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National Conference on Banks & Savings Institutions 2016


18 - The CECL Model - Retail Lending


Sep 22, 2016 3:05pm ‐ Sep 22, 2016 3:55pm

Standard: $49.00

Description

Attendees will discuss and develop an understanding of retail credit modeling approaches for estimating expected credit losses under CECL. Discussion topics will include modeling options, from more-simplistic topdown approaches, to more-complex competing outcome loan-level models, quantitative and qualitative methods of incorporating forward forecasts, developing ranges of estimates and mean reversion. Consideration will be given to opportunities to harmonize or leverage existing credit risk models (e.g., stress-testing models), as well as requirements specific to CECL.

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