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.
October 25, 2:30 p.m. ET
In a world not so far away, you could have a commercial loan process that’s fully digital, works with your customers for an improved workflow, and allows you to spot and minimize risk to be even more efficient. Sound like a dream? It doesn’t have to be. Join the webinar to learn how to optimize your workflow to have a more streamlined approach to the loan process.
Featured On-Demand Webinars
Commercial real estate (CRE) and multifamily concentrations are a key focus for regulators in the current exam cycle. Regulators have indicated that they will focus on banks with significant growth in CRE or with CRE concentrations approaching/exceeding regulatory thresholds. However, having a CRE concentration is not necessarily a bad thing. We will discuss how to manage this type of concentration risk, including lessons learned from past cycles and current industry “best practices.” Topics will include limit structures, underwriting/policy requirements, MIS and reporting, stress testing and board oversight.
The average cost to originate a business loan is estimated to be $5,000, no matter the amount of the loan. As a result, smaller loans tend to be less profitable than larger loans. To lower costs and improve the borrower's experience, some lenders are changing their process and deploying automation. Find out what these banks are doing to improve profitability.
With the new member business lending rule in effect, many credit unions are seeking to expand their MBL portfolios. Watch this webinar to learn techniques for applying automated technology solutions to improve the borrower experience.
Risk ratings are a foundational element to any financial institution's credit and portfolio risk management strategy. From credit analysis to loan pricing to stress testing and the ALLL calculation, the risk rating is the common language of risk. In order take advantage of all the efficiencies in credit risk management that a robust risk rating system provides, banks and credit unions should regularly revisit their risk rating process to make sure they are up to date on best practices and implementing consistent, standardized processes in risk rating calculations. Join this webinar to learn answers to the top risk rating questions, as well as best practices to implement in your institution's risk rating methodology.
FASB's guidance for estimating expected credit losses will not require a journal entry until fiscal year-ends beginning after mid-December 2020. However, our success at that point is predicated on decisions made yesterday and today In this webinar, Sageworks takes credit unions through an action plan that includes practical steps.
Sageworks has been leading projects to help banks transition from their current allowance processes to the FASB's CECL standard; join them as they walk through the Sageworks Transition Methodology and provide insight on how to structure such a project at your institution.
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.
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, Sageworks 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.
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