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Understanding the ins and outs of CECL models
March 3, 2022 · Authored by Matt J. Nitka, Ivan Cilik, Sean Statz
New current expected credit loss (CECL) requirements are mandated for 2023. We understand that navigating these changes isn’t inherent for most organizations. To help organizations like yours, our team of Value Architects™ hosted a series of webinars to help walk through the stages of implementation, modeling and validation.
No matter what point in the process your institution is at, these informative webinars provide helpful keys to success.
View on-demand webinars by topic below.
Watch now:
Model risk management: Implementing CECL outside of the box
Listen to this webinar for an engaging discussion on the navigation of CECL implementation, how to view model risk management holistically and best practices for your current processes.
CECL implementation DCF model: understanding the ins and outs of CECL models
Watch Baker Tilly's latest webinar in our CECL webinar series, in which we reviewed the discounted cash flow (DCF) methodology, discussed model risk management and explored best practices for your current processes.
CECL implementation loss rate analysis: understanding the ins and outs of CECL models
Watch Baker Tilly's latest webinar in our CECL webinar series, in which we reviewed the loss rate analysis methodology, discussed model risk management and explored best practices for your current processes.
CECL next steps: parallel runs and model validations
Watch Baker Tilly's final webinar in our CECL webinar series, in which we reviewed implementation validation and explore best practices so your organization can feel assured in your results.
