Upcoming Bank Webinars
Sageworks regularly hosts free webinars on a variety of banking topics, including regulatory changes and lending best practices. Many of these sessions also feature industry consultants. On-demand webinars are also available below and through the archive.
In a recent poll, 42% of bankers indicated that Commercial Real Estate is the primary focus for growth in the loan portfolio. At the same time, regulators are concerned that CRE may be overheating as lending standards have eased and CRE portfolios have experienced significant growth.
Featured On-Demand Webinars
In this webinar series, Sageworks consultants present the fundamental methodologies that institutions will use with the CECL model and shows examples of how the calculation may vary by loan pool. Access all the recordings to see how to apply expected credit loss estimations to loan concentrations.
FASB's guidance for estimating expected credit losses is not prescriptive and, therefore, examiners are not asking exactly how you plan to calculate your reserve under CECL today. However, due to the shift from an incurred to expected loss model, credit unions need to be working on loan-level data collection now as a first step toward being compliant under future GAAP.
A DCF method affords institutions flexibility in their approach, is more prospective in nature, has cross utilization purposes that can inform pricing and valuation within the same model and is applicable to institutions with limited historical data. In this webinar, Garver Moore covers appropriate use cases for running a DCF analysis including a look at data requirements, advantages and disadvantages.
In a recent poll, 42% of bankers indicated that Commercial Real Estate is the primary focus for growth in the loan portfolio. At the same time, regulators are concerned that CRE may be overheating as lending standards have eased and CRE portfolios have experienced significant growth. In this webinar, Rob Ashbaugh, a senior risk management consultant for Sageworks, discusses how banks and credit unions can continue to grow the CRE portfolio while keeping risk in check.
A key challenge banks and credit unions face in the loan origination and administration process is document management. From collection to data entry, borrower documents are often a major bottleneck. View this webinar to see a demonstration of the patented, award-winning Sageworks Electronic Tax Return Reader.
Join Steven Martin from Sageworks and small business expert Nick Miller, President of Clarity Advantage, as they share strategies to accelerate small business lending.
For this webinar on global cashflow and pass-through entities, Linda selects twelve questions that got the most views in the last twelve months, according to Google Analytics. Total views were 66,735! See what lending professionals like you are searching for, and getting the answers to, on global cashflow, k-1s and pass-through entities. The session covers pass-through questions like how they land in the 1040 and where they come from on the K-1, the 1065 and the 1120S (K, M-1, M-2, K-1).
Aaron Lenhart details the importance of scenario analysis under current GAAP and how to incorporate exercises that will be an integral part of planning for CECL implementation. The presentation includes key factors to consider, example scenarios, key CECL preparation information and tips for improving or beginning scenario analysis in your institution.
Risk ratings are the basis for understanding credit risk in the portfolio, yet many institutions struggle to maintain and apply an objective risk rating system. Accurate risk ratings allow institutions to better price loans and account for risk in the allowance for loan and lease losses (ALLL). This webinar covers the basics of identifying risk, pricing it appropriately and reflecting it in the reserve.
Within the ALLL, the appropriate determination of adjustments for qualitative and environmental factors may be the biggest challenge in arriving at a defensible and justifiable calculation, particularly in periods of low loss. In this webinar, Sageworks consultants discuss Q factors' inherent subjectivity, provide best practices for justifying assumptions in times of low loss, outline regulatory expectations and offer a glimpse into what other banks' Q factor levels were during the time of the webinar.webinar archive