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Stress Testing and CECL: Connecting the Dots

Financial institutions have been conducting stress tests long before the regulatory mandates were put in place after the 2007-2008 financial crisis.  Larger financial institutions have principally adopted the top-down approach (aka CCAR) which focuses on macro-economic changes and the resulting “stress” on large portfolios or individual assets.  Smaller financial institutions ($25B or less) primarily perform the bottom-up “stress” that focuses on the loan transaction risk stemming from changes in micro-economic factors i.e. increasing interest rates or cash flows.  As the goal of both approaches is a test on the capital adequacy of the respective financial institution, with CECL having the same goals, CEIS and Abrigo will examine the “bottom-up” stress test approach and the pros and cons for your CECL program

Join this webinar as we discuss:

  1. Data challenges
  2. The benefits of bottom-up stress testing
  3. Using stress testing data and outcomes in the CECL model development

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Meet Your Presenters

Tim McPeak

Tim McPeak is an executive risk management consultant at Abrigo, where he advises on risk and portfolio management with financial institutions nationwide. Previous to his current position, Tim led Abrigo’s strategic partnership program, through which the company partners with consulting, loan review, accounting, and other professional services firms. Before joining

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Dean Giglio

Mr. Dean Giglio is a Managing Director with CEIS Review who is responsible for Loan Portfolio Stress Testing and related engagements for CEIS’ client base. Mr. Giglio is a Senior Level Credit Risk professional with over 25 years of credit risk management experience ranging with involvement in areas such as

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David Vest

Managing Director, Senior Editor
Mr. Vest is Managing Director – Stress Testing at CEIS Review. He manages and supervises the ongoing data assembly requirements, analysis, and report generation that provides the clients’ stress analysis. He has over 30 years of credit risk management experience ranging from credit portfolio modeling to corporate finance lending, loan

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