Join CECL experts Robby Holditch and Christian Henkel as they share practical examples and useful strategies applicable to your CECL implementation plan.
The risk function has emerged as an important strategic decision-making partner for critical functions such as business development, finance, operations, and technology.
May 2019
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Roshni Patel, Mehna Raissi, Jin Oh
The FASB deadline for the new accounting standard is just around the corner.
Listen as Anamaria Pieschacon and Michael Brisson a discuss effective approaches for validating consumer credit risk models.
ImpairmentCalc™ software produces IFRS 9 ECL estimates which are both forward-looking and incorporate the latest changes in the macroeconomic environment.
January 2019
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Moody's Analytics
As internal model development and use of vendor models for CECL submission are fast in progress for those submitting by January 2020, our analystsreview a checklist that will help you organize CECL project plans.
In this webinar, our economists and consumer credit analyst share insight on techniques and best practices for modeling allowances for CECL.
Our experts, Masha Muzyka and Jin Oh, cover transition disclosures focus areas, potential implication of the methodology chosen to the expected disclosures and ECL disclosure best practices emerging to date.
Our subject matter experts, Robby Holditch, Director, and Jin Oh, Director, discuss critical steps in meeting the new CECL standard.
With the emergence of CECL, many lenders have been worried about how the forward-looking approach would affect their reserves and future loan originations.
Our subject matter experts, Chris Henkel, Senior Director, and Anna Krayn, Senior Director, discuss critical steps in meeting the new CECL standard.
In this video webcast, we identify the critical components needed for a successful CECL implementation and the new considerations it also brings.
In this video webcast, we identify the critical components needed for a successful CECL implementation and the new considerations it also brings.
In this video webcast, we identify the critical components needed for a successful CECL implementation and the new considerations it also brings.
In this video webcast, we identify the critical components needed for a successful CECL implementation and the new considerations it also brings.
In this video webcast, we identify the critical components needed for a successful CECL implementation and the new considerations it also brings.
In this webinar, we examine how CECL's forward-looking requirements can significantly change your loss reserves and future financial statements.
In this video webcast, we identify the critical components needed for a successful CECL implementation and the new considerations it also brings.
Join Moody's Analytics for an informative webinar discussing FASB's new Current Expected Credit Loss (CECL) standard and what you can be doing now to prepare.
November 2017
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Eric Snyder
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.
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.
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.
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.
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.
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
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Jan Larsen, Tanya Roosta
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.
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.
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.
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.
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.
