Webinar Replay: CECL and AFS Securities Considerations for Insurance Companies
Date:
June 18
Location:
On-Demand
Duration:
1 Hour
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Join S&P Global Market Intelligence and RiskSpan to explore simple best practices to drive your credit loss measurement implementation roadmap. We will provide practical solutions and insights to accelerate your institution’s CECL implementation, especially related to loans and debt securities – including corporates and municipals.
In less than one hour, you will walk away with actionable insights that are of particular interest to insurance companies, including.
Topics include:
HTM versus AFS debt securities
Data needs for loans and debt securities
Measurement approaches and simplification ideas
Leveraging credit ratings
Handling unrated instruments
Purchase of credit deteriorated assets
Join us and take your CECL and AFS credit loss implementation to the next level.
Eduardo AlvesDirector, Risk Services, S&P Global Market Intelligence, S&P Global Market Intelligence
Eduardo Alves is an analytical team lead at S&P Global Market Intelligence’s Risk Services. He delivers risk management solutions for financial institutions of varying sizes and specialties, with a primary focus in the Americas region. Mr. Alves is results-focused and has an outstanding record of exceeding client objectives through high-quality and consistent applications in the areas of credit risk rating methodologies, internal risk rating systems design and validation, stress testing, and thought leadership. Full Bio
Eduardo Alves is an analytical team lead at S&P Global Market Intelligence’s Risk Services. He delivers risk management solutions for financial institutions of varying sizes and specialties, with a primary focus in the Americas region. Mr. Alves is results-focused and has an outstanding record of exceeding client objectives through high-quality and consistent applications in the areas of credit risk rating methodologies, internal risk rating systems design and validation, stress testing, and thought leadership.
Prior to S&P Global Market Intelligence, Mr. Alves held positions at Promontory Financial Group, Mizuho Bank, and the World Bank. While at Promontory, he supported bank holding companies in developing and enhancing comprehensive stress testing frameworks required under DFAST and CCAR; including risk identification, capital planning, drafting of policies and guidelines, and regulatory submission reviews. At Mizuho, he analyzed financial institutions and large corporates in support of commercial loan originations in Latin America. Moreover, he conducted economic research and statistical analysis for various World Bank publications – chiefly the World Development Report 2009.
A native of São Paulo, Brazil, Mr. Alves has extensive international exposure and acumen. He holds a Master of Science in Economics from the University of Essex (Colchester, England) and a Bachelor of Arts in International Affairs and Economics from The George Washington University (Washington, DC). Minimize
S&P Global Contributor
Radomir LukicDirector, Risk Services, S&P Global Market Intelligence
Risk management specialist thought leader and consultant with extensive experience in analytical service development focused on Full Bio
Risk management specialist thought leader and consultant with extensive experience in analytical service development focused on: Credit Risk Analytics, Internal Risk Rating System Design, Expected Credit Losses and Model Risk and Validation. Rad has a lead role in analytical development of credit risk solutions offering for U.S. and Canada, including lead role in development of CECL and IFRS-9 solutions grounded on S&P data and methodologies. Minimize
S&P Global Contributor
David AndrukonisManaging Director, RiskSpan
David Andrukonis, CFA, is a product designer for RiskSpan's Edge platform which offers historical performance data and interactive forecasting analytics for loan and bond investors. Full Bio
David Andrukonis, CFA, is a product designer for RiskSpan's Edge platform which offers historical performance data and interactive forecasting analytics for loan and bond investors. Edge allows risk managers to protect their balance sheets and meet accounting requirements by regularly generating market and credit risk metrics.
Prior to joining RiskSpan, David managed the credit risk department at WashingtonFirst Bank, where he developed underwriting methodologies and stress tolerance models for diverse private firms and commercial and residential mortgages.
David is a CFA charterholder and holds a Business Minor and BA degree from UNC-Chapel Hill. Minimize
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