CECL Credit Models – What You Need to Know

CECL Credit Models – What You Need to Know
Thought Leadership Webinar: PRMIA is pleased to share this opportunity with you as a resource for your risk career. Thank you to Finastra for making this webinar available to the PRMIA community.

Event Information  

Date: May 22, 2018
Time: 2:00-3:00 pm EDT
Session Length: 60 Minutes

With the upcoming Current Expected Credit Loss (CECL) regulation changes required on January 1, 2020, the way you do business now will change dramatically. This single change is likely to increase the capital provision by up to 50%. How you plan for, implement, and integrate in to the wider bank reporting system will have enormous implications. Do you know the real impact of CECL on your business?

Join us as we discuss some of the details and impacts of the upcoming CECL regulation including:
• The consequences of competing credit models
• Retail vs commercial vs structured assets
• Being accurate and competitive: is it possible?
• Understanding the key drivers in choosing a model 
• The accounting credit model and risk appetite 
Michael Jacobs, Principal Director, Model Validation & Innovative Methodologies Lead, Accenture
Alexey Antonov, Director, Capital Markets and Risk Technology, Neoflex
Michael J. Ivie, Executive Vice President, Arrayo & PRMIA New York Steering Committee
Marcus Cree, Solution Lead, Risk Practice, Finastra
Should you have any questions about your webinar registration, please contact:  Kathryn.farrell@finastra.com or  212-320-4646 


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5/22/2018 2:00 PM - 3:00 PM
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