CECL and Your ALM Model

As we get closer to implementation of the new current expected credit loss accounting standard or CECL, many of us are looking for as much information as we can to help in understanding everything that should be considered in putting together our CECL models.

CECL is best thought of as part of a holistic view that focuses on Enterprise Risk Management and not just credit risk alone. It is no longer advisable to operate in silos as you might have done in the past when credit loss reserves were calculated by the Credit Officer for the institution, while Asset/Liability forecasts were in the domain of the CFO. With the need to look at a more forecasted approach to determine credit reserves, it makes sense to leverage some of the assumptions that have been used in the past for developing loan assumptions in your A/L models.

Join this webinar to learn:

  • How CECL will impact ALM
  • Effective capital planning and loan pricing processes
  • What the changing regulatory landscape is like

Meet Your Presenter

Rob Newberry

Rob has over 20 years of experience in the financial services industry. Rob spent 15 years at Wells Fargo & Co in various strategic and leadership roles. These roles included time in Finance, Servicing, Fair Lending, Pricing Strategy, Business Intelligence and Delivery Innovation. Rob is a faculty member of the Graduate School of Banking in Madison, Wisconsin. Rob also teaches for both the Financial Managers Society and LexisNexis Sheshunoff eLearning on topics ranging from loan grading, ALL calculations, and stress testing

Full Bio

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