Current Expected Credit Loss (CECL) Performance Assessment

Current Expected Credit Loss (CECL) Performance Assessment

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

Ahead of the 4th Edition CECL Congress 2019, Xiaoling has released his PDF slides from the CECL Congress in October 2018. In this presentation, Xiaoling will address key areas of concern, including:

  • A Complex Process
  • Hard to Assess by Design
  • Components
    • Back-testing
    • Sensitivity and Scenario Analyses
  • Putting Everything Together
  • Granular Level Assessments
  • Granularity vs Stability
  • Qualitative Adjustments

Disclaimer: The views expressed in this presentation are those of the speaker and do not necessarily reflect the views of KeyCorp or its subsidiaries in all respects.


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