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Climate Risk in Banking

White Paper

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.

Integrating ECL Onto a Stress Testing Platform: Credit Risk Characteristics

White Paper

There 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 Paper
Financial Institutions must consider several factors when integrating the expected credit loss (ECL) process onto a stress test platform. In this final paper of our series, FRG addresses how to grow a portfolio that is internally consistent with a stress scenario.

Integrating ECL Onto a Stress Testing Platform: Scenarios

White Paper

Integrating 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 Paper
Financial Institutions (FIs) are challenged to produce stress testing expected credit loss values that comply with IFRS 9 as well as CECL Standards.  There are two ways to address this challenge: a technological approach and a methodological approach. This white paper examines both strategies to help you decide on the best action for your FI.

Optimal Pacing for Private Capital Portfolios

White Paper

Download 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 Paper

Scenario 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 Sheet

Download 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 Paper

Download 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 Sheet

Download 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 Sheet

Download this one-page guide explaining our new world-class technology solution for financial institutions facing CECL requirements.

CECL Scenarios: Considerations, Development, and Opportunities

White Paper

Download this white paper discussing methodologies for achieving the “reasonable and supportable” expected credit loss forecasts required by FASB.