Current expected credit loss (CECL) modeling

21

Current expected credit loss (CECL) modeling

By Xiaoling (Sean) Yu, SVP, Director of Model Validation, KeyBank

Ahead of the upcoming Model Risk Management Congress taking place on September 27-28 in Boston, Xiaoling (Sean) Yu, SVP, Director of Model Validation, KeyBank has released his PDF presentation from the 2018 Risk Americas Convention. These slides go in depth into:

  • Risk philosophy of CECL
  • Leveraging existing credit risk models
  • Reasonable and supportable (R&S) period?
  • Modeling approach
  • Macroeconomic variable selection
  • Model performance testing

Please provide the following details to get your PDF copy of the presentation “Current expected credit loss (CECL) modeling’.

You can customise your subject areas using the options below. If you uncheck both options you will be unsubscribed from all emails.

We take your privacy seriously and our data is held securely and held in compliance to EU and US data laws. Please review our Privacy Policy for more information. If you have any concerns please email privacy@cefpro.com

You may also be interested in…

Find out more
Free Risk Insights Magazine
Receive our Newsletter

Related posts

11th April 2019

Funds Transfer Pricing

Read more
12th March 2019

Credit risk modeling: Leveraging technology advances for enhanced credit risk modelling

Read more
12th March 2019

Collecting and storing quality data for CECL model requirements

Read more