Developing a strategy for CECL loss forecasting with varying degrees of interpretation across the industry

Developing a strategy for CECL loss forecasting with varying degrees of interpretation across the industry

By Jorge Sobehart, Credit and Obligor Risk Analytics, Citi

Presentation release ahead of CECL 2019 (Get 15% discount on the Congress using code: CECL99)

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

  • Creating a Foundational Risk model framework for multiple business applications
  • Functional and technical soundness
  • Understanding model benefits and limitations, and changes in business environment
  • Analyzing the impact of credit cycles, financial crises and uncertainty on portfolio losses
  • Integrating expert judgment and contextual information for credit loss estimation under different scenarios
  • Creating a model uncertainty framework for adjusting model estimates under benign and stress conditions

 


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