The Big Squeeze: Delinquencies, Losses & Portfolio Defense

The era of easy money has ended, leaving lenders to navigate a landscape where managing credit portfolio risk and losses is the top priority for every credit committee. As interest rates remain elevated and household budgets are stretched to their limits, the industry is seeing a significant shift in borrower behavior. This session moves beyond basic oversight to examine how elite firms are recalibrating their underwriting models to account for these pressures. By focusing on managing credit portfolio risk and losses through more rigorous cohort analysis and early warning indicators, lenders can identify vulnerabilities before they manifest as bottom-line deficits.

A critical insight shared during this discussion involves the proactive defense of asset quality in a higher-for-longer environment. Panelists emphasize that managing credit portfolio risk and losses is no longer just about tightening the taps on new originations; it requires a sophisticated refinement of collections and restructuring playbooks. From adjusting loan-to-value strategies to conducting deeper stress testing, the technical subject matter covered here provides a blueprint for stability. Whether you are dealing with auto loans or commercial credit, understanding the nuanced tactics for managing credit portfolio risk and losses is essential for maintaining portfolio health while continuing to support responsible business growth.

• Advanced techniques for cohort analysis to pinpoint high-risk segments before delinquencies rise.
• Strategic recalibration of underwriting and term lengths to reflect current macroeconomic pressures.
• Integrated playbooks for collections and restructuring designed to protect long-term recovery rates.

Watch the full recorded session to refine your strategy for managing credit portfolio risk and losses in today’s volatile market.