In less than 30 minutes, you'll walk away with:

• Essential insights on the key credit risk drivers and factors for Large Corporates, NBFCs, and Local and Regional Governments – which factors present the greatest challenges when assessing risk?
  
• Actionable best practices on how to analyze risk when lending to relatively high-risk entities
  
• Simple approaches to estimate expected credit losses for CECL and IFRS 9 for these sectors
  

Bob Durante is a Senior Director in Risk Services for S&P Global Market Intelligence. In his role, Bob is responsible for managing client service engagements, providing analytical thought leadership and helping clients measure and manage their credit risk. Since joining S&P Global Market intelligence in 2008, Bob has led dozens of client engagement projects that focus on development of internal risk rating systems, validation of risk rating and stress testing models and deployment of dozens of Credit Assessment Scorecards representing all major asset classes.

Bob also leads a regular webinar series called Risk Insights that provides thought leadership and information sharing for existing and prospective clients. Recent webinars include The “Uber” Problem for the Taxi Medallion Industry, Key Action Steps to Meet Model Regulatory Requirements, 5 Proven Approaches to Enhance Your Internal Risk Ratings System, Financing the World Cup through Project Finance, Bank Stress Testing & Risk Management, Key SME Building Blocks, Effectively Managing Model Risk, Top 10 Probability of Default Scorecard Pitfalls and LGD Model Development.

Prior to joining S&P Global Market Intelligence, Bob has held senior analytical and managerial positions for over 25 years in Standard & Poor’s Ratings Services, including chairing rating committees to assign, confirm, upgrade or downgrade credit ratings. Bob is noted for his award-winning level of client service, thought leadership, analytical innovation and project/staff management. Also, Bob serves on the S&P Global Corporate Responsibility: Financial Essentials Working Group to ensure alignment between business and philanthropic objectives with particular focus on helping reduce the “lending gap” for women-owned small enterprises in emerging markets.

Rad Lukic is a Senior Director at S&P Global Market Intelligence, Risk Services. His focus is on assisting financial institutions and other organizations in validating and improving their credit risk assessment methodologies in a Basel II framework. Rad has extensive experience in analytical service development and client engagements, with a focus on developing and validating credit risk internal risk rating systems aligned with regulatory requirements.

Rad joined S&P Global in 2006 as an Associate in the New York Risk Solutions Group. He previously held an FX Analyst/Strategist for Emerging Markets position in a foreign exchange brokerage, as well as a consulting position at Mitsui & Co. with responsibility for the Balkan region.

Rad is currently the analytical lead in the S&P Global Market Intelligence Solutions and Services team on developing Credit Risk Rating Methodologies aligned with Basel II and best practices. He has extensive experience in analytical service development and client engagements focused on: Credit Risk Analytics, Internal Risk Rating System design and Validation, Modeling and estimating PD, LGD and EAD, Stress-testing rating systems.

Rad received an MBA from the Zicklin School of Business at the City University of New York (Baruch College), and a BSc in Economics from Belgrade University (Serbia).

Director, Risk Services, 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. 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.