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CECL and Your ALM Model

As we get closer to implementation of the current expected credit loss accounting standard or CECL, many of us are looking for ways to make transitioning easier – which includes linking operations to an exisiting ALM model.

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 ALM model.

Join this webinar to learn:

  • How CECL will impact asset/liability management
  • Effective capital planning and loan pricing processes
  • What the changing regulatory landscape is like

Meet Your Presenter

Rob Newberry

Senior Advisor, Advisory Services
Rob Newberry is Senior Advisor with Abrigo’s Advisory Services and a faculty member of the Graduate School of Banking at the University of Wisconsin-Madison. In the past 10 years, he has worked with financial institution leaders and regulators to develop a suite of credit administration tools for community banks and

Full Bio

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