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Empowering Users, Satisfying Auditors for CECL

In this webinar, Emil Lopez and Olivier Brucker from Moody's Analytics, demonstrates how the Moody's Analytics Credit Loss and Impairment Analysis suite helps financial institutions overcome CECL challenges and implement best-practice allowance processes.

October 2017 WebPage Emil Lopez, Olivier Brucker

Expected Loss Quantification: Factors that Will Move the Needle

In this webinar, Anna Krayn and Masha Muzyka discuss the importance of accounting for risk differentiation and rank ordering for pass-rated loans, common flaws of risk rating systems and the potential financial impact on ALLL.

September 2017 WebPage Anna Krayn, Masha Muzyka

Lifetime Expected Credit Loss Modeling

In this webinar, David Fieldhouse, Director in Consumer Credit Analytics and Glenn Levine, Associate Director within the Capital Markets Research Group provide an overview of ECL quantification tools Moody's Analytics offers to support CECL implementation across all major asset classes.

September 2017 WebPage Glenn Levine, David Fieldhouse

Economic Scenarios for CECL: What's Reasonable and Supportable?

In this webinar, Cris deRitis, Senior Director from Moody's Analytics, demonstrates how to leverage econometrically derived, forward-looking scenarios to assess life-time losses for CECL.

September 2017 WebPage Dr. Cristian deRitis

Leveraging Industry Data for CECL Compliance

In this webinar, Irina Korablev, Senior Director and Deniz Tudor, Director will discuss various tools that can capture economic, loan-level, and cohort-level data across several asset classes, which can be used for forecasting credit losses and benchmarking internal models.

August 2017 WebPage Dr. Deniz Tudor, Irina Korablev

Meeting the Analytic Challenges of CECL

Our experts discuss methodologies for calculating losses, and explain how to establish and defend reasonable and supportable forecasts, connect the allowance for credit loss estimate to key risk functions, and analyze the impact to reserves and your business.

August 2017 WebPage Jan Larsen, Tanya Roosta

CECL Quantification: Retail Portfolios

In this webinar, our experts discuss the important considerations in the modeling and implementation of the CECL standard for retail portfolios. Learn more about loan-level modeling approaches that can be used to forecast credit losses for retail portfolios and how to leverage existing risk measurement practices.

Investment Portfolios CECL Methodologies

In this fifth webinar in our series, our experts discussed common CECL considerations for structured credit and answered key questions on how to provide CECL estimates for structured credit.

April 2017 WebPage David Kurnov, Nihil Patel

CECL Quantification: Commercial & Industrial (C&I) Portfolios

In the third webinar in our CECL quantification webinars series, our experts discussed which commercial and industrial (C&I) models and methodologies can be leveraged to fulfill CECL requirements, and key considerations in transitioning these models.

March 2017 WebPage Emil Lopez, Dr. Janet Zhao

CECL Webinar Series: Introduction to CECL Quantification

In this presentation, our experts Emil Lopez and Jing Zhang, introduce some key CECL quantification methodologies and enhancements that can be made to existing approaches to make them CECL-compliant.

February 2017 WebPage Emil Lopez, Dr. Jing Zhang

CRE CECL Methodologies

The second in our CECL Quantification webinar series, this webinar discussed how commercial real estate (CRE) models and methodologies can be leveraged to fulfill CECL requirements, and key considerations in transitioning these models.

February 2017 WebPage Dr. Jun Chen, Christian Henkel

Expanding Sensitivity Analysis and Stress Testing for CECL

In this American Banker webinar, Moody's Analytics discusses potential approaches for firms to expand on their current sensitivity analysis and stress testing for CECL implementation.

December 2016 WebPage Nihil Patel, Michael Gullette

The Value of Granular Risk Rating Models for CECL

Granular risk rating models allow creditors to understand the credit risk of individual loans in a portfolio, facilitating underwriting and monitoring activities. In this webinar we will outline the value of granular risk rating models for CECL.

November 2016 WebPage Christian Henkel, Dr. Tony Hughes

Leveraging Basel and Stress Testing Models for CECL

Basel Advanced IRB models, other internal ratings models, and Stress Testing models were developed by many large financial institutions for capital management. Moody's Analytics will outline how institutions can leverage these models to comply with FASB's new impairment accounting standards.

October 2016 WebPage Emil Lopez, Nihil Patel

Getting Ready for CECL

The FASB's new impairment standards won't take effect until 2020, but institutions should start planning now. This webinar outlines key considerations for early CECL preparation, including: main challenges; expectations of auditors, regulators, and investors; planning in firms of varying sizes; and how to get started.

October 2016 WebPage Anna Krayn, Emil Lopez

The Long Road to CECL: Implementation Considerations

In this video cast, we will discuss the implications of the final CECL standard and approaches to implementation.

September 2016 WebPage Anna Krayn, Emil Lopez

CECL: Disclosures and Timelines

In this webinar, we explore the implications of new disclosure requirements and the effective dates for CECL implementation. We explain why banks should start preparing for CECL now and what are the advantages to early implementation.

September 2016 WebPage Anna Krayn, Emil Lopez

CECL: CECL v. IFRS 9

In this webinar, we identify the key similarities and differences between the two standards of IFRS 9 and CECL such as timeline for adoption and complexity of implementation. And for those firms subject to both standards, we provide insight into the key operational considerations.

September 2016 WebPage Emil Lopez

CECL: The Road to CECL

In this webinar, we discuss what the new CECL standard is and why the FASB is changing Impairment Accounting. Key topics include the timeline for implementation, key differences are in the new impairment models compared with the existing ones, and how the allowance calculation process is likely to change.

September 2016 WebPage Anna Krayn, Emil Lopez

Preparing Community Banks for CECL

The FASB voted to move forward with the new impairment model, known as the Current Expected Credit Loss (“CECL”) model, which will change how you calculate allowance for credit losses. Ensure your institution identifies challenges and processes early.

May 2016 WebPage Christian Henkel
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