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MST LLA

Execution Track

2019 cecl transition workshop logo
Description

In the Execution track, participants will be introduced to general modeling strategies for CECL and specific requirements from the CECL Guidance for a compliant model. We will also do a deep dive on some of the more prominent historical loss-based methodologies to include Cohort (open pool), Vintage, and PD/LGD (TMM). Discussion around each methodology will include in depth detail on data requirements, decisioning around key assumptions and inputs, and pros and cons.

Participants will work in groups to discuss, make, and execute critical decisions in using the various methodologies and see each of the methodologies in the MST Loan Loss Analyzer along with helpful allowance reports from the software.

In this Execution Track, we will answer these questions and give specifics:

  • What are the necessary checkboxes for CECL compliance?
  • How do I get to CECL compliance?
  • How can I leverage the ALLL model that I have now for CECL?
  • How do the different methodologies apply to specific portfolios?
  • What are the decision points that need to be made in creating a CECL model?
  • How does the software streamline and handle the calculations for CECL?

Additional details for ideal participants: 

  • Attendee is comfortable with financial principles and willing to learn about modeling principles
  • Will explore various models and segmentation options for a CECL calculation
  • Appropriate for SEC registrants and anyone who wishes to establish a more custom and defensible calculation
  • Creates an Allowance for Credit Losses practice that supports other areas in the institution

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Onsite Agenda

9:30 am – 10:00 am: Check in
10:00 am – 12:00 pm: Panel Discussion of Pre-Workshop Content
12:00 pm – 12:45 pm: Open Lunch/Break
12:45 pm – 1:15 pm: General CECL Modeling Principles/Guidance
1:15 pm – 2:05 pm: Cohort (Open Pool) Methodology Deep Dive
2:15 pm – 2:45 pm: Vintage Methodology Deep Dive
2:45 pm – 3:45 pm: Probability of Default/Loss Given Default Methodology Deep Dive (PG/LGD - TMM)
3:45 pm – 4:00 pm: Wrap Up 4:00 pm – 5:00 pm: Cocktail Networking Reception

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