Scenarios for CECL

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FASB’s new CECL impairment standards require timely, forward-looking measurement of lifetime risk using “reasonable and supportable” forecasts. Moody’s Analytics produces defensible scenarios, based on sound economic theory and decades of observed historical econometric relationships, which can help clients address their CECL compliance. Our econometrically derived scenarios enable clients to assess lifetime credit losses under a range of differing assumptions.

Key Features

  • Baseline and consensus scenarios plus eight alternatives, with a 30 year horizon.
  • Derived from well-established macroeconomic forecasting methods.
  • Available for 70+ countries, including the US and all its state and metro areas.
  • Coverage of more than 1,800 economic, financial and demographic variables.
  • Fully documented model methodology; scenario assumptions published monthly.
  • Back-testing, tracking, and model validation report available.
  • Forecasts updated monthly, history updated in real-time.