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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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