This session will provide detailed examples of data aggregation, specific long-term and short-term forecast models and how to forecast different models. The session will also discuss the use of credit quality indicators through out the CECL modeling, monitoring and disclosure process.
The use of credit quality indicators in data aggregation, monitoring and forecasting.
The use of regression modeling to support reasonable and supportable forecasts.
The use of over the life-cycle forecasts in models including examples of Discounted cash flow and probability of default model.
The use of regression models to forecast and calculate and allowance with examples.
The use of short term forecast (reversion) models with example model calculations and how to forecast these models.
The pros and cons of each model including volatility.