CECL

May 24, 2022

Market Trends

By Alice Kelly, Head of Research and Production, CeFPro
May 24, 2022

Model risk management in CECL

By Nav Vaidhyanathan, Group VP, Head of Model Validation and Governance, M&T Bank
May 24, 2022

CECL – Managing audit requirements and expectation to minimize duplication of efforts with auditors and regulators

By Matthew Clohessy, SVP, Audit Manager, Keybank
April 27, 2022

Recalibration of CECL models after initial validation reports and parallel runs to align results

April 26, 2022

Current status of CECL accounting standard including delay requests and congressional and regulatory activities

By Rick Martin, Product Manager, Financial & Risk Management Solutions, Fiserv
April 26, 2022

CECL – Applying qualitative overlays that are transparent, robust and repeatable

By Stevan Maglic, SVP, Head of Quantitative Analytics, Regions Bank
April 26, 2022

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

By Jorge Sobehart, Credit and Obligor Risk Analytics, Citi
April 26, 2022

CECL – Initial impact analysis: How to successfully action a parallel run and action on decomposing impact

By Daniel Hong, VP, CECL Wholesale Credit Implementation Lead, HSBC
April 26, 2022

CECL – Managing increased sensitivity to macros assumptions across loss forecast models

By Chris Varvares, Vice President and co-head of US Economics, Macroeconomic Advisers, IHS Markit
April 26, 2022

Validation of CECL models: What needs to be validated?

By Jennifer Matney, SVP, Director of Operational Risk Management, UMB Financial
April 26, 2022

Current Expected Credit Loss (CECL) Performance Assessment

By Xiaoling (Sean) Yu, SVP, Director of Model Validation, KeyBank
April 26, 2022

Bringing it all together: Aligning stress testing, capital planning and CECL

By Stephen Hsu, SVP, Head of Model Risk Management, Pacific Western Bank
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