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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.

Successful implementation of CECL requires understanding the impact of the accounting standard on provisions. Identifying the appropriate methodologies to incorporate the forward-looking information and life-of-loan horizon required represent key challenges for institutions.

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.

Webinar highlights:

  • Dual risk rating models (probability of default / loss given default)
  • Credit cycle adjustment and scenario conditioning models
  • Segment-level loss rate models
  • Discounted cash flow (DCF) and Non-DCF methodologies

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