CECL Methodology Webinar Series

Navigating FASB's current expected credit loss model

FASB’s current expected credit loss (CECL) model will require a new, forward-looking approach to calculating an allowance. As institutions gear up to audit data and perform initial CECL calculations in the new year, join Sageworks risk management consultants Neekis Hammond, Garver Moore and Brandon Russell for a comprehensive webinar series breaking down the specifics of performing CECL calculations and delving into what insight can be gained from your calculations.

CECL Methodology Series Kick Off

Sageworks risk management consultants Neekis Hammond and Brandon Russell provided an overview of available CECL methodologies, including a close look at data required for calculations and determining the life of a loan pool. Watch this webinar to learn:

  • Data required to perform vintage, migration, PD/LGD and DCF calculations
  • Life of loan for past due matured loans, maturing loans, short-term loans
  • How to account for attrition versus prepayment
CRE Pool CECL Methodologies

See CECL calculations performed on a CRE-focused loan pool using Excel and the Sageworks ALLL product.

  • Methodology considerations and limitations
  • Segmentation considerations and limitations
  • Data considerations and limitations
Consumer Pool CECL Methodologies

See CECL calculations performed on a consumer-focused loan pool using Excel and the Sageworks ALLL product.

  • Methodology considerations and limitations
  • Segmentation considerations and limitations
  • Data considerations and limitations
C&I Pool CECL Methodologies

See CECL calculations performed on a C&I-focused loan pool using Excel and the Sageworks ALLL product.

  • Methodology considerations and limitations
  • Segmentation considerations and limitations
  • Data considerations and limitations
CECL Methodology Q&A

Sageworks risk management consultants Neekis Hammond and Tim McPeak address frequently asked CECL questions submitted via email and during previous sessions in this series.

Off-Balance-Sheet Credit Exposures

See CECL calculations performed on pools with unfunded commitments, off-balance-sheet credit exposures and construction loans using Excel and the Sageworks ALLL product.

  • Methodology considerations and limitations
  • Segmentation considerations and limitations
Forecasting with CECL

Learn to leverage the forecasted losses obtained through CECL methodologies for actionable insights throughout your institution

CECL Transition with Sageworks

Navigate the CECL transition with a trusted ALLL partner

 

Hear from Darren Flavell, National Cooperative Bank

  • Automatically and securely collect, store and manage loan-level data
  • Plan using a number of robust methodologies, including migration analysis, vintage analysis and probability of default/loss given default (PD/LGD)
  • Run scenarios to test calculations and plan for the one-time capital adjustment
  • Establish Risk Factor Drivers for Q-factors to support qualitative adjustments
  • Learn from a network of thousands of bankers and partners
Request info: CECL Solution