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    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.

    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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    U.S. Consumer Credit Outlook - 2020 Q1

    Join Scott Hoyt and David Fieldhouse, as they discuss the current and anticipated trends in household credit conditions based on Moody's Analytics forecasts of Equifax data.

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    Cards and CECL estimates

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    Concerned With Forecast Uncertainty in CECL? Look Beyond the Baseline

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    Modeling Credit Card Losses Under CECL

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    Webinar: CECL for Consumer Lending Portfolios - A Checklist

    As internal model development and use of vendor models for CECL submission are fast in progress for those submitting by January 2020, our analysts will review a checklist that will help you organize CECL project plans.

    November 13, 2018 WebPage Dr. Deniz Tudor, David Fieldhouse
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    CECL for Consumer Lending Portfolios - Checklist

    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.

    November 2018 WebPage Moody's Analytics, David Fieldhouse, Dr. Deniz Tudor
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    CECL for Consumer Credit Portfolios: Modeling Best Practices

    In this webinar, our economists and consumer credit analyst share insight on techniques and best practices for modeling allowances for CECL.

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    Presentation

    Lifetime Expected Credit Loss Modeling Presentation Slides

    In this presentation, learn more about ECL quantification tools to support CECL implementation across all major asset classes, including dual-risk rating models (PD/LGD), credit cycle adjustment and scenario conditioning models, segment-level loss rate models and discounted cash flow (DCF) and non-DCF methodologies.

    September 2017 Pdf Glenn LevineDavid Fieldhouse
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