Which Modeling Methods or Techniques are Acceptable for CECL?
In this video, Cris deRitis reviews the types of models institutions can leverage to be CECL-compliant including loan-level, loss given default, probability of default, expected at default, vintage cohort, or portfolio-level models.
In this video, Cris deRitis reviews the types of models institutions can leverage to be CECL-compliant including loan-level, loss given default, probability of default, expected at default, vintage cohort, or portfolio-level models. There is no specific guidance that institutions need to follow, but the modeling method will depend on the complexity and size of the portfolio.
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