What are Some of the Pros and Cons of Loan Level versus Cohort-Level or Portfolio-Level Models for CECL?
In this video, Cris DeRitis reviews the advantages and disadvantages of the different type of models that are acceptable for CECL. A portfolio-level approach is a simpler modeling method, but lacks granularity.
In this video, Cris DeRitis reviews the advantages and disadvantages of the different type of models that are acceptable for CECL. A portfolio-level approach is a simpler modeling method, but lacks granularity. Loan-level models are more granular, but more complex and costly. Vintage cohort-level models are sensitive enough to capture economic changes, but not as complex and costly as loan-level models.
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CECL for Consumer Credit Portfolios: Modeling Best PracticesIn this webinar, our economists and consumer credit analyst will share insight on techniques and best practices for modeling allowances for CECL. |
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Presentation
Be Reasonable: Creating Supportable Forecast Scenarios for CECLThis presentation discusses the CECL requirement of reasonable and supportable forecasts. We discuss what makes an economic scenario reasonable and supportable and discusses structural forecast model methodology. We also compare customized, standard and off-the-shelf scenarios and examine forecasting credit losses. |
CECL Impact Analysis for Consumer Lending PortfoliosThrough case studies of mortgage and auto portfolios, our experts explore the potential impact of CECL on industry wide reserves and factors that will affect results at the institution level. |
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Webinar-on-Demand
President Trump's Tariffs – Assessing the Impact of Various Trade ScenariosIn this webinar, Mark Zandi and our team of economists use the Moody’s Analytics Global Macroeconomic Model to assess the impact of various trade scenarios. |
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Webinar-on-Demand
The Transition to CECL: IFRS 9 Lessons Learned, Part 2In this video webcast, we identify the critical components needed for a successful CECL implementation and the new considerations it also brings. |
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Webinar-on-Demand
The Transition to CECL: Disclosures, Part 4In this video webcast, we identify the critical components needed for a successful CECL implementation and the new considerations it also brings. |
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Webinar-on-Demand
The Transition to CECL: Implementation Considerations, Part 3In this video webcast, we identify the critical components needed for a successful CECL implementation and the new considerations it also brings. |
