Credit Portfolio Management In an Era of Fluctuating Interest Rates — Techniques, Technology, and Strategy
Overview
This white paper delves into Credit Portfolio Management (CPM) in the context of fluctuating and uncertain interest rates, exploring the multifaceted impacts on credit portfolios and outlining effective strategies for managing these changes.
It highlights the importance of robust risk management, diversification, and regulatory compliance amidst evolving economic and financial landscapes.
Takeaways
- Impact of fluctuating interest rates, such as increased borrowing costs, reduced credit demand, and heightened default risks necessitate refined risk management practices.
- Advanced risk management techniques, such as stress testing, scenario analysis, and AI/ML integration to enhance predictive capabilities and resilience.
- Diversification strategies, including sector, geographic, and product diversification are key to mitigating risks associated with fluctuating rates.
- Regulatory considerations, such as adapting to Basel III requirements and maintaining robust capital and liquidity management for compliance and stability.
About Author
Sachit Sharma
Director – Credit Risk Management Operations
Sachit Sharma is the Director of Credit Risk Management Operations at Anaptyss, with over 10 years of experience in financial and credit analysis. Previously, he held key positions at Morgan Stanley, Evalueserve, WNS Global Services, and Genpact. Sachit excels in fast-paced environments, quickly grasping operational details across various projects. With strong financial and credit risk knowledge, excellent communication, and interpersonal skills, he adeptly handles multiple products and processes simultaneously
Komal Chauhan
Director – Credit Risk Management Operations
Komal Chauhan is the Director of Credit Risk Management Operations at Anaptyss, bringing over 13 years of experience as a financial and credit risk analyst. She has held key roles at Acuity Knowledge Partners, WNS Global Services, and Genpact. Komal excels in finance, credit, and syndications within the Knowledge Process Outsourcing (KPO) industry. Known for her leadership and analytical skills, she effectively manages complex projects and drives excellence in credit risk management.
