Description

A focused course, tailored for you

The Regional Bank Risk Analyst Loan-Book Evidence Playbook

Name: The Regional Bank Risk Analyst Loan-Book Evidence Playbook
Price: 199 USD
Availability: InStock

Turn the weekly credit risk review pack into something that holds up the first time examiners ask, without rebuilding it every Sunday night.

The weekly credit risk pack should not be a Sunday rebuild. It should be a workpaper an examiner can pick up cold.

$199 one-time

Tailored to your situation. Access within 24 hours. 30-day money-back.

Includes a hand-built implementation playbook delivered alongside course access, generated for your specific situation.

Why this course

Risk Analysts at large regional banks sit in the seat where three feeds collide. The credit data warehouse produces the obligor pull. The CECL allowance model produces the reserve number. The line-of-business commentary lands late and rarely matches the warehouse on counterparty names. The Sunday rebuild reconciles those feeds into the pack the Chief Credit Officer hands up to the Chief Risk Officer. Then a horizontal review request lands on Tuesday asking for the workpaper that ties the appendix back to source, and the trail does not exist. The course teaches the analyst to build the trail once and have it carry every week, every quarter, every examination cycle.

What you walk away with

Build the obligor reconciliation that ties the credit data warehouse pull to the CECL allowance bucket and survives a horizontal review.
Ship a weekly credit risk pack with a workpaper trail the Chief Credit Officer can hand to examiners without a follow-up request.
Produce the model-evidence tie-out memo MRM expects when challenged on the reserve number.
Draft the OCC heightened-standards artefact that documents the second-line review without rewriting it every quarter.
Land the appendix footnote pattern that lets the Chief Risk Officer answer obligor-level questions in the same meeting.

The 12 modules

Module 1. The Risk Analyst seat inside a large regional bank

Maps the second-line credit risk analyst role against the first-line relationship manager, the CECL model owner, and the MRM challenger function. Names the artefacts the seat owns end-to-end: the weekly obligor reconciliation, the CECL bucket commentary, the model-evidence tie-out, the OCC heightened-standards memo, the appendix footnote. Sets the standard that every artefact in the course has to clear: a horizontal-review examiner can pick it up cold and trace the number back to source.

Module 2. Obligor pull from the credit data warehouse

Walks the SQL pattern that produces the weekly obligor pull: exposure at default, outstanding balance, unfunded commitment, accrual status, internal grade, FFIEC call code, NAICS, geography. Covers the name-normalisation step that joins servicing-system counterparty names to the warehouse golden record so the reconciliation does not break when servicing relabels a name. Ships a worked SQL template and the data-quality assertions that catch the most common breaks before the pack is built.

Module 3. CECL bucket reconciliation and the allowance tie-out

Reconciles the warehouse obligor balance to the CECL model's segmented exposure pools, bucket by bucket. Names the seven places the numbers usually diverge: stage 1 to stage 2 migrations posted late, prepayment-adjusted balances, off-balance-sheet drawdown assumptions, troubled-debt restructuring re-categorisations, charge-off timing, recovery posting, and FX-translated foreign exposure. Ships the reconciliation workbook the analyst hands to the CECL model owner.

Module 4. Model-evidence tie-out memo for MRM

Drafts the model-evidence memo the second-line risk analyst owes the model risk management function. Documents which model version produced the reserve, which segmentation cohort the obligor fell in, which override was applied, and which input drove the largest variance from last quarter. Sets the format MRM can challenge against the model validation report without a second meeting. Ships the memo template and the four standing exhibits.

Module 5. Heightened-standards artefact for OCC and the Fed

Produces the second-line review artefact OCC heightened standards expects from large regional banks. Documents the analyst's independent review of the first-line credit decision, the exceptions noted, the escalation path, the disposition. Maps the artefact to the bank's risk appetite framework so the Chief Risk Officer can cite it in the quarterly risk committee pack. Ships the template plus the four exhibit attachments.

Module 6. The weekly credit risk pack the CCO hands up

Assembles the weekly pack from the four upstream artefacts: obligor reconciliation, CECL tie-out, MRM memo, heightened-standards review. Designs the executive summary so the Chief Credit Officer can read it in seven minutes before the Monday risk meeting, the appendix so an obligor-level question can be answered in the same meeting, and the workpaper index so a horizontal-review request can be filled in an afternoon. Ships the pack template.

Module 7. Concentration limits and the line-of-business challenge

Builds the concentration limit dashboard the second-line uses to challenge first-line growth proposals. Covers NAICS concentration, geographic concentration, single-obligor exposure, related-party exposure, and the CRE office concentration the regulators have flagged across the regional bank peer group. Ships the challenge-memo template that takes the dashboard reading and turns it into a written second-line objection the CRO can sign.

Module 8. Loan review sampling and the workpaper standard

Designs the second-line loan review sampling plan that meets Interagency Loan Review guidance and survives external auditor reperformance. Covers the risk-based sample selection, the workpaper standard (covenant testing, collateral re-verification, financial statement spread, risk grade challenge), and the disposition log. Ships the sample-selection workbook and the standard workpaper template that every loan reviewed gets the same treatment.

Module 9. Stress testing and the DFAST/CCAR feed

Connects the analyst's weekly pack to the bank's stress testing cycle. Documents how the obligor-level reconciliation flows into the DFAST or CCAR submission, where the model assumptions overlay, where the management overlay is applied, and where the second-line independent challenge sits. Ships the trace-back workpaper that an examiner can follow from a stressed-loss number back to a single obligor in the warehouse.

Module 10. The Y-9C and Call Report tie-out

Reconciles the weekly internal pack to the FR Y-9C consolidated holding-company filing and the FFIEC Call Report. Covers the four schedules where regional banks most often have to explain quarter-over-quarter movement: HC-C loans and leases, HC-N past due and nonaccrual, HC-G allowance, HC-Q fair value. Ships the reconciliation workbook that prevents the late-Sunday-night call from the Treasurer asking why two filings disagree.

Module 11. Audit and exam readiness for the analyst seat

Packages the analyst's standing workpaper file for internal audit, external audit, and regulatory exam. Covers the file structure, the version-control log, the open-question tracker, the dispositioned-finding archive. Sets the standard that any artefact the analyst has produced this fiscal year can be pulled in under fifteen minutes when a request lands. Ships the standing-file index template.

Module 12. Promotion and the senior analyst track

Maps the analyst's standing file to the skills a regional bank looks for when promoting into senior risk analyst, AVP risk, and VP risk roles. Documents the artefacts that should be on a promotion case: the reconciliation that prevented a misstatement, the challenge memo that changed a first-line decision, the heightened-standards review the CRO cited, the horizontal-review response that closed without a finding. Ships the promotion-case template.

How this addresses your situation

Specific modules that map to what you said you are dealing with.

Sunday-night rebuild of the weekly credit risk pack: modules 2, 3, 6.

Horizontal review request from OCC or the Fed: modules 5, 8, 11.

MRM challenge on the reserve number: modules 3, 4, 9.

Promotion case to senior risk analyst or AVP: module 12.

What you get with this course

SQL template for the weekly obligor pull from the credit data warehouse.
CECL bucket reconciliation workbook with the seven standing break categories.
MRM model-evidence tie-out memo template plus four standing exhibits.
OCC heightened-standards second-line review template plus exhibits.
Weekly credit risk pack template the Chief Credit Officer can hand up.
Concentration limit dashboard and challenge-memo template.
Loan review sample-selection workbook and standard workpaper template.
Y-9C and Call Report reconciliation workbook covering HC-C, HC-N, HC-G, HC-Q.
Standing workpaper file index and audit-readiness checklist.
Promotion-case template mapped to senior analyst, AVP, and VP risk tracks.
Hand-built implementation playbook mapped to a regional bank loan book.
30-day money-back guarantee, single-seat access.

What you will have in hand by Day 1, Week 1, Month 1

Within 24 hours your account in the learning environment is provisioned and the tailored implementation playbook is delivered alongside it.

Week 1: modules 1 through 3, the obligor reconciliation and CECL bucket tie-out are live in your environment.

Week 2: modules 4 through 6, the MRM memo and the weekly pack template are in production use.

Week 3: modules 7 through 9, concentration challenge and stress-test trace-back are running.

Week 4: modules 10 through 12, the Y-9C tie-out and the standing workpaper file are complete.

Before and after

Before

Sunday-night rebuild of the weekly credit risk pack from three feeds that never agree on counterparty names, with the workpaper trail held in memory and a horizontal review request meaning two days of unplanned work.

After

Weekly pack assembled from a standing reconciliation, the CCO hands it up unchanged, MRM has the model-evidence memo before they ask, and a horizontal review request closes inside an afternoon from the standing workpaper file.

What happens if you do not address this

The seat that cannot produce the workpaper on demand is the seat that gets the heightened-standards finding written against it. Once the finding lands, it follows the analyst across reorganisations and is the line item in the promotion conversation the next year.

Who it is for

A Risk Analyst inside a large US regional bank, sitting between the credit data warehouse and the Chief Credit Officer's weekly pack. Owns the obligor reconciliation, the CECL bucket commentary, the model-evidence tie-out, and the appendix footnotes that go to OCC and the Fed. Wants the workpaper trail to survive a horizontal review without a Sunday rebuild.

Who this is NOT for. Not for buy-side credit analysts, not for retail consumer-credit scorecard work, not for credit-card portfolio managers, and not for first-line relationship managers. The seat assumed is second-line risk inside a bank holding company that files Y-9C and is subject to OCC heightened standards or the equivalent Fed expectations.

How it arrives

Text-based course in the Art of Service learning environment, plus downloadable SQL, spreadsheets, memo templates, and worked examples for every module, plus the hand-built implementation playbook delivered alongside course access.

Time investment. Three to four hours per module across twelve modules, completable inside a standard quarterly cycle without disrupting the weekly pack production.

Why $199 is the right number

A four-day Risk Management Association credit risk course covers the theory at around 3,000 USD plus travel and time away. A Big4 second-line advisory engagement delivers a workpaper standard at 60,000 to 120,000 USD over a quarter. Neither leaves a templated workpaper file the analyst owns and re-uses every week. This course does, at 199 USD, single seat.

FAQ

Does this work for a Risk Analyst inside a large regional holding company that files Y-9C?

Yes. The course is built around the holding-company filing and the OCC heightened-standards expectation that applies to large regional banks. The Y-9C reconciliation module is mapped to HC-C, HC-N, HC-G, and HC-Q directly.

How is the implementation playbook tailored?

After purchase you share a few details about your bank's loan-book composition (commercial real estate share, commercial and industrial share, residential mortgage share, line-of-business structure). The hand-built playbook is mapped to those weights so the templates land usable on day one rather than generic.

Do I need data warehouse access to use the course?

The SQL templates are written against a generic credit data warehouse schema. If your environment uses a vendor solution like nCino, Moody's, or a homegrown warehouse, the templates translate cleanly. The course does not assume any specific vendor.

Is the course aligned with current OCC and Fed expectations?

The course is built against the heightened-standards expectation, the Interagency Loan Review guidance, the CECL allowance standard, and the FR Y-9C instructions. The implementation playbook is refreshed when guidance changes.

Can my manager use the same materials?

The licence is single-seat. A team licence is available; ask via reply and a quote comes back the same day.

30-day money-back guarantee. If after a week of working through the materials this is not what you needed, reply to the receipt email and a full refund is processed. No questions, no forms.

Within 24 hours your account in the learning environment is provisioned and the tailored implementation playbook is delivered alongside it.