09:15



Credit & Financial Institutions
M21019 – Role of valuations in credit portfolio management

17th March 2021

Online Webinar

09:30 - 11:00
Organised by Malta Institute of Accountants


Credit portfolio management is a key function for financial institutions, especially banks (but also including insurers and institutional investors), with large, multifaceted portfolios of credit, often including illiquid loans. Historically, credit portfolio management was seen as merely understanding the institution’s aggregate credit risk, improve returns on those risks and identifying and managing concentrations of risk.
The 2007 financial crisis changed the way most functions at these institutions operate and manage their credit portfolio. While the historical role of such a function remains, new regulatory requirements, especially with respect to capital and liquidity, increasing cost and margin pressure, and changed market conditions have pushed credit portfolio management into a broader role with the need to align closely with other areas, such as finance, treasury, risk data and methodology, and business-origination functions. Valuations play a key role in the various stages of credit portfolio management. The Covid-19 pandemic has further increased the focus on active credit portfolio management.
09:15
11:00