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ALLL / ALM modeling


ALM modeling

  • ALM modeling

    3 Risks Asset/Liability Management Addresses

    Banks and credit unions face a seemingly never-ending array of financial risks, as the pandemic showed. From health-related surprises to natural disasters to terrorist attacks, the unexpected circumstances that can affect the balance sheets of financial institutions highlight the importance of capital planning and asset/liability management (ALM). Indeed, having sufficient capital to handle the unexpected... Read more »

  • prepayments

    CECL’S Impact on Your ALM Modeling

    With CECL's need for financial institutions to look at a more forecasted approach to determine credit reserves, it makes sense to leverage some of the assumptions used in the past for developing loan assumptions in Asset/Liability models.

Poll

What type of data do you anticipate leveraging for your CECL calculation?

  • 1-5 years of detailed loan level data
  • 5+ years of detailed loan level data
  • 1-5 years of aggregate (pool level) data
  • 5+ years of aggregate (pool level) data
  • I don't know the difference

Tip Of The Day

Consider read-only access for examiners to add transparency to your ALLL Methodology.

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