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ALLL / model risk management


model risk management

  • model risk management

    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 »

  • ALLL Preparations

    Managing Financial Risk in a Post-Pandemic Environment

    The piano can capture a variety of moods, depending on the musician at its seat. But even simple melodies from a finely tuned piano can tell a story. And when a few instruments combine, following the same sheet music – the correct key and time signature – the story’s effect is even stronger.  The same... Read more »

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

Currently the new CECL standard seeks calculations that make use of an institution’s “reasonably available” data. Starting to collect granular, loan-level data today will provide at least three years’ worth of good and useful data by implementation.

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