Скачать или смотреть A Deep Dive into CECL Model Methodologies | ARCSys Technologies

Learn all about the different types of CECL methodologies with ARCSys! The transition to the Current Expected Credit Loss (CECL) accounting standard has been a significant undertaking for financial institutions. With no single methodology mandated, institutions must select a model that aligns with their specific portfolio characteristics, data availability, risk profile, and institution complexity. This webinar will provide an overview of the major CECL methodologies: the Weighted-Average Remaining Maturity (WARM) method, Life Cycle models (DCF, PDD, PUD), and Reporting Period models (linear and non-linear DCF).

Key Takeaways:
Understand the core concepts behind the WARM, Life Cycle, and Reporting Period CECL models
Recognize the primary drivers and assumptions used in each model
Identify the key differences and similarities between the models
Recognize the unique benefits and trade-offs of each model for different types of institutions


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