Webinar: CECL – Initial & subsequent measures of loss

Oct 10, 2016

In June, the accounting guidance for measuring expected credit losses was finalized, and institutions have since been trying to decipher its requirements and ramifications. Watch the replay of a webinar featuring Senior Risk Management Consultant Neekis Hammond as he unpacked initial and subsequent measures of loss under CECL methodology.

This webinar broke down CECL requirements and provided viewers with actionable takeaways regarding segmentation, life-of-loan measurements and forward-looking analyses including:

1) What are the segmentation requirements and how material are such elections to pooled loss analysis

2) What are the various life-of-loan inputs and the effect on estimated losses

3) Solutions for supporting and documenting life-of-loan/prepayment inputs

4) How to apply and document different methodologies for individual pools to support the most meaningful analysis

5) How institutions can begin to build reasonable and supportable forecasts

There was time for questions following the presentation. Watch the replay here.