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Panel Discussion - A Data First Approach to Credit Risk Management

Mitigating credit risk through sound decision making, robust collateral management, and better data.

Amid an economic slump and continued uncertainty over business conditions, many forecasters across Asia-Pacific are anticipating a severe deterioration in credit quality in the months ahead. Expectations of mounting loan losses and increased regulatory pressure have thus brought credit risk mitigation and the need for a robust collateral management process into sharp focus.

In a recent panel discussion co-hosted by Regulation Asia, we were joined by a panel of leading industry experts who included:

  • Luke Nestor, Founder and EVP of Rockall, a Broadridge Business
  • Yves Tomballe, Chief Risk Officer, MUFG Bank Singapore
  • David Sharratt, China Chief Operating Officer, Commerzbank AG
  • Manesh Samtani, Moderator & Editor, Regulation Asia

During the conversation, our panelists covered topics ranging from the regulatory climate outlook for credit risk in 2021, to innovative strategies in loan collateral management. Specifically, an emphasis was placed on the rising expectations for banks to be more data-oriented in their loan operations and systems.

The summary of key topics covered included:

  • High levels of debt and credit risk expectations
  • Regulatory expectations for managing credit risk and providing credit
  • The use of data to enhance credit decisions and mitigate risk
  • Streamlining critical workflows and achieving visibility over collateral

A post-webinar report is also available for download.

Lastly, if you would like to learn how we can help you create and maintain an accurate picture of your banking book collateral, complete the form below to schedule a meeting.

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