Leveraging Industry Data for CECL Compliance
In this webinar, Irina Korablev, Senior Director and Deniz Tudor, Director will discuss various tools that can capture economic, loan-level, and cohort-level data across several asset classes, which can be used for forecasting credit losses and benchmarking internal models.
Many financial institutions are faced with the challenge of effectively developing, benchmarking, and validating CECL compliant models as a result of incomplete data.
In this webinar, our experts Irina Korablev and Deniz Tudor discuss various tools that can capture loan-level data across several asset classes, which can be used for forecasting credit losses and benchmarking internal models.
Webinar highlights:
- Modeling the relationship between macro variables and credit risk
- Estimating life-time losses using reasonable and supportable forecasts
- Benchmarking and improving quantitative risk measurement accuracy
- Generating more realistic cash flows and impairment and provisioning calculations
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