Should Attend?
Finance
Lending
Risk Management