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Climate Risk in Banking
White PaperLearn how climate-related financial risk can significantly affect Financial Institutions. FRG explores its impact on banks, using scenario analysis to illustrate effects on loan portfolios.
Integrating ECL Onto a Stress Testing Platform: Credit Risk Characteristics
White PaperThere are three considerations an FI should address when considering methodological integration of ECL onto a stress test platform. In part three of this series, FRG examines how credit loss in the ECL process can leverage the changes in the credit risk profile of a portfolio during a stress scenario.
Integrating ECL Onto a Stress Testing Platform: Portfolio Composition
White PaperIntegrating ECL Onto a Stress Testing Platform: Scenarios
White PaperIntegrating an ECL process onto a stress test platform requires careful consideration of several steps, including which scenarios to use and how to define scenario weights. Download this paper to read an overview of the reasoning and decisions FRG made as we implemented our CECL process onto an internal stress test platform.
Methodological Considerations For Integrating ECL On a Stress Testing Platform
White PaperOptimal Pacing for Private Capital Portfolios
White PaperDownload this technical paper that explains FRG’s pacing model which uses PCF cash flows along with non-linear optimization to help clients construct their pacing plans.
Sample Climate Risk Framework for Consumer Lending
A Climate Risk susceptibility framework can help your Financial Institution estimate the credit risk impacts of climate risk on your portfolio. Download FRG’s customizable Framework for Consumer Lending (PDF) to get started.
Updated Pandemic Economic Scenario
The global economy is changing rapidly as a result of the Coronavirus Pandemic. As new data has become available, FRG is releasing an updated version of our Pandemic Economic Scenario to help businesses assess and respond to the impact of COVID-19 on their operations. Download this file which provides two scenarios – a pandemic shock scenario based on control of the virus by the end of Q2 2020, and a pandemic recession scenario based on control of the virus not happening until the end of Q3 2020. The file also contains a SAS data set.
Pandemic Economic Scenario
FRG has received a number of requests from market participants to help them interpret the impact COVID-19 may continue to have on their businesses. In response, we are offering our Pandemic Economic Scenario for download at no cost. The Scenario contains forecasted macroeconomic variables, for use as-is or with your company’s modifications. The zip file also includes a SAS dataset.
VOR Scenario Builder: Obtaining Business Insight from Scenarios
White PaperScenario Analysis is a useful exercise that can help companies with their strategic planning. Download this white paper by Jonathan Leonardelli to read how FRG’s VOR Scenario Builder solution streamlines scenario creation to make it easier for companies to use this process more often.
VOR Scenario Builder
Product SheetDownload this one page guide to FRG’s VOR Scenario Builder, which helps companies determine their exposure to economic events.
The Effect of Private Capital Liquidations – Transactions in the Growing Secondary Market
White PaperDownload this white paper that explores how accurate modeling of probable Private Equity and Private Debt cash flows can help investors make informed secondary market business decisions.
The Big Picture Brochure
Product SheetDownload our overview brochure for an in-depth look at who we are and what we can do for you.
CECL Solution for Small to Medium Financial Institutions
Product SheetDownload this one-page guide explaining our new world-class technology solution for financial institutions facing CECL requirements.
CECL Scenarios: Considerations, Development, and Opportunities
White PaperDownload this white paper discussing methodologies for achieving the “reasonable and supportable” expected credit loss forecasts required by FASB.
Featured: Climate Risk in Banking
Climate-related financial risk will impact Financial Institutions at a material level. In this paper, FRG discusses how climate risk may surface at a bank and provides an example of how scenario analysis could be used to show climate’s impact on a FI’s loan portfolio.