Sageworks Portfolio Risk Solution
Understand & limit risk in the portfolio
Managing portfolio-wide risk requires data and frameworks with which to identify potential losses. Sageworks Portfolio Risk Solution prepares management to quickly report on the portfolio and use the insight gained to inform the institution’s strategy.
- Increase defensibility of risk management processes to examiners and auditors
- Navigate ALLL regulations now & under CECL
- Ensure a consistent and clear methodology
- Work with our dedicated integration team to tailor core data to your institution’s needs
- Build a sound succession plan with standardized processes
- Stress test concentrations or the whole portfolio to identify potential and future areas of risk
- Quickly report on portfolio health and trends
- Compare the impact that different scenarios would have on loans, income, charge-offs, provision expense, and the ALLL
- Incurred and expected loss modeling for current and future GAAP
- Comprehensive portfolio reporting from a single source
- Process transparency for succession planning
- Flexible ALLL model to fit the institution’s calculation
- Advanced loss rate methods: DCF, vintage, migration, PD/LGD and Loss Emergence Period
- Defensible documentation for assumptions
- Qualitative adjustment matrix for directional consistency
- Automated reporting for financial disclosures
- Single ALLL platform for originated and purchased loans
- Advanced credit risk analytics and dashboards
- Flexible stress testing scenarios for top down and bottom up reports
- Forecast to anticipate changes in the reserve and capital
Understand credit loss history
With the CECL model, more institutions, auditors and examiners are looking to vintage analysis as a way to estimate expected credit loss. Download this paper to understand the mechanics of this methodology as well as the role that qualitative adjustments would play.
Documenting loan impairment
When it comes to analyzing individual impaired loans, the common impairment calculation method is Fair Market Collateral. In order to arrive at defensible valuations for such collateral, documentation of the analysis is crucial.
More portfolio risk resources
Hear from our clients
Save time on analysis
Jonestown Bank & Trust was having trouble pulling interim calculations while working in Excel spreadsheets. After they switched to Sageworks they were able to pull reports more quickly, as needed.
“Previously with Excel, if we wanted to look at a monthly interim calculation, we would have to run the core reports and manually input them. With Sageworks, the numbers are inside the software and available with just a few clicks of a button — giving us significant quarterly time-savings.”
Jonestown Bank & Trust
Consistent and transparent methodology
West Texas National Bank was under pressure to show concentration risk management in the form of stress tests, but the institution struggled with data management.
“Sageworks Stress Testing is an efficient way to stress different levels of our portfolio. Since purchasing the solution, examiners have been very happy, making life easier for us.”
West Texas National Bank