During this webinar, we’ll explore how firms that own assets held at amortized cost can benefit from the CECL delay and uncover ways the shift to Life-of-Loan reserving can positively affect them.
In addition to CECL, we believe ‘best-in-class’ solutions should include capabilities for credit risk scoring, macroeconomic forecasts, scenario/stress testing and should strengthen an institution’s overall risk management capabilities. In order to maximize the CECL investment, institutions should aim to implement a ‘CECL+’ type of model that is able to provide additional benefits.
Join us to learn more about how a CECL+ model can also improve all areas of portfolio management by:
- Enabling rapid credit risk scoring of all exposures
- Estimating expected losses at the loan level
- Helping measure changes in credit quality and understanding of the credit cycle
- Providing macroeconomic forecasts specific to portfolio asset classes and geographies
- Estimating lifetime expected losses for short-term receivables.