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    Investment Portfolios CECL Methodologies

    In this fifth webinar in our series, our experts discussed common CECL considerations for structured credit and answered key questions on how to provide CECL estimates for structured credit.

    Key questions include:

    Credit modeling for investment portfolios

    Cash flow generation

    Calculating present value and expected credit loss (ECL)

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    Moody's Analytics Webinar: RiskFrontier 5.3 and 5.4 Release and GCorr 2018 Update

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    CECL Treatment for the Investment Portfolio

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    Expanding Sensitivity Analysis and Stress Testing for CECL

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    Expanding Sensitivity Analysis and Stress Testing for CECL

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    Leveraging Basel and Stress Testing Models for CECL

    In this webinar, expert Nihil Patel, outlines how institutions can leverage Basel and Stress Testing models to comply with FASB’s new impairment accounting standards.

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    Leveraging Basel and Stress Testing Models for CECL Presentation Slides

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    Modeling IFRS 9 Impairments – Tactical Implementation Approaches

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    Managing Credit Portfolio Risk Under Basel III: Integrating Regulatory Capital with Economic Risks

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