Whitepaper: CECL Benchmark Q4 2020

A framework to understand the extent of your allowance build

In this latest CECL Benchmark report, Moody’s Analytics examines Q3 actual results to showcase how to build a benchmark for CECL allowances in future quarters. Our experts continue the research analysis to confirm that the methodology used can be a stable triangulation indicator on the allowance for a peer group of banks. See where banks stand on the range of preparedness compared to peers in the context of an evolving economic outlook. Read the full report for ideas on how to establish a robust benchmarking framework for your own peer group. This paper is the third edition of a report updated quarterly. 

Key takeaways of the paper include:

  • Applying a simple methodology to benchmark your financial institution against peer banks
  • Identifying and following trends among key financial institutions' over- and under-reserve levels
  • Looking through high-level estimates by asset class to understand which will draw the most attention moving forward

 

Download the report now and contact us to have Moody’s Analytics experts run a custom benchmarking analysis for you.