Credit risk frameworks are tested during periods of economic transition. Projections for 2026 suggest modest growth, easing inflation, rising unemployment, continued tariffs, and regulatory uncertainty. In this environment, lending discipline matters. Clear underwriting standards, consistent risk ratings, and proactive portfolio oversight help institutions manage volatility while continuing to support responsible growth.

In this webinar offered by ProSight Financial Association (formerly BAI), Neil Berdiev from DNB Advisory, will examine how financial institutions can strengthen their credit risk frameworks for the year ahead. The session will highlight practical ways to reinforce underwriting discipline, improve credit decision consistency, and address common breakdowns such as policy drift, uneven judgment, and weak documentation. Neil will also cover forward-looking portfolio monitoring, effective early warning practices, and escalation frameworks that support timely action. The discussion will connect these strategies to broader alignment across credit policies, procedures, training, and governance to enhance both performance and supervisory readiness.

• Understand how 2026 economic and regulatory trends are shaping credit risk priorities
• Learn practical approaches to strengthening underwriting discipline and risk rating consistency so that you can manage production and business development with credit risk management
• Identify common credit risk breakdowns and how to address them, including typical disconnects between the lending (business development) and credit sides of the business
• Explore proactive portfolio monitoring and early warning strategies as well as their practical applications within your organizations
• Focus on effective, efficient and highest-and-best-use utilization of your credit risk management resource