Media Resources


CRMa restructures.

Credit Risk Management Analytics LLC restructures to focus on Credit Software and Analytics, changes name to CRMa, LLC
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CRMa releases Credit Concentration Analytics solution for banks and credit unions.

(Raleigh, NC – 26 August) – CRMa, LLC (CRMa), a financial services software and analytics company that provides underwriting, loan review, due diligence, ALLL/CECL and ERM solutions to Community Banks, announced today the release of its enhanced Credit Concentration Analytics solution.

Community Banks are contending with the increasing risk profile of and regulatory scrutiny around commercial real estate (CRE) concentrations. Indeed, the regulatory community had telegraphed in December 2015 their intentions of focusing bank examinations on commercial real estate concentrations, and just last month the OCC raised its regulatory stance on CRE lending from "monitoring status" to "an area of additional emphasis". To explain their renewed attention, they cited intense growth, competitive pressures and an easing in underwriting standards eerily similar to the lead-up to the Great Recession—during which many community bank failures were driven by concentrations in Construction & Development (C&D) and CRE loans.

CRMa Chief Analytics Officer Jeff Berkson noted that "many of our Community Bank clients are experiencing this regulatory scrutiny first-hand, and even banks well under the regulatory concentration guidelines are struggling with this challenge. We’ve developed a cost effective and miniaturized data warehouse that brings together concentration levels relative to risk based capital, growth rates, current allowance, stress tests and underwriting factors, and results can be run against any portfolio segmentation including the regulatory 'big three' of product, industry and geography. Our interactive Credit Concentration Analytics solution can be deployed via web-based dashboards or directly within Excel where many bank CFOs, CROs, CCOs and relationship managers are already comfortable."

Ion Mixon, EVP at The First, A National Banking Association, in Mississippi, has used the new solution: "CRMa’s Concentration Analysis product has allowed us to take our Concentration Management process to a whole new level. This product allows us to look at our concentrations on a granular level and the portfolio at a wide level, and it has helped us to exponentially increase our knowledge of the concentrations within our loan portfolio. It will help us 'write our story' for bank regulators and for investors who have questions about concentrations and how they impact our bank’s overall credit risk."

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About CRMa, LLC

CRMa, LLC (CRMa) was formed in 1989 to advise community financial institutions on loan risk management. Today, CRMa helps community and regional financial institutions, nationwide, achieve more positive bottom-line results by delivering best-in-market loan reviews, portfolio due diligence, quantitative analyses, stress testing, compliance and risk training, underwriting software, and enterprise risk management solutions. We are based in Raleigh, NC and Austin, TX and we have grown a robust, in-house staff of senior credit, analytics, risk management and IT experts.

CRMa Credit Leader® integrated with Wolters Kluwer’s ComplianceOne®

To help ComplianceOne® users drive efficiency and accuracy into their entire lending process, Wolters Kluwer Financial Services now offers customizable underwriting capabilities and interactive reporting dashboards that support automated decision making for consumer loans.

The Credit Leader® Consumer Underwriting Module, powered by CRMa, seamlessly integrates with ComplianceOne to provide users with a single point of data entry. This real-time interface allows users to automatically populate loan application data from ComplianceOne into the Consumer Underwriting Module, saving data entry time and reducing errors, redundancies and delays.

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Published Articles

CECL is released – Now What?

In this article, Randal Rabe, Director at CRMa, LLC., discusses the fundamental changes coming to allowance calculations and the reasons financial institutions need to begin certain preparation activities for CECL sooner, rather than later.

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White Paper: CECL – An Analysis of Accounting Standards Update No. 2016-13 Financial Instruments – Credit Losses

CECL has become a reality with the June 2016 release of the final CECL standard. FASB has clearly attempted to provide for flexibility in approach and data collection requirements. There are still unanswered implementation questions that can have a significant financial and operational impact to community banks and credit unions.

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Banks urged to begin CECL compliance following issuance of final standard

S&P Global Market Intelligence (formerly SNL) article which quotes Randal Rabe, Director at CRMa, LLC., regarding the urgency for banks to adopt CECL.

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CECL—Seeing is Believing

FMS Perspectives primer designed to help financial institutions begin to identify the critical issues that need to be clarified prior to implementation.

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CRMa Analysis of the April 2016 TRG CECL Draft

FMS White Paper designed to help financial institutions understand some of the key provisions of the TRG CECL draft.

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Is CECL For Real? ... How to prepare major changes to the ALLL

The Financial Account Standards Board (FASB) is expected to release its final standard on account for credit losses before end of 2015. The new approach is called "CECL" (Current Expected Credit Loss) and will fundamentally change the Allowance for Loan and Lease Losses (ALLL) concept as well as the methodology of calculating the ALLL.

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Community bankers urged to start preparing for CECL

Even though the shift in how banks reserve for loan losses is years away, community bankers should begin preparing now to ensure there are minimal surprises when the new accounting procedure is adopted. The final standard for the current expected credit loss model is expected to be issued in the fourth quarter of 2015, and could go into effect in 2018 or 2019, said Randal Rabe, a director at CRMa. Despite the long interim period, he urged community bankers to model how their loan books will be impacted by the reserving change in order to have enough time to make adjustments.

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Products and Services Videos

Credit Leader Auto Decisioning Add-in (± 3 minutes)

In this video CRMa presents an overview of Credit Leader's Auto Decisioning Add-in.

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Credit Leader Auto Factor Grading Add-in (± 2 minutes)

In this video CRMa presents an overview of Credit Leader's Auto Factor Grading (AFG) Add-in.

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Online CRMa Client Community (± 4 minutes)

In this video CRMa presents an overview of the key features within the Online Client Community.

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The Credit Lifecycle (3 Part Series in Conjunction with ICBA)
Video #1: Why the need for a Credit Lifecycle approach in managing credit risks?

As we begin to acknowledge the differences in transactional credit risk from the more quantitative macro portfolio risk monitoring, we'll discuss why banks need to embrace both approaches going forward.

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Video #2: What components make up the Credit Lifecycle at your bank?

We'll pinpoint five key bank activities where transactional underwriting and macro credit analysis work in concert to form a positive feedback loop, thus impacting your bank's lending and risk management practices.

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Video #3: Impediments you may face in creating the Credit Lifecycle at your bank?

Now that we've discussed the need and attributes of Credit Lifecycle awareness at your bank, how do we manage the obvious differences between transactional and macro risk assessments?

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Learn more about the Credit Lifecycle

ERM that Actually Works (± 30 minutes)

Watch a 30-minute video where CRMa explains and demonstrates its ERMA methodology.

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Stress Testing Using CRMA® (± 9 minutes)

In this video CRMa presents using our Credit Risk Migration Analysis (CRMA®) process as a foundation for effective loan portfolio stress testing.

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Two Phase Due Diligence (± 8 minutes)

In this video CRMa presents our two phased approach to loan portfolio due diligence. Phase I of this approach incorporates a remotely performed portfolio analysis with credit loss estimation which can be used to make a go/no go decision before proceeding to a boots on the ground detailed file review and refined credit loss estimate in Phase II. This process is useful for all Merger, Acquisition, Capital Raise and/or Equity Investment transactions involving any type of loan portfolio.

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Ways to Win at Enterprise Risk Management (± 4 minutes)

In this Bank Director video, CRMa, LLC co-founder David Ruffin presents winning strategies to help you succeed with a correct approach to Enterprise Risk Management.

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Emerging Issues Videos

2015 HVCRE Changes (± 13 minutes)
Important (recent development)

Since this video was produced, there have been significant regulatory changes. 1-4 Family Residential development has been explicitly exempted by the FDIC and OCC.

This video focuses on the recent implementation of HVCRE / 150% risk weighting bucket that will occur beginning in Q1, 2015. We lay out the known uncertainties, bring you information from the most recent regulatory teleconference and provide an example flow chart that may be helpful.

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March, 2015 FDIC FAQ updates to HVCRE (± 18 minutes)

This video breaks down the FDIC HVCRE guidance issued in March. Particular attention is paid to the eligibility of collateral, determination of permanent financing and a discussion on what constitutes “contractually required” with regards to capital retention. The guidance can be found here:

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Instructional Videos

Login required. CRMa customers, please call 1-888-600-7567 to request access to the Instructional Videos.

How to Calculate Present Value Impairments (± 3 minutes)

In this video, CRMa presents various ways to calculate the Present Value of a loan in the context of impairment calculations. This includes an Excel demonstration of both the PV() function and the NPV() function.

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How to Calculate Present Value Impairments — FAQs (± 12 minutes)

In this video, CRMa answers frequently asked questions about the Present Value of a loan in the context of impairment calculations.

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Global Cash Flow Workbook — Tips (± 5 minutes)

In this video CRMa presents 10 "Tips and Tricks" for more effective use of the Global Cash Flow Workbook in our CRMa Toolbar®.

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Basel III (± 6 minutes)

In this video CRMa presents how to prepare for Basel III, with particular focus on the Supervisory Assessment Process.

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Interest Rate Impacts on the Loan Portfolio (± 11 minutes)

In this video CRMa presents the interconnectivity between interest rate risk and credit risk in a rising rate environment. This includes a high-level approach to assess the sensitivity of the loan portfolio to interest rate shocks.

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Spousal Signatures and Marital Status Discrimination (± 14 minutes)

In this video CRMa presents issues concerning compliance with spousal signatures and marital status discrimination.

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Flood Insurance Requirements and Coverage (± 14 minutes)

In this video CRMa presents issues concerning compliance with flood insurance requirements and calculating sufficient flood insurnace coverage for condos and second leins.

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2013 Q4 CRMa Credit Manual Regulatory Changes (± 21 minutes)

In this video CRMa presents 4th quarter 2013 manual updates, focused mainly on updates that apply to regulatory compliance. This is in part an explanation of what's in the manual, how to use it effectively and your responsibilities for updating information that is specific to your bank.

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CRMa Tools Implementation of Dodd Frank Mortgage Rules (± 6 minutes)

In this video CRMa presents an overview of the customizations required for CRMa tools and services that you subsribe to. We review a number of factors related to the new Dodd Frank regulations that went in to effect January 14, 2014, including:

  • Ability to Repay ("ATR") and Qualified Mortgage ("QM") overviews
  • ATR and QM Decision Points
  • Impacts on CRMa Manual
  • Impacts on CRMa Credit Leader®
  • Impacts on CRMa Toolbar®
  • What CRMa needs from you to ensure your tools are complaint

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E-Sign (± 10 minutes)

In this video CRMa presents issues concerning compliance with electronic signatures.

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