Moody's Analytics CECL Webinar Series: Expected Credit Loss Quantification

During the series, learn more about:

Key methodologies and challenges for each asset class

The overall quantitative impact of CECL and how to be prepared

For additional information on Current Expected Credit Loss (CECL), visit our CECL Resource Center.

Featured Webinars

Introduction to CECL Quantification
The expected credit loss quantification process, as well as data availability, represent key challenges for institutions. As the first webinar of our series, we discuss the strategic and tactical considerations for modeling CECL and how to leverage existing capabilities.

Commercial Real Estates (CRE) CECL Methodologies
Gain insights into which CRE models and methodologies can be leveraged to fulfill CECL requirements and what the key considerations are in transitioning these models.

Commercial & Industrial (C&I) CECL Methodologies
Learn more about the common methodologies for estimating credit losses in C&I lending and how to adapt methodologies to be more forward-looking and compliant with CECL requirements.

Retail CECL Methodologies
Our experts discuss common CECL considerations for retail credit and answer key questions on how to provide CECL estimates for retail. Which methods are acceptable and can exiting models be leveraged?

Structured Investments CECL Methodologies
Due to the complex nature of the collateral and its interaction with the ultimate security-level cash flows, loss calculations require communication between economic, credit, and cash flow models that is consistent across many asset classes. Learn more about how to address these challenges and how to provide CECL estimates for structured credit.

Questions? Contact a Moody's Analytics CECL expert today.